NYMEX Light Sweet Crude Oil Future October 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 |
87.53 |
85.03 |
-2.50 |
-2.9% |
85.70 |
| High |
87.69 |
87.20 |
-0.49 |
-0.6% |
89.65 |
| Low |
84.79 |
85.03 |
0.24 |
0.3% |
82.89 |
| Close |
85.21 |
86.74 |
1.53 |
1.8% |
85.21 |
| Range |
2.90 |
2.17 |
-0.73 |
-25.2% |
6.76 |
| ATR |
2.95 |
2.89 |
-0.06 |
-1.9% |
0.00 |
| Volume |
48,360 |
32,402 |
-15,958 |
-33.0% |
171,072 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.83 |
91.96 |
87.93 |
|
| R3 |
90.66 |
89.79 |
87.34 |
|
| R2 |
88.49 |
88.49 |
87.14 |
|
| R1 |
87.62 |
87.62 |
86.94 |
88.06 |
| PP |
86.32 |
86.32 |
86.32 |
86.54 |
| S1 |
85.45 |
85.45 |
86.54 |
85.89 |
| S2 |
84.15 |
84.15 |
86.34 |
|
| S3 |
81.98 |
83.28 |
86.14 |
|
| S4 |
79.81 |
81.11 |
85.55 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.20 |
102.46 |
88.93 |
|
| R3 |
99.44 |
95.70 |
87.07 |
|
| R2 |
92.68 |
92.68 |
86.45 |
|
| R1 |
88.94 |
88.94 |
85.83 |
87.43 |
| PP |
85.92 |
85.92 |
85.92 |
85.16 |
| S1 |
82.18 |
82.18 |
84.59 |
80.67 |
| S2 |
79.16 |
79.16 |
83.97 |
|
| S3 |
72.40 |
75.42 |
83.35 |
|
| S4 |
65.64 |
68.66 |
81.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.65 |
82.89 |
6.76 |
7.8% |
2.94 |
3.4% |
57% |
False |
False |
40,694 |
| 10 |
89.65 |
78.16 |
11.49 |
13.2% |
3.08 |
3.6% |
75% |
False |
False |
35,279 |
| 20 |
89.65 |
78.16 |
11.49 |
13.2% |
2.93 |
3.4% |
75% |
False |
False |
31,372 |
| 40 |
98.21 |
78.16 |
20.05 |
23.1% |
2.55 |
2.9% |
43% |
False |
False |
23,622 |
| 60 |
107.12 |
78.16 |
28.96 |
33.4% |
2.26 |
2.6% |
30% |
False |
False |
19,952 |
| 80 |
109.80 |
78.16 |
31.64 |
36.5% |
2.13 |
2.5% |
27% |
False |
False |
17,242 |
| 100 |
110.65 |
78.16 |
32.49 |
37.5% |
2.00 |
2.3% |
26% |
False |
False |
15,880 |
| 120 |
110.65 |
78.16 |
32.49 |
37.5% |
1.82 |
2.1% |
26% |
False |
False |
14,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.42 |
|
2.618 |
92.88 |
|
1.618 |
90.71 |
|
1.000 |
89.37 |
|
0.618 |
88.54 |
|
HIGH |
87.20 |
|
0.618 |
86.37 |
|
0.500 |
86.12 |
|
0.382 |
85.86 |
|
LOW |
85.03 |
|
0.618 |
83.69 |
|
1.000 |
82.86 |
|
1.618 |
81.52 |
|
2.618 |
79.35 |
|
4.250 |
75.81 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.53 |
87.22 |
| PP |
86.32 |
87.06 |
| S1 |
86.12 |
86.90 |
|