NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
90.39 |
89.17 |
-1.22 |
-1.3% |
91.74 |
High |
91.02 |
93.03 |
2.01 |
2.2% |
93.03 |
Low |
88.60 |
89.17 |
0.57 |
0.6% |
88.60 |
Close |
88.77 |
92.77 |
4.00 |
4.5% |
92.77 |
Range |
2.42 |
3.86 |
1.44 |
59.5% |
4.43 |
ATR |
2.15 |
2.30 |
0.15 |
7.0% |
0.00 |
Volume |
18,601 |
16,311 |
-2,290 |
-12.3% |
66,089 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.24 |
101.86 |
94.89 |
|
R3 |
99.38 |
98.00 |
93.83 |
|
R2 |
95.52 |
95.52 |
93.48 |
|
R1 |
94.14 |
94.14 |
93.12 |
94.83 |
PP |
91.66 |
91.66 |
91.66 |
92.00 |
S1 |
90.28 |
90.28 |
92.42 |
90.97 |
S2 |
87.80 |
87.80 |
92.06 |
|
S3 |
83.94 |
86.42 |
91.71 |
|
S4 |
80.08 |
82.56 |
90.65 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.76 |
103.19 |
95.21 |
|
R3 |
100.33 |
98.76 |
93.99 |
|
R2 |
95.90 |
95.90 |
93.58 |
|
R1 |
94.33 |
94.33 |
93.18 |
95.12 |
PP |
91.47 |
91.47 |
91.47 |
91.86 |
S1 |
89.90 |
89.90 |
92.36 |
90.69 |
S2 |
87.04 |
87.04 |
91.96 |
|
S3 |
82.61 |
85.47 |
91.55 |
|
S4 |
78.18 |
81.04 |
90.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.03 |
88.60 |
4.43 |
4.8% |
2.32 |
2.5% |
94% |
True |
False |
13,217 |
10 |
93.03 |
88.25 |
4.78 |
5.2% |
2.17 |
2.3% |
95% |
True |
False |
11,305 |
20 |
94.33 |
85.97 |
8.36 |
9.0% |
2.00 |
2.2% |
81% |
False |
False |
11,120 |
40 |
94.33 |
79.69 |
14.64 |
15.8% |
2.26 |
2.4% |
89% |
False |
False |
10,304 |
60 |
99.04 |
79.69 |
19.35 |
20.9% |
2.10 |
2.3% |
68% |
False |
False |
8,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.44 |
2.618 |
103.14 |
1.618 |
99.28 |
1.000 |
96.89 |
0.618 |
95.42 |
HIGH |
93.03 |
0.618 |
91.56 |
0.500 |
91.10 |
0.382 |
90.64 |
LOW |
89.17 |
0.618 |
86.78 |
1.000 |
85.31 |
1.618 |
82.92 |
2.618 |
79.06 |
4.250 |
72.77 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
92.21 |
92.12 |
PP |
91.66 |
91.47 |
S1 |
91.10 |
90.82 |
|