NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
89.16 |
90.39 |
1.23 |
1.4% |
92.68 |
High |
90.92 |
91.02 |
0.10 |
0.1% |
92.68 |
Low |
89.16 |
88.60 |
-0.56 |
-0.6% |
88.25 |
Close |
90.47 |
88.77 |
-1.70 |
-1.9% |
91.65 |
Range |
1.76 |
2.42 |
0.66 |
37.5% |
4.43 |
ATR |
2.13 |
2.15 |
0.02 |
1.0% |
0.00 |
Volume |
13,658 |
18,601 |
4,943 |
36.2% |
46,969 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.72 |
95.17 |
90.10 |
|
R3 |
94.30 |
92.75 |
89.44 |
|
R2 |
91.88 |
91.88 |
89.21 |
|
R1 |
90.33 |
90.33 |
88.99 |
89.90 |
PP |
89.46 |
89.46 |
89.46 |
89.25 |
S1 |
87.91 |
87.91 |
88.55 |
87.48 |
S2 |
87.04 |
87.04 |
88.33 |
|
S3 |
84.62 |
85.49 |
88.10 |
|
S4 |
82.20 |
83.07 |
87.44 |
|
|
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 |
88.60 |
3.20 |
3.6% |
1.73 |
1.9% |
5% |
False |
True |
11,271 |
10 |
93.72 |
88.25 |
5.47 |
6.2% |
1.94 |
2.2% |
10% |
False |
False |
11,651 |
20 |
94.33 |
85.97 |
8.36 |
9.4% |
1.92 |
2.2% |
33% |
False |
False |
10,768 |
40 |
94.33 |
79.69 |
14.64 |
16.5% |
2.24 |
2.5% |
62% |
False |
False |
10,199 |
60 |
99.04 |
79.69 |
19.35 |
21.8% |
2.07 |
2.3% |
47% |
False |
False |
8,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.31 |
2.618 |
97.36 |
1.618 |
94.94 |
1.000 |
93.44 |
0.618 |
92.52 |
HIGH |
91.02 |
0.618 |
90.10 |
0.500 |
89.81 |
0.382 |
89.52 |
LOW |
88.60 |
0.618 |
87.10 |
1.000 |
86.18 |
1.618 |
84.68 |
2.618 |
82.26 |
4.250 |
78.32 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
89.81 |
90.18 |
PP |
89.46 |
89.71 |
S1 |
89.12 |
89.24 |
|