NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
91.74 |
91.39 |
-0.35 |
-0.4% |
92.68 |
High |
91.80 |
91.75 |
-0.05 |
-0.1% |
92.68 |
Low |
90.97 |
89.00 |
-1.97 |
-2.2% |
88.25 |
Close |
91.35 |
89.67 |
-1.68 |
-1.8% |
91.65 |
Range |
0.83 |
2.75 |
1.92 |
231.3% |
4.43 |
ATR |
2.11 |
2.15 |
0.05 |
2.2% |
0.00 |
Volume |
10,923 |
6,596 |
-4,327 |
-39.6% |
46,969 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.39 |
96.78 |
91.18 |
|
R3 |
95.64 |
94.03 |
90.43 |
|
R2 |
92.89 |
92.89 |
90.17 |
|
R1 |
91.28 |
91.28 |
89.92 |
90.71 |
PP |
90.14 |
90.14 |
90.14 |
89.86 |
S1 |
88.53 |
88.53 |
89.42 |
87.96 |
S2 |
87.39 |
87.39 |
89.17 |
|
S3 |
84.64 |
85.78 |
88.91 |
|
S4 |
81.89 |
83.03 |
88.16 |
|
|
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 |
4.0% |
1.78 |
2.0% |
40% |
False |
False |
8,717 |
10 |
94.33 |
88.25 |
6.08 |
6.8% |
1.86 |
2.1% |
23% |
False |
False |
10,978 |
20 |
94.33 |
85.97 |
8.36 |
9.3% |
2.00 |
2.2% |
44% |
False |
False |
10,277 |
40 |
94.33 |
79.69 |
14.64 |
16.3% |
2.21 |
2.5% |
68% |
False |
False |
9,732 |
60 |
99.53 |
79.69 |
19.84 |
22.1% |
2.06 |
2.3% |
50% |
False |
False |
8,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.44 |
2.618 |
98.95 |
1.618 |
96.20 |
1.000 |
94.50 |
0.618 |
93.45 |
HIGH |
91.75 |
0.618 |
90.70 |
0.500 |
90.38 |
0.382 |
90.05 |
LOW |
89.00 |
0.618 |
87.30 |
1.000 |
86.25 |
1.618 |
84.55 |
2.618 |
81.80 |
4.250 |
77.31 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.38 |
90.40 |
PP |
90.14 |
90.16 |
S1 |
89.91 |
89.91 |
|