NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.73 |
90.70 |
0.97 |
1.1% |
85.03 |
| High |
90.65 |
93.50 |
2.85 |
3.1% |
88.32 |
| Low |
89.24 |
90.47 |
1.23 |
1.4% |
84.46 |
| Close |
90.47 |
93.23 |
2.76 |
3.1% |
87.85 |
| Range |
1.41 |
3.03 |
1.62 |
114.9% |
3.86 |
| ATR |
2.53 |
2.56 |
0.04 |
1.4% |
0.00 |
| Volume |
38,347 |
43,366 |
5,019 |
13.1% |
136,116 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.49 |
100.39 |
94.90 |
|
| R3 |
98.46 |
97.36 |
94.06 |
|
| R2 |
95.43 |
95.43 |
93.79 |
|
| R1 |
94.33 |
94.33 |
93.51 |
94.88 |
| PP |
92.40 |
92.40 |
92.40 |
92.68 |
| S1 |
91.30 |
91.30 |
92.95 |
91.85 |
| S2 |
89.37 |
89.37 |
92.67 |
|
| S3 |
86.34 |
88.27 |
92.40 |
|
| S4 |
83.31 |
85.24 |
91.56 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.46 |
97.01 |
89.97 |
|
| R3 |
94.60 |
93.15 |
88.91 |
|
| R2 |
90.74 |
90.74 |
88.56 |
|
| R1 |
89.29 |
89.29 |
88.20 |
90.02 |
| PP |
86.88 |
86.88 |
86.88 |
87.24 |
| S1 |
85.43 |
85.43 |
87.50 |
86.16 |
| S2 |
83.02 |
83.02 |
87.14 |
|
| S3 |
79.16 |
81.57 |
86.79 |
|
| S4 |
75.30 |
77.71 |
85.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.50 |
86.39 |
7.11 |
7.6% |
2.08 |
2.2% |
96% |
True |
False |
33,846 |
| 10 |
93.50 |
84.46 |
9.04 |
9.7% |
2.20 |
2.4% |
97% |
True |
False |
33,235 |
| 20 |
93.50 |
78.16 |
15.34 |
16.5% |
2.69 |
2.9% |
98% |
True |
False |
34,452 |
| 40 |
93.50 |
78.16 |
15.34 |
16.5% |
2.60 |
2.8% |
98% |
True |
False |
27,001 |
| 60 |
107.12 |
78.16 |
28.96 |
31.1% |
2.36 |
2.5% |
52% |
False |
False |
22,688 |
| 80 |
109.15 |
78.16 |
30.99 |
33.2% |
2.19 |
2.3% |
49% |
False |
False |
19,412 |
| 100 |
110.65 |
78.16 |
32.49 |
34.8% |
2.08 |
2.2% |
46% |
False |
False |
17,491 |
| 120 |
110.65 |
78.16 |
32.49 |
34.8% |
1.91 |
2.0% |
46% |
False |
False |
15,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.38 |
|
2.618 |
101.43 |
|
1.618 |
98.40 |
|
1.000 |
96.53 |
|
0.618 |
95.37 |
|
HIGH |
93.50 |
|
0.618 |
92.34 |
|
0.500 |
91.99 |
|
0.382 |
91.63 |
|
LOW |
90.47 |
|
0.618 |
88.60 |
|
1.000 |
87.44 |
|
1.618 |
85.57 |
|
2.618 |
82.54 |
|
4.250 |
77.59 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
92.42 |
| PP |
92.40 |
91.62 |
| S1 |
91.99 |
90.81 |
|