NYMEX Light Sweet Crude Oil Future October 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 |
86.16 |
84.87 |
-1.29 |
-1.5% |
85.70 |
| High |
86.59 |
87.21 |
0.62 |
0.7% |
89.65 |
| Low |
84.46 |
84.87 |
0.41 |
0.5% |
82.89 |
| Close |
84.69 |
86.56 |
1.87 |
2.2% |
85.21 |
| Range |
2.13 |
2.34 |
0.21 |
9.9% |
6.76 |
| ATR |
2.85 |
2.82 |
-0.02 |
-0.8% |
0.00 |
| Volume |
30,372 |
27,811 |
-2,561 |
-8.4% |
171,072 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.23 |
92.24 |
87.85 |
|
| R3 |
90.89 |
89.90 |
87.20 |
|
| R2 |
88.55 |
88.55 |
86.99 |
|
| R1 |
87.56 |
87.56 |
86.77 |
88.06 |
| PP |
86.21 |
86.21 |
86.21 |
86.46 |
| S1 |
85.22 |
85.22 |
86.35 |
85.72 |
| S2 |
83.87 |
83.87 |
86.13 |
|
| S3 |
81.53 |
82.88 |
85.92 |
|
| S4 |
79.19 |
80.54 |
85.27 |
|
|
| 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 |
84.46 |
5.19 |
6.0% |
2.39 |
2.8% |
40% |
False |
False |
37,013 |
| 10 |
89.65 |
78.16 |
11.49 |
13.3% |
3.15 |
3.6% |
73% |
False |
False |
35,641 |
| 20 |
89.65 |
78.16 |
11.49 |
13.3% |
2.76 |
3.2% |
73% |
False |
False |
31,545 |
| 40 |
96.58 |
78.16 |
18.42 |
21.3% |
2.59 |
3.0% |
46% |
False |
False |
24,228 |
| 60 |
107.12 |
78.16 |
28.96 |
33.5% |
2.30 |
2.7% |
29% |
False |
False |
20,543 |
| 80 |
109.80 |
78.16 |
31.64 |
36.6% |
2.15 |
2.5% |
27% |
False |
False |
17,653 |
| 100 |
110.65 |
78.16 |
32.49 |
37.5% |
2.03 |
2.4% |
26% |
False |
False |
16,297 |
| 120 |
110.65 |
78.16 |
32.49 |
37.5% |
1.85 |
2.1% |
26% |
False |
False |
14,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.16 |
|
2.618 |
93.34 |
|
1.618 |
91.00 |
|
1.000 |
89.55 |
|
0.618 |
88.66 |
|
HIGH |
87.21 |
|
0.618 |
86.32 |
|
0.500 |
86.04 |
|
0.382 |
85.76 |
|
LOW |
84.87 |
|
0.618 |
83.42 |
|
1.000 |
82.53 |
|
1.618 |
81.08 |
|
2.618 |
78.74 |
|
4.250 |
74.93 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.39 |
86.32 |
| PP |
86.21 |
86.08 |
| S1 |
86.04 |
85.84 |
|