NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.35 |
92.59 |
2.24 |
2.5% |
87.52 |
| High |
93.25 |
92.63 |
-0.62 |
-0.7% |
93.25 |
| Low |
90.16 |
90.92 |
0.76 |
0.8% |
86.81 |
| Close |
92.97 |
91.83 |
-1.14 |
-1.2% |
91.83 |
| Range |
3.09 |
1.71 |
-1.38 |
-44.7% |
6.44 |
| ATR |
2.64 |
2.60 |
-0.04 |
-1.6% |
0.00 |
| Volume |
276,048 |
237,142 |
-38,906 |
-14.1% |
901,943 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
96.09 |
92.77 |
|
| R3 |
95.21 |
94.38 |
92.30 |
|
| R2 |
93.50 |
93.50 |
92.14 |
|
| R1 |
92.67 |
92.67 |
91.99 |
92.23 |
| PP |
91.79 |
91.79 |
91.79 |
91.58 |
| S1 |
90.96 |
90.96 |
91.67 |
90.52 |
| S2 |
90.08 |
90.08 |
91.52 |
|
| S3 |
88.37 |
89.25 |
91.36 |
|
| S4 |
86.66 |
87.54 |
90.89 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
107.33 |
95.37 |
|
| R3 |
103.51 |
100.89 |
93.60 |
|
| R2 |
97.07 |
97.07 |
93.01 |
|
| R1 |
94.45 |
94.45 |
92.42 |
95.76 |
| PP |
90.63 |
90.63 |
90.63 |
91.29 |
| S1 |
88.01 |
88.01 |
91.24 |
89.32 |
| S2 |
84.19 |
84.19 |
90.65 |
|
| S3 |
77.75 |
81.57 |
90.06 |
|
| S4 |
71.31 |
75.13 |
88.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.25 |
86.81 |
6.44 |
7.0% |
2.06 |
2.2% |
78% |
False |
False |
180,388 |
| 10 |
93.25 |
84.05 |
9.20 |
10.0% |
2.18 |
2.4% |
85% |
False |
False |
129,743 |
| 20 |
93.25 |
77.70 |
15.55 |
16.9% |
2.71 |
3.0% |
91% |
False |
False |
100,725 |
| 40 |
93.25 |
77.70 |
15.55 |
16.9% |
2.70 |
2.9% |
91% |
False |
False |
71,063 |
| 60 |
107.12 |
77.70 |
29.42 |
32.0% |
2.48 |
2.7% |
48% |
False |
False |
57,022 |
| 80 |
108.19 |
77.70 |
30.49 |
33.2% |
2.32 |
2.5% |
46% |
False |
False |
48,997 |
| 100 |
110.87 |
77.70 |
33.17 |
36.1% |
2.22 |
2.4% |
43% |
False |
False |
42,785 |
| 120 |
110.87 |
77.70 |
33.17 |
36.1% |
2.09 |
2.3% |
43% |
False |
False |
38,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.90 |
|
2.618 |
97.11 |
|
1.618 |
95.40 |
|
1.000 |
94.34 |
|
0.618 |
93.69 |
|
HIGH |
92.63 |
|
0.618 |
91.98 |
|
0.500 |
91.78 |
|
0.382 |
91.57 |
|
LOW |
90.92 |
|
0.618 |
89.86 |
|
1.000 |
89.21 |
|
1.618 |
88.15 |
|
2.618 |
86.44 |
|
4.250 |
83.65 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.81 |
91.58 |
| PP |
91.79 |
91.33 |
| S1 |
91.78 |
91.08 |
|