NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
86.33 |
87.52 |
1.19 |
1.4% |
84.58 |
| High |
88.00 |
88.87 |
0.87 |
1.0% |
88.00 |
| Low |
85.95 |
86.81 |
0.86 |
1.0% |
84.05 |
| Close |
87.50 |
88.81 |
1.31 |
1.5% |
87.50 |
| Range |
2.05 |
2.06 |
0.01 |
0.5% |
3.95 |
| ATR |
2.81 |
2.75 |
-0.05 |
-1.9% |
0.00 |
| Volume |
90,511 |
104,259 |
13,748 |
15.2% |
395,495 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.34 |
93.64 |
89.94 |
|
| R3 |
92.28 |
91.58 |
89.38 |
|
| R2 |
90.22 |
90.22 |
89.19 |
|
| R1 |
89.52 |
89.52 |
89.00 |
89.87 |
| PP |
88.16 |
88.16 |
88.16 |
88.34 |
| S1 |
87.46 |
87.46 |
88.62 |
87.81 |
| S2 |
86.10 |
86.10 |
88.43 |
|
| S3 |
84.04 |
85.40 |
88.24 |
|
| S4 |
81.98 |
83.34 |
87.68 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.37 |
96.88 |
89.67 |
|
| R3 |
94.42 |
92.93 |
88.59 |
|
| R2 |
90.47 |
90.47 |
88.22 |
|
| R1 |
88.98 |
88.98 |
87.86 |
89.73 |
| PP |
86.52 |
86.52 |
86.52 |
86.89 |
| S1 |
85.03 |
85.03 |
87.14 |
85.78 |
| S2 |
82.57 |
82.57 |
86.78 |
|
| S3 |
78.62 |
81.08 |
86.41 |
|
| S4 |
74.67 |
77.13 |
85.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.87 |
84.05 |
4.82 |
5.4% |
2.23 |
2.5% |
99% |
True |
False |
85,080 |
| 10 |
89.33 |
82.50 |
6.83 |
7.7% |
2.66 |
3.0% |
92% |
False |
False |
86,582 |
| 20 |
89.33 |
77.70 |
11.63 |
13.1% |
2.94 |
3.3% |
96% |
False |
False |
70,068 |
| 40 |
93.88 |
77.70 |
16.18 |
18.2% |
2.70 |
3.0% |
69% |
False |
False |
53,533 |
| 60 |
107.12 |
77.70 |
29.42 |
33.1% |
2.44 |
2.8% |
38% |
False |
False |
45,130 |
| 80 |
109.41 |
77.70 |
31.71 |
35.7% |
2.30 |
2.6% |
35% |
False |
False |
39,703 |
| 100 |
110.87 |
77.70 |
33.17 |
37.3% |
2.21 |
2.5% |
33% |
False |
False |
35,903 |
| 120 |
110.87 |
77.70 |
33.17 |
37.3% |
2.07 |
2.3% |
33% |
False |
False |
32,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.63 |
|
2.618 |
94.26 |
|
1.618 |
92.20 |
|
1.000 |
90.93 |
|
0.618 |
90.14 |
|
HIGH |
88.87 |
|
0.618 |
88.08 |
|
0.500 |
87.84 |
|
0.382 |
87.60 |
|
LOW |
86.81 |
|
0.618 |
85.54 |
|
1.000 |
84.75 |
|
1.618 |
83.48 |
|
2.618 |
81.42 |
|
4.250 |
78.06 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.49 |
88.12 |
| PP |
88.16 |
87.43 |
| S1 |
87.84 |
86.74 |
|