NYMEX Light Sweet Crude Oil Future August 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 |
90.08 |
92.22 |
2.14 |
2.4% |
87.13 |
| High |
92.94 |
92.30 |
-0.64 |
-0.7% |
92.94 |
| Low |
89.86 |
90.66 |
0.80 |
0.9% |
86.41 |
| Close |
92.66 |
91.44 |
-1.22 |
-1.3% |
91.44 |
| Range |
3.08 |
1.64 |
-1.44 |
-46.8% |
6.53 |
| ATR |
2.67 |
2.62 |
-0.05 |
-1.8% |
0.00 |
| Volume |
79,083 |
22,095 |
-56,988 |
-72.1% |
728,549 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.39 |
95.55 |
92.34 |
|
| R3 |
94.75 |
93.91 |
91.89 |
|
| R2 |
93.11 |
93.11 |
91.74 |
|
| R1 |
92.27 |
92.27 |
91.59 |
91.87 |
| PP |
91.47 |
91.47 |
91.47 |
91.27 |
| S1 |
90.63 |
90.63 |
91.29 |
90.23 |
| S2 |
89.83 |
89.83 |
91.14 |
|
| S3 |
88.19 |
88.99 |
90.99 |
|
| S4 |
86.55 |
87.35 |
90.54 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.85 |
107.18 |
95.03 |
|
| R3 |
103.32 |
100.65 |
93.24 |
|
| R2 |
96.79 |
96.79 |
92.64 |
|
| R1 |
94.12 |
94.12 |
92.04 |
95.46 |
| PP |
90.26 |
90.26 |
90.26 |
90.93 |
| S1 |
87.59 |
87.59 |
90.84 |
88.93 |
| S2 |
83.73 |
83.73 |
90.24 |
|
| S3 |
77.20 |
81.06 |
89.64 |
|
| S4 |
70.67 |
74.53 |
87.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.94 |
86.41 |
6.53 |
7.1% |
2.06 |
2.3% |
77% |
False |
False |
145,709 |
| 10 |
92.94 |
83.65 |
9.29 |
10.2% |
2.17 |
2.4% |
84% |
False |
False |
194,947 |
| 20 |
92.94 |
77.28 |
15.66 |
17.1% |
2.73 |
3.0% |
90% |
False |
False |
210,236 |
| 40 |
92.94 |
77.28 |
15.66 |
17.1% |
2.72 |
3.0% |
90% |
False |
False |
164,221 |
| 60 |
106.99 |
77.28 |
29.71 |
32.5% |
2.52 |
2.8% |
48% |
False |
False |
122,442 |
| 80 |
108.24 |
77.28 |
30.96 |
33.9% |
2.37 |
2.6% |
46% |
False |
False |
97,894 |
| 100 |
111.38 |
77.28 |
34.10 |
37.3% |
2.27 |
2.5% |
42% |
False |
False |
82,068 |
| 120 |
111.38 |
77.28 |
34.10 |
37.3% |
2.16 |
2.4% |
42% |
False |
False |
71,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.27 |
|
2.618 |
96.59 |
|
1.618 |
94.95 |
|
1.000 |
93.94 |
|
0.618 |
93.31 |
|
HIGH |
92.30 |
|
0.618 |
91.67 |
|
0.500 |
91.48 |
|
0.382 |
91.29 |
|
LOW |
90.66 |
|
0.618 |
89.65 |
|
1.000 |
89.02 |
|
1.618 |
88.01 |
|
2.618 |
86.37 |
|
4.250 |
83.69 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.48 |
91.22 |
| PP |
91.47 |
90.99 |
| S1 |
91.45 |
90.77 |
|