NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
86.20 |
85.86 |
-0.34 |
-0.4% |
84.20 |
| High |
86.37 |
87.61 |
1.24 |
1.4% |
87.61 |
| Low |
84.21 |
85.58 |
1.37 |
1.6% |
83.65 |
| Close |
86.08 |
87.10 |
1.02 |
1.2% |
87.10 |
| Range |
2.16 |
2.03 |
-0.13 |
-6.0% |
3.96 |
| ATR |
2.90 |
2.83 |
-0.06 |
-2.1% |
0.00 |
| Volume |
222,122 |
228,994 |
6,872 |
3.1% |
1,220,924 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.85 |
92.01 |
88.22 |
|
| R3 |
90.82 |
89.98 |
87.66 |
|
| R2 |
88.79 |
88.79 |
87.47 |
|
| R1 |
87.95 |
87.95 |
87.29 |
88.37 |
| PP |
86.76 |
86.76 |
86.76 |
86.98 |
| S1 |
85.92 |
85.92 |
86.91 |
86.34 |
| S2 |
84.73 |
84.73 |
86.73 |
|
| S3 |
82.70 |
83.89 |
86.54 |
|
| S4 |
80.67 |
81.86 |
85.98 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.00 |
96.51 |
89.28 |
|
| R3 |
94.04 |
92.55 |
88.19 |
|
| R2 |
90.08 |
90.08 |
87.83 |
|
| R1 |
88.59 |
88.59 |
87.46 |
89.34 |
| PP |
86.12 |
86.12 |
86.12 |
86.49 |
| S1 |
84.63 |
84.63 |
86.74 |
85.38 |
| S2 |
82.16 |
82.16 |
86.37 |
|
| S3 |
78.20 |
80.67 |
86.01 |
|
| S4 |
74.24 |
76.71 |
84.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.61 |
83.65 |
3.96 |
4.5% |
2.29 |
2.6% |
87% |
True |
False |
244,184 |
| 10 |
88.98 |
78.28 |
10.70 |
12.3% |
3.18 |
3.6% |
82% |
False |
False |
218,245 |
| 20 |
88.98 |
77.28 |
11.70 |
13.4% |
2.93 |
3.4% |
84% |
False |
False |
239,943 |
| 40 |
94.50 |
77.28 |
17.22 |
19.8% |
2.73 |
3.1% |
57% |
False |
False |
151,264 |
| 60 |
106.99 |
77.28 |
29.71 |
34.1% |
2.47 |
2.8% |
33% |
False |
False |
112,294 |
| 80 |
109.08 |
77.28 |
31.80 |
36.5% |
2.35 |
2.7% |
31% |
False |
False |
89,686 |
| 100 |
111.38 |
77.28 |
34.10 |
39.2% |
2.25 |
2.6% |
29% |
False |
False |
75,871 |
| 120 |
111.38 |
77.28 |
34.10 |
39.2% |
2.11 |
2.4% |
29% |
False |
False |
65,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.24 |
|
2.618 |
92.92 |
|
1.618 |
90.89 |
|
1.000 |
89.64 |
|
0.618 |
88.86 |
|
HIGH |
87.61 |
|
0.618 |
86.83 |
|
0.500 |
86.60 |
|
0.382 |
86.36 |
|
LOW |
85.58 |
|
0.618 |
84.33 |
|
1.000 |
83.55 |
|
1.618 |
82.30 |
|
2.618 |
80.27 |
|
4.250 |
76.95 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.93 |
86.67 |
| PP |
86.76 |
86.24 |
| S1 |
86.60 |
85.81 |
|