NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
84.19 |
86.44 |
2.25 |
2.7% |
85.18 |
| High |
86.87 |
86.73 |
-0.14 |
-0.2% |
89.33 |
| Low |
84.19 |
84.60 |
0.41 |
0.5% |
82.50 |
| Close |
86.19 |
86.46 |
0.27 |
0.3% |
84.83 |
| Range |
2.68 |
2.13 |
-0.55 |
-20.5% |
6.83 |
| ATR |
2.92 |
2.86 |
-0.06 |
-1.9% |
0.00 |
| Volume |
74,833 |
73,622 |
-1,211 |
-1.6% |
366,068 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.32 |
91.52 |
87.63 |
|
| R3 |
90.19 |
89.39 |
87.05 |
|
| R2 |
88.06 |
88.06 |
86.85 |
|
| R1 |
87.26 |
87.26 |
86.66 |
87.66 |
| PP |
85.93 |
85.93 |
85.93 |
86.13 |
| S1 |
85.13 |
85.13 |
86.26 |
85.53 |
| S2 |
83.80 |
83.80 |
86.07 |
|
| S3 |
81.67 |
83.00 |
85.87 |
|
| S4 |
79.54 |
80.87 |
85.29 |
|
|
| 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 |
87.43 |
84.05 |
3.38 |
3.9% |
2.48 |
2.9% |
71% |
False |
False |
79,868 |
| 10 |
89.33 |
77.70 |
11.63 |
13.5% |
3.30 |
3.8% |
75% |
False |
False |
78,648 |
| 20 |
89.33 |
77.70 |
11.63 |
13.5% |
2.90 |
3.4% |
75% |
False |
False |
65,205 |
| 40 |
95.10 |
77.70 |
17.40 |
20.1% |
2.70 |
3.1% |
50% |
False |
False |
50,310 |
| 60 |
107.12 |
77.70 |
29.42 |
34.0% |
2.43 |
2.8% |
30% |
False |
False |
42,968 |
| 80 |
109.43 |
77.70 |
31.73 |
36.7% |
2.29 |
2.7% |
28% |
False |
False |
37,770 |
| 100 |
110.87 |
77.70 |
33.17 |
38.4% |
2.19 |
2.5% |
26% |
False |
False |
34,337 |
| 120 |
110.87 |
77.70 |
33.17 |
38.4% |
2.05 |
2.4% |
26% |
False |
False |
30,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.78 |
|
2.618 |
92.31 |
|
1.618 |
90.18 |
|
1.000 |
88.86 |
|
0.618 |
88.05 |
|
HIGH |
86.73 |
|
0.618 |
85.92 |
|
0.500 |
85.67 |
|
0.382 |
85.41 |
|
LOW |
84.60 |
|
0.618 |
83.28 |
|
1.000 |
82.47 |
|
1.618 |
81.15 |
|
2.618 |
79.02 |
|
4.250 |
75.55 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.20 |
86.13 |
| PP |
85.93 |
85.79 |
| S1 |
85.67 |
85.46 |
|