NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
83.67 |
87.16 |
3.49 |
4.2% |
80.20 |
| High |
88.04 |
88.98 |
0.94 |
1.1% |
85.34 |
| Low |
83.33 |
86.50 |
3.17 |
3.8% |
77.28 |
| Close |
87.66 |
87.22 |
-0.44 |
-0.5% |
84.96 |
| Range |
4.71 |
2.48 |
-2.23 |
-47.3% |
8.06 |
| ATR |
3.11 |
3.06 |
-0.04 |
-1.4% |
0.00 |
| Volume |
331 |
411 |
80 |
24.2% |
1,433,164 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.01 |
93.59 |
88.58 |
|
| R3 |
92.53 |
91.11 |
87.90 |
|
| R2 |
90.05 |
90.05 |
87.67 |
|
| R1 |
88.63 |
88.63 |
87.45 |
89.34 |
| PP |
87.57 |
87.57 |
87.57 |
87.92 |
| S1 |
86.15 |
86.15 |
86.99 |
86.86 |
| S2 |
85.09 |
85.09 |
86.77 |
|
| S3 |
82.61 |
83.67 |
86.54 |
|
| S4 |
80.13 |
81.19 |
85.86 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.71 |
103.89 |
89.39 |
|
| R3 |
98.65 |
95.83 |
87.18 |
|
| R2 |
90.59 |
90.59 |
86.44 |
|
| R1 |
87.77 |
87.77 |
85.70 |
89.18 |
| PP |
82.53 |
82.53 |
82.53 |
83.23 |
| S1 |
79.71 |
79.71 |
84.22 |
81.12 |
| S2 |
74.47 |
74.47 |
83.48 |
|
| S3 |
66.41 |
71.65 |
82.74 |
|
| S4 |
58.35 |
63.59 |
80.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.98 |
77.28 |
11.70 |
13.4% |
4.15 |
4.8% |
85% |
True |
False |
197,529 |
| 10 |
88.98 |
77.28 |
11.70 |
13.4% |
3.31 |
3.8% |
85% |
True |
False |
235,011 |
| 20 |
88.98 |
77.28 |
11.70 |
13.4% |
3.11 |
3.6% |
85% |
True |
False |
193,912 |
| 40 |
98.28 |
77.28 |
21.00 |
24.1% |
2.66 |
3.1% |
47% |
False |
False |
120,015 |
| 60 |
106.99 |
77.28 |
29.71 |
34.1% |
2.41 |
2.8% |
33% |
False |
False |
90,576 |
| 80 |
109.69 |
77.28 |
32.41 |
37.2% |
2.30 |
2.6% |
31% |
False |
False |
72,746 |
| 100 |
111.38 |
77.28 |
34.10 |
39.1% |
2.18 |
2.5% |
29% |
False |
False |
61,811 |
| 120 |
111.38 |
77.28 |
34.10 |
39.1% |
2.06 |
2.4% |
29% |
False |
False |
53,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.52 |
|
2.618 |
95.47 |
|
1.618 |
92.99 |
|
1.000 |
91.46 |
|
0.618 |
90.51 |
|
HIGH |
88.98 |
|
0.618 |
88.03 |
|
0.500 |
87.74 |
|
0.382 |
87.45 |
|
LOW |
86.50 |
|
0.618 |
84.97 |
|
1.000 |
84.02 |
|
1.618 |
82.49 |
|
2.618 |
80.01 |
|
4.250 |
75.96 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.74 |
86.66 |
| PP |
87.57 |
86.10 |
| S1 |
87.39 |
85.54 |
|