NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.86 |
91.22 |
1.36 |
1.5% |
92.68 |
High |
91.77 |
91.68 |
-0.09 |
-0.1% |
92.68 |
Low |
89.60 |
90.81 |
1.21 |
1.4% |
88.25 |
Close |
90.78 |
91.65 |
0.87 |
1.0% |
91.65 |
Range |
2.17 |
0.87 |
-1.30 |
-59.9% |
4.43 |
ATR |
2.31 |
2.21 |
-0.10 |
-4.4% |
0.00 |
Volume |
8,786 |
6,578 |
-2,208 |
-25.1% |
46,969 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.99 |
93.69 |
92.13 |
|
R3 |
93.12 |
92.82 |
91.89 |
|
R2 |
92.25 |
92.25 |
91.81 |
|
R1 |
91.95 |
91.95 |
91.73 |
92.10 |
PP |
91.38 |
91.38 |
91.38 |
91.46 |
S1 |
91.08 |
91.08 |
91.57 |
91.23 |
S2 |
90.51 |
90.51 |
91.49 |
|
S3 |
89.64 |
90.21 |
91.41 |
|
S4 |
88.77 |
89.34 |
91.17 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.15 |
102.33 |
94.09 |
|
R3 |
99.72 |
97.90 |
92.87 |
|
R2 |
95.29 |
95.29 |
92.46 |
|
R1 |
93.47 |
93.47 |
92.06 |
92.17 |
PP |
90.86 |
90.86 |
90.86 |
90.21 |
S1 |
89.04 |
89.04 |
91.24 |
87.74 |
S2 |
86.43 |
86.43 |
90.84 |
|
S3 |
82.00 |
84.61 |
90.43 |
|
S4 |
77.57 |
80.18 |
89.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.68 |
88.25 |
4.43 |
4.8% |
2.01 |
2.2% |
77% |
False |
False |
9,393 |
10 |
94.33 |
88.25 |
6.08 |
6.6% |
1.86 |
2.0% |
56% |
False |
False |
11,094 |
20 |
94.33 |
80.68 |
13.65 |
14.9% |
2.27 |
2.5% |
80% |
False |
False |
10,575 |
40 |
94.33 |
79.69 |
14.64 |
16.0% |
2.28 |
2.5% |
82% |
False |
False |
9,748 |
60 |
106.17 |
79.69 |
26.48 |
28.9% |
2.11 |
2.3% |
45% |
False |
False |
8,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.38 |
2.618 |
93.96 |
1.618 |
93.09 |
1.000 |
92.55 |
0.618 |
92.22 |
HIGH |
91.68 |
0.618 |
91.35 |
0.500 |
91.25 |
0.382 |
91.14 |
LOW |
90.81 |
0.618 |
90.27 |
1.000 |
89.94 |
1.618 |
89.40 |
2.618 |
88.53 |
4.250 |
87.11 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.52 |
91.10 |
PP |
91.38 |
90.56 |
S1 |
91.25 |
90.01 |
|