NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.43 |
90.14 |
0.71 |
0.8% |
91.61 |
| High |
90.45 |
90.95 |
0.50 |
0.6% |
91.64 |
| Low |
89.13 |
89.33 |
0.20 |
0.2% |
86.84 |
| Close |
90.13 |
89.78 |
-0.35 |
-0.4% |
90.13 |
| Range |
1.32 |
1.62 |
0.30 |
22.7% |
4.80 |
| ATR |
2.51 |
2.44 |
-0.06 |
-2.5% |
0.00 |
| Volume |
196,061 |
173,812 |
-22,249 |
-11.3% |
1,267,204 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.88 |
93.95 |
90.67 |
|
| R3 |
93.26 |
92.33 |
90.23 |
|
| R2 |
91.64 |
91.64 |
90.08 |
|
| R1 |
90.71 |
90.71 |
89.93 |
90.37 |
| PP |
90.02 |
90.02 |
90.02 |
89.85 |
| S1 |
89.09 |
89.09 |
89.63 |
88.75 |
| S2 |
88.40 |
88.40 |
89.48 |
|
| S3 |
86.78 |
87.47 |
89.33 |
|
| S4 |
85.16 |
85.85 |
88.89 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.94 |
101.83 |
92.77 |
|
| R3 |
99.14 |
97.03 |
91.45 |
|
| R2 |
94.34 |
94.34 |
91.01 |
|
| R1 |
92.23 |
92.23 |
90.57 |
90.89 |
| PP |
89.54 |
89.54 |
89.54 |
88.86 |
| S1 |
87.43 |
87.43 |
89.69 |
86.09 |
| S2 |
84.74 |
84.74 |
89.25 |
|
| S3 |
79.94 |
82.63 |
88.81 |
|
| S4 |
75.14 |
77.83 |
87.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.95 |
86.84 |
4.11 |
4.6% |
1.90 |
2.1% |
72% |
True |
False |
233,566 |
| 10 |
93.25 |
86.84 |
6.41 |
7.1% |
2.15 |
2.4% |
46% |
False |
False |
223,870 |
| 20 |
93.25 |
82.50 |
10.75 |
12.0% |
2.40 |
2.7% |
68% |
False |
False |
155,226 |
| 40 |
93.25 |
77.70 |
15.55 |
17.3% |
2.66 |
3.0% |
78% |
False |
False |
102,783 |
| 60 |
103.47 |
77.70 |
25.77 |
28.7% |
2.55 |
2.8% |
47% |
False |
False |
78,499 |
| 80 |
107.12 |
77.70 |
29.42 |
32.8% |
2.32 |
2.6% |
41% |
False |
False |
65,622 |
| 100 |
109.84 |
77.70 |
32.14 |
35.8% |
2.22 |
2.5% |
38% |
False |
False |
56,265 |
| 120 |
110.87 |
77.70 |
33.17 |
36.9% |
2.11 |
2.4% |
36% |
False |
False |
49,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.84 |
|
2.618 |
95.19 |
|
1.618 |
93.57 |
|
1.000 |
92.57 |
|
0.618 |
91.95 |
|
HIGH |
90.95 |
|
0.618 |
90.33 |
|
0.500 |
90.14 |
|
0.382 |
89.95 |
|
LOW |
89.33 |
|
0.618 |
88.33 |
|
1.000 |
87.71 |
|
1.618 |
86.71 |
|
2.618 |
85.09 |
|
4.250 |
82.45 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.14 |
89.69 |
| PP |
90.02 |
89.60 |
| S1 |
89.90 |
89.51 |
|