NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
91.39 |
89.16 |
-2.23 |
-2.4% |
92.68 |
High |
91.75 |
90.92 |
-0.83 |
-0.9% |
92.68 |
Low |
89.00 |
89.16 |
0.16 |
0.2% |
88.25 |
Close |
89.67 |
90.47 |
0.80 |
0.9% |
91.65 |
Range |
2.75 |
1.76 |
-0.99 |
-36.0% |
4.43 |
ATR |
2.15 |
2.13 |
-0.03 |
-1.3% |
0.00 |
Volume |
6,596 |
13,658 |
7,062 |
107.1% |
46,969 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.46 |
94.73 |
91.44 |
|
R3 |
93.70 |
92.97 |
90.95 |
|
R2 |
91.94 |
91.94 |
90.79 |
|
R1 |
91.21 |
91.21 |
90.63 |
91.58 |
PP |
90.18 |
90.18 |
90.18 |
90.37 |
S1 |
89.45 |
89.45 |
90.31 |
89.82 |
S2 |
88.42 |
88.42 |
90.15 |
|
S3 |
86.66 |
87.69 |
89.99 |
|
S4 |
84.90 |
85.93 |
89.50 |
|
|
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 |
89.00 |
2.80 |
3.1% |
1.68 |
1.9% |
53% |
False |
False |
9,308 |
10 |
94.33 |
88.25 |
6.08 |
6.7% |
1.91 |
2.1% |
37% |
False |
False |
10,814 |
20 |
94.33 |
85.97 |
8.36 |
9.2% |
1.90 |
2.1% |
54% |
False |
False |
10,500 |
40 |
94.33 |
79.69 |
14.64 |
16.2% |
2.23 |
2.5% |
74% |
False |
False |
9,881 |
60 |
99.13 |
79.69 |
19.44 |
21.5% |
2.06 |
2.3% |
55% |
False |
False |
8,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.40 |
2.618 |
95.53 |
1.618 |
93.77 |
1.000 |
92.68 |
0.618 |
92.01 |
HIGH |
90.92 |
0.618 |
90.25 |
0.500 |
90.04 |
0.382 |
89.83 |
LOW |
89.16 |
0.618 |
88.07 |
1.000 |
87.40 |
1.618 |
86.31 |
2.618 |
84.55 |
4.250 |
81.68 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
90.33 |
90.45 |
PP |
90.18 |
90.42 |
S1 |
90.04 |
90.40 |
|