NYMEX Light Sweet Crude Oil Future September 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 |
86.13 |
84.19 |
-1.94 |
-2.3% |
85.18 |
| High |
86.30 |
86.87 |
0.57 |
0.7% |
89.33 |
| Low |
84.05 |
84.19 |
0.14 |
0.2% |
82.50 |
| Close |
84.30 |
86.19 |
1.89 |
2.2% |
84.83 |
| Range |
2.25 |
2.68 |
0.43 |
19.1% |
6.83 |
| ATR |
2.94 |
2.92 |
-0.02 |
-0.6% |
0.00 |
| Volume |
82,177 |
74,833 |
-7,344 |
-8.9% |
366,068 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
92.67 |
87.66 |
|
| R3 |
91.11 |
89.99 |
86.93 |
|
| R2 |
88.43 |
88.43 |
86.68 |
|
| R1 |
87.31 |
87.31 |
86.44 |
87.87 |
| PP |
85.75 |
85.75 |
85.75 |
86.03 |
| S1 |
84.63 |
84.63 |
85.94 |
85.19 |
| S2 |
83.07 |
83.07 |
85.70 |
|
| S3 |
80.39 |
81.95 |
85.45 |
|
| S4 |
77.71 |
79.27 |
84.72 |
|
|
| 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 |
84.05 |
5.28 |
6.1% |
2.55 |
3.0% |
41% |
False |
False |
82,558 |
| 10 |
89.33 |
77.70 |
11.63 |
13.5% |
3.31 |
3.8% |
73% |
False |
False |
76,483 |
| 20 |
89.33 |
77.70 |
11.63 |
13.5% |
2.89 |
3.3% |
73% |
False |
False |
64,043 |
| 40 |
96.35 |
77.70 |
18.65 |
21.6% |
2.70 |
3.1% |
46% |
False |
False |
49,021 |
| 60 |
107.12 |
77.70 |
29.42 |
34.1% |
2.43 |
2.8% |
29% |
False |
False |
42,393 |
| 80 |
109.84 |
77.70 |
32.14 |
37.3% |
2.28 |
2.6% |
26% |
False |
False |
37,057 |
| 100 |
110.87 |
77.70 |
33.17 |
38.5% |
2.18 |
2.5% |
26% |
False |
False |
33,782 |
| 120 |
110.87 |
77.70 |
33.17 |
38.5% |
2.05 |
2.4% |
26% |
False |
False |
30,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.26 |
|
2.618 |
93.89 |
|
1.618 |
91.21 |
|
1.000 |
89.55 |
|
0.618 |
88.53 |
|
HIGH |
86.87 |
|
0.618 |
85.85 |
|
0.500 |
85.53 |
|
0.382 |
85.21 |
|
LOW |
84.19 |
|
0.618 |
82.53 |
|
1.000 |
81.51 |
|
1.618 |
79.85 |
|
2.618 |
77.17 |
|
4.250 |
72.80 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.97 |
85.95 |
| PP |
85.75 |
85.70 |
| S1 |
85.53 |
85.46 |
|