NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.07 |
87.00 |
-1.07 |
-1.2% |
85.18 |
| High |
89.33 |
87.43 |
-1.90 |
-2.1% |
89.33 |
| Low |
86.87 |
84.40 |
-2.47 |
-2.8% |
82.50 |
| Close |
87.57 |
84.83 |
-2.74 |
-3.1% |
84.83 |
| Range |
2.46 |
3.03 |
0.57 |
23.2% |
6.83 |
| ATR |
3.03 |
3.04 |
0.01 |
0.3% |
0.00 |
| Volume |
87,072 |
94,357 |
7,285 |
8.4% |
366,068 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.64 |
92.77 |
86.50 |
|
| R3 |
91.61 |
89.74 |
85.66 |
|
| R2 |
88.58 |
88.58 |
85.39 |
|
| R1 |
86.71 |
86.71 |
85.11 |
86.13 |
| PP |
85.55 |
85.55 |
85.55 |
85.27 |
| S1 |
83.68 |
83.68 |
84.55 |
83.10 |
| S2 |
82.52 |
82.52 |
84.27 |
|
| S3 |
79.49 |
80.65 |
84.00 |
|
| S4 |
76.46 |
77.62 |
83.16 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.04 |
102.27 |
88.59 |
|
| R3 |
99.21 |
95.44 |
86.71 |
|
| R2 |
92.38 |
92.38 |
86.08 |
|
| R1 |
88.61 |
88.61 |
85.46 |
87.08 |
| PP |
85.55 |
85.55 |
85.55 |
84.79 |
| S1 |
81.78 |
81.78 |
84.20 |
80.25 |
| S2 |
78.72 |
78.72 |
83.58 |
|
| S3 |
71.89 |
74.95 |
82.95 |
|
| S4 |
65.06 |
68.12 |
81.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.33 |
78.69 |
10.64 |
12.5% |
4.03 |
4.7% |
58% |
False |
False |
85,569 |
| 10 |
89.33 |
77.70 |
11.63 |
13.7% |
3.25 |
3.8% |
61% |
False |
False |
71,708 |
| 20 |
89.33 |
77.70 |
11.63 |
13.7% |
3.06 |
3.6% |
61% |
False |
False |
60,378 |
| 40 |
98.50 |
77.70 |
20.80 |
24.5% |
2.65 |
3.1% |
34% |
False |
False |
45,462 |
| 60 |
107.12 |
77.70 |
29.42 |
34.7% |
2.38 |
2.8% |
24% |
False |
False |
40,278 |
| 80 |
109.84 |
77.70 |
32.14 |
37.9% |
2.26 |
2.7% |
22% |
False |
False |
35,080 |
| 100 |
110.87 |
77.70 |
33.17 |
39.1% |
2.13 |
2.5% |
21% |
False |
False |
31,899 |
| 120 |
110.87 |
77.70 |
33.17 |
39.1% |
2.02 |
2.4% |
21% |
False |
False |
28,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.31 |
|
2.618 |
95.36 |
|
1.618 |
92.33 |
|
1.000 |
90.46 |
|
0.618 |
89.30 |
|
HIGH |
87.43 |
|
0.618 |
86.27 |
|
0.500 |
85.92 |
|
0.382 |
85.56 |
|
LOW |
84.40 |
|
0.618 |
82.53 |
|
1.000 |
81.37 |
|
1.618 |
79.50 |
|
2.618 |
76.47 |
|
4.250 |
71.52 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.92 |
86.54 |
| PP |
85.55 |
85.97 |
| S1 |
85.19 |
85.40 |
|