NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
84.87 |
88.77 |
3.90 |
4.6% |
81.26 |
| High |
89.15 |
90.03 |
0.88 |
1.0% |
86.52 |
| Low |
84.87 |
87.65 |
2.78 |
3.3% |
78.83 |
| Close |
88.80 |
88.37 |
-0.43 |
-0.5% |
86.21 |
| Range |
4.28 |
2.38 |
-1.90 |
-44.4% |
7.69 |
| ATR |
2.86 |
2.83 |
-0.03 |
-1.2% |
0.00 |
| Volume |
26,657 |
20,309 |
-6,348 |
-23.8% |
98,461 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.82 |
94.48 |
89.68 |
|
| R3 |
93.44 |
92.10 |
89.02 |
|
| R2 |
91.06 |
91.06 |
88.81 |
|
| R1 |
89.72 |
89.72 |
88.59 |
89.20 |
| PP |
88.68 |
88.68 |
88.68 |
88.43 |
| S1 |
87.34 |
87.34 |
88.15 |
86.82 |
| S2 |
86.30 |
86.30 |
87.93 |
|
| S3 |
83.92 |
84.96 |
87.72 |
|
| S4 |
81.54 |
82.58 |
87.06 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
104.26 |
90.44 |
|
| R3 |
99.23 |
96.57 |
88.32 |
|
| R2 |
91.54 |
91.54 |
87.62 |
|
| R1 |
88.88 |
88.88 |
86.91 |
90.21 |
| PP |
83.85 |
83.85 |
83.85 |
84.52 |
| S1 |
81.19 |
81.19 |
85.51 |
82.52 |
| S2 |
76.16 |
76.16 |
84.80 |
|
| S3 |
68.47 |
73.50 |
84.10 |
|
| S4 |
60.78 |
65.81 |
81.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.03 |
78.83 |
11.20 |
12.7% |
3.88 |
4.4% |
85% |
True |
False |
23,508 |
| 10 |
90.03 |
78.83 |
11.20 |
12.7% |
3.07 |
3.5% |
85% |
True |
False |
23,294 |
| 20 |
90.03 |
78.83 |
11.20 |
12.7% |
2.87 |
3.2% |
85% |
True |
False |
20,537 |
| 40 |
98.85 |
78.83 |
20.02 |
22.7% |
2.39 |
2.7% |
48% |
False |
False |
14,598 |
| 60 |
107.15 |
78.83 |
28.32 |
32.0% |
2.08 |
2.4% |
34% |
False |
False |
12,853 |
| 80 |
109.80 |
78.83 |
30.97 |
35.0% |
1.96 |
2.2% |
31% |
False |
False |
11,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.15 |
|
2.618 |
96.26 |
|
1.618 |
93.88 |
|
1.000 |
92.41 |
|
0.618 |
91.50 |
|
HIGH |
90.03 |
|
0.618 |
89.12 |
|
0.500 |
88.84 |
|
0.382 |
88.56 |
|
LOW |
87.65 |
|
0.618 |
86.18 |
|
1.000 |
85.27 |
|
1.618 |
83.80 |
|
2.618 |
81.42 |
|
4.250 |
77.54 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.84 |
87.81 |
| PP |
88.68 |
87.25 |
| S1 |
88.53 |
86.69 |
|