NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
91.22 |
91.74 |
0.52 |
0.6% |
92.68 |
High |
91.68 |
91.80 |
0.12 |
0.1% |
92.68 |
Low |
90.81 |
90.97 |
0.16 |
0.2% |
88.25 |
Close |
91.65 |
91.35 |
-0.30 |
-0.3% |
91.65 |
Range |
0.87 |
0.83 |
-0.04 |
-4.6% |
4.43 |
ATR |
2.21 |
2.11 |
-0.10 |
-4.5% |
0.00 |
Volume |
6,578 |
10,923 |
4,345 |
66.1% |
46,969 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.86 |
93.44 |
91.81 |
|
R3 |
93.03 |
92.61 |
91.58 |
|
R2 |
92.20 |
92.20 |
91.50 |
|
R1 |
91.78 |
91.78 |
91.43 |
91.58 |
PP |
91.37 |
91.37 |
91.37 |
91.27 |
S1 |
90.95 |
90.95 |
91.27 |
90.75 |
S2 |
90.54 |
90.54 |
91.20 |
|
S3 |
89.71 |
90.12 |
91.12 |
|
S4 |
88.88 |
89.29 |
90.89 |
|
|
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 |
91.80 |
88.25 |
3.55 |
3.9% |
1.50 |
1.6% |
87% |
True |
False |
9,208 |
10 |
94.33 |
88.25 |
6.08 |
6.7% |
1.76 |
1.9% |
51% |
False |
False |
11,351 |
20 |
94.33 |
84.24 |
10.09 |
11.0% |
1.98 |
2.2% |
70% |
False |
False |
10,536 |
40 |
94.33 |
79.69 |
14.64 |
16.0% |
2.21 |
2.4% |
80% |
False |
False |
9,827 |
60 |
103.38 |
79.69 |
23.69 |
25.9% |
2.09 |
2.3% |
49% |
False |
False |
8,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.33 |
2.618 |
93.97 |
1.618 |
93.14 |
1.000 |
92.63 |
0.618 |
92.31 |
HIGH |
91.80 |
0.618 |
91.48 |
0.500 |
91.39 |
0.382 |
91.29 |
LOW |
90.97 |
0.618 |
90.46 |
1.000 |
90.14 |
1.618 |
89.63 |
2.618 |
88.80 |
4.250 |
87.44 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.39 |
91.13 |
PP |
91.37 |
90.92 |
S1 |
91.36 |
90.70 |
|