NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
85.84 |
84.01 |
-1.83 |
-2.1% |
84.65 |
| High |
85.95 |
86.49 |
0.54 |
0.6% |
88.98 |
| Low |
83.65 |
84.01 |
0.36 |
0.4% |
82.10 |
| Close |
83.91 |
85.81 |
1.90 |
2.3% |
84.45 |
| Range |
2.30 |
2.48 |
0.18 |
7.8% |
6.88 |
| ATR |
2.98 |
2.95 |
-0.03 |
-1.0% |
0.00 |
| Volume |
261,643 |
277,875 |
16,232 |
6.2% |
544,191 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
91.82 |
87.17 |
|
| R3 |
90.40 |
89.34 |
86.49 |
|
| R2 |
87.92 |
87.92 |
86.26 |
|
| R1 |
86.86 |
86.86 |
86.04 |
87.39 |
| PP |
85.44 |
85.44 |
85.44 |
85.70 |
| S1 |
84.38 |
84.38 |
85.58 |
84.91 |
| S2 |
82.96 |
82.96 |
85.36 |
|
| S3 |
80.48 |
81.90 |
85.13 |
|
| S4 |
78.00 |
79.42 |
84.45 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.82 |
102.01 |
88.23 |
|
| R3 |
98.94 |
95.13 |
86.34 |
|
| R2 |
92.06 |
92.06 |
85.71 |
|
| R1 |
88.25 |
88.25 |
85.08 |
86.72 |
| PP |
85.18 |
85.18 |
85.18 |
84.41 |
| S1 |
81.37 |
81.37 |
83.82 |
79.84 |
| S2 |
78.30 |
78.30 |
83.19 |
|
| S3 |
71.42 |
74.49 |
82.56 |
|
| S4 |
64.54 |
67.61 |
80.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.98 |
83.65 |
5.33 |
6.2% |
2.57 |
3.0% |
41% |
False |
False |
207,989 |
| 10 |
88.98 |
77.28 |
11.70 |
13.6% |
3.34 |
3.9% |
73% |
False |
False |
226,770 |
| 20 |
88.98 |
77.28 |
11.70 |
13.6% |
2.92 |
3.4% |
73% |
False |
False |
227,511 |
| 40 |
96.08 |
77.28 |
18.80 |
21.9% |
2.74 |
3.2% |
45% |
False |
False |
141,923 |
| 60 |
106.99 |
77.28 |
29.71 |
34.6% |
2.47 |
2.9% |
29% |
False |
False |
105,914 |
| 80 |
109.69 |
77.28 |
32.41 |
37.8% |
2.34 |
2.7% |
26% |
False |
False |
84,514 |
| 100 |
111.38 |
77.28 |
34.10 |
39.7% |
2.24 |
2.6% |
25% |
False |
False |
71,723 |
| 120 |
111.38 |
77.28 |
34.10 |
39.7% |
2.11 |
2.5% |
25% |
False |
False |
61,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.03 |
|
2.618 |
92.98 |
|
1.618 |
90.50 |
|
1.000 |
88.97 |
|
0.618 |
88.02 |
|
HIGH |
86.49 |
|
0.618 |
85.54 |
|
0.500 |
85.25 |
|
0.382 |
84.96 |
|
LOW |
84.01 |
|
0.618 |
82.48 |
|
1.000 |
81.53 |
|
1.618 |
80.00 |
|
2.618 |
77.52 |
|
4.250 |
73.47 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.62 |
85.56 |
| PP |
85.44 |
85.32 |
| S1 |
85.25 |
85.07 |
|