NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
89.15 |
87.58 |
-1.57 |
-1.8% |
90.41 |
| High |
89.90 |
91.98 |
2.08 |
2.3% |
91.98 |
| Low |
87.20 |
87.58 |
0.38 |
0.4% |
87.20 |
| Close |
87.41 |
91.64 |
4.23 |
4.8% |
91.64 |
| Range |
2.70 |
4.40 |
1.70 |
63.0% |
4.78 |
| ATR |
2.41 |
2.57 |
0.15 |
6.4% |
0.00 |
| Volume |
77,058 |
72,171 |
-4,887 |
-6.3% |
328,532 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.60 |
102.02 |
94.06 |
|
| R3 |
99.20 |
97.62 |
92.85 |
|
| R2 |
94.80 |
94.80 |
92.45 |
|
| R1 |
93.22 |
93.22 |
92.04 |
94.01 |
| PP |
90.40 |
90.40 |
90.40 |
90.80 |
| S1 |
88.82 |
88.82 |
91.24 |
89.61 |
| S2 |
86.00 |
86.00 |
90.83 |
|
| S3 |
81.60 |
84.42 |
90.43 |
|
| S4 |
77.20 |
80.02 |
89.22 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
102.91 |
94.27 |
|
| R3 |
99.83 |
98.13 |
92.95 |
|
| R2 |
95.05 |
95.05 |
92.52 |
|
| R1 |
93.35 |
93.35 |
92.08 |
94.20 |
| PP |
90.27 |
90.27 |
90.27 |
90.70 |
| S1 |
88.57 |
88.57 |
91.20 |
89.42 |
| S2 |
85.49 |
85.49 |
90.76 |
|
| S3 |
80.71 |
83.79 |
90.33 |
|
| S4 |
75.93 |
79.01 |
89.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.98 |
87.20 |
4.78 |
5.2% |
2.70 |
2.9% |
93% |
True |
False |
65,706 |
| 10 |
91.98 |
87.14 |
4.84 |
5.3% |
2.51 |
2.7% |
93% |
True |
False |
54,962 |
| 20 |
93.50 |
84.46 |
9.04 |
9.9% |
2.29 |
2.5% |
79% |
False |
False |
44,365 |
| 40 |
93.50 |
78.16 |
15.34 |
16.7% |
2.62 |
2.9% |
88% |
False |
False |
37,781 |
| 60 |
98.64 |
78.16 |
20.48 |
22.3% |
2.45 |
2.7% |
66% |
False |
False |
30,343 |
| 80 |
107.12 |
78.16 |
28.96 |
31.6% |
2.25 |
2.5% |
47% |
False |
False |
25,782 |
| 100 |
109.80 |
78.16 |
31.64 |
34.5% |
2.16 |
2.4% |
43% |
False |
False |
22,458 |
| 120 |
110.65 |
78.16 |
32.49 |
35.5% |
2.04 |
2.2% |
41% |
False |
False |
20,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.68 |
|
2.618 |
103.50 |
|
1.618 |
99.10 |
|
1.000 |
96.38 |
|
0.618 |
94.70 |
|
HIGH |
91.98 |
|
0.618 |
90.30 |
|
0.500 |
89.78 |
|
0.382 |
89.26 |
|
LOW |
87.58 |
|
0.618 |
84.86 |
|
1.000 |
83.18 |
|
1.618 |
80.46 |
|
2.618 |
76.06 |
|
4.250 |
68.88 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.02 |
90.96 |
| PP |
90.40 |
90.27 |
| S1 |
89.78 |
89.59 |
|