NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.69 |
89.86 |
0.17 |
0.2% |
89.30 |
High |
90.52 |
91.77 |
1.25 |
1.4% |
94.33 |
Low |
88.25 |
89.60 |
1.35 |
1.5% |
88.73 |
Close |
90.31 |
90.78 |
0.47 |
0.5% |
93.03 |
Range |
2.27 |
2.17 |
-0.10 |
-4.4% |
5.60 |
ATR |
2.32 |
2.31 |
-0.01 |
-0.5% |
0.00 |
Volume |
10,705 |
8,786 |
-1,919 |
-17.9% |
63,971 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.23 |
96.17 |
91.97 |
|
R3 |
95.06 |
94.00 |
91.38 |
|
R2 |
92.89 |
92.89 |
91.18 |
|
R1 |
91.83 |
91.83 |
90.98 |
92.36 |
PP |
90.72 |
90.72 |
90.72 |
90.98 |
S1 |
89.66 |
89.66 |
90.58 |
90.19 |
S2 |
88.55 |
88.55 |
90.38 |
|
S3 |
86.38 |
87.49 |
90.18 |
|
S4 |
84.21 |
85.32 |
89.59 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.83 |
106.53 |
96.11 |
|
R3 |
103.23 |
100.93 |
94.57 |
|
R2 |
97.63 |
97.63 |
94.06 |
|
R1 |
95.33 |
95.33 |
93.54 |
96.48 |
PP |
92.03 |
92.03 |
92.03 |
92.61 |
S1 |
89.73 |
89.73 |
92.52 |
90.88 |
S2 |
86.43 |
86.43 |
92.00 |
|
S3 |
80.83 |
84.13 |
91.49 |
|
S4 |
75.23 |
78.53 |
89.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.72 |
88.25 |
5.47 |
6.0% |
2.14 |
2.4% |
46% |
False |
False |
12,031 |
10 |
94.33 |
87.99 |
6.34 |
7.0% |
1.94 |
2.1% |
44% |
False |
False |
11,271 |
20 |
94.33 |
79.69 |
14.64 |
16.1% |
2.39 |
2.6% |
76% |
False |
False |
10,657 |
40 |
94.33 |
79.69 |
14.64 |
16.1% |
2.31 |
2.5% |
76% |
False |
False |
9,700 |
60 |
106.82 |
79.69 |
27.13 |
29.9% |
2.12 |
2.3% |
41% |
False |
False |
8,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.99 |
2.618 |
97.45 |
1.618 |
95.28 |
1.000 |
93.94 |
0.618 |
93.11 |
HIGH |
91.77 |
0.618 |
90.94 |
0.500 |
90.69 |
0.382 |
90.43 |
LOW |
89.60 |
0.618 |
88.26 |
1.000 |
87.43 |
1.618 |
86.09 |
2.618 |
83.92 |
4.250 |
80.38 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.75 |
90.52 |
PP |
90.72 |
90.27 |
S1 |
90.69 |
90.01 |
|