NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.00 |
84.58 |
-2.42 |
-2.8% |
85.18 |
| High |
87.43 |
86.83 |
-0.60 |
-0.7% |
89.33 |
| Low |
84.40 |
84.51 |
0.11 |
0.1% |
82.50 |
| Close |
84.83 |
86.37 |
1.54 |
1.8% |
84.83 |
| Range |
3.03 |
2.32 |
-0.71 |
-23.4% |
6.83 |
| ATR |
3.04 |
2.99 |
-0.05 |
-1.7% |
0.00 |
| Volume |
94,357 |
74,352 |
-20,005 |
-21.2% |
366,068 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.86 |
91.94 |
87.65 |
|
| R3 |
90.54 |
89.62 |
87.01 |
|
| R2 |
88.22 |
88.22 |
86.80 |
|
| R1 |
87.30 |
87.30 |
86.58 |
87.76 |
| PP |
85.90 |
85.90 |
85.90 |
86.14 |
| S1 |
84.98 |
84.98 |
86.16 |
85.44 |
| S2 |
83.58 |
83.58 |
85.94 |
|
| S3 |
81.26 |
82.66 |
85.73 |
|
| S4 |
78.94 |
80.34 |
85.09 |
|
|
| 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 |
82.50 |
6.83 |
7.9% |
3.08 |
3.6% |
57% |
False |
False |
88,084 |
| 10 |
89.33 |
77.70 |
11.63 |
13.5% |
3.21 |
3.7% |
75% |
False |
False |
71,228 |
| 20 |
89.33 |
77.70 |
11.63 |
13.5% |
3.04 |
3.5% |
75% |
False |
False |
61,705 |
| 40 |
98.02 |
77.70 |
20.32 |
23.5% |
2.67 |
3.1% |
43% |
False |
False |
46,467 |
| 60 |
107.12 |
77.70 |
29.42 |
34.1% |
2.40 |
2.8% |
29% |
False |
False |
40,947 |
| 80 |
109.84 |
77.70 |
32.14 |
37.2% |
2.27 |
2.6% |
27% |
False |
False |
35,677 |
| 100 |
110.87 |
77.70 |
33.17 |
38.4% |
2.15 |
2.5% |
26% |
False |
False |
32,571 |
| 120 |
110.87 |
77.70 |
33.17 |
38.4% |
2.02 |
2.3% |
26% |
False |
False |
29,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
92.90 |
|
1.618 |
90.58 |
|
1.000 |
89.15 |
|
0.618 |
88.26 |
|
HIGH |
86.83 |
|
0.618 |
85.94 |
|
0.500 |
85.67 |
|
0.382 |
85.40 |
|
LOW |
84.51 |
|
0.618 |
83.08 |
|
1.000 |
82.19 |
|
1.618 |
80.76 |
|
2.618 |
78.44 |
|
4.250 |
74.65 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.14 |
86.87 |
| PP |
85.90 |
86.70 |
| S1 |
85.67 |
86.54 |
|