NYMEX Light Sweet Crude Oil Future November 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 |
88.05 |
85.46 |
-2.59 |
-2.9% |
86.21 |
| High |
88.05 |
87.62 |
-0.43 |
-0.5% |
90.03 |
| Low |
85.24 |
85.46 |
0.22 |
0.3% |
83.34 |
| Close |
85.66 |
87.18 |
1.52 |
1.8% |
85.66 |
| Range |
2.81 |
2.16 |
-0.65 |
-23.1% |
6.69 |
| ATR |
2.85 |
2.80 |
-0.05 |
-1.7% |
0.00 |
| Volume |
34,909 |
23,728 |
-11,181 |
-32.0% |
106,112 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.23 |
92.37 |
88.37 |
|
| R3 |
91.07 |
90.21 |
87.77 |
|
| R2 |
88.91 |
88.91 |
87.58 |
|
| R1 |
88.05 |
88.05 |
87.38 |
88.48 |
| PP |
86.75 |
86.75 |
86.75 |
86.97 |
| S1 |
85.89 |
85.89 |
86.98 |
86.32 |
| S2 |
84.59 |
84.59 |
86.78 |
|
| S3 |
82.43 |
83.73 |
86.59 |
|
| S4 |
80.27 |
81.57 |
85.99 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.41 |
102.73 |
89.34 |
|
| R3 |
99.72 |
96.04 |
87.50 |
|
| R2 |
93.03 |
93.03 |
86.89 |
|
| R1 |
89.35 |
89.35 |
86.27 |
87.85 |
| PP |
86.34 |
86.34 |
86.34 |
85.59 |
| S1 |
82.66 |
82.66 |
85.05 |
81.16 |
| S2 |
79.65 |
79.65 |
84.43 |
|
| S3 |
72.96 |
75.97 |
83.82 |
|
| S4 |
66.27 |
69.28 |
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 |
83.34 |
6.69 |
7.7% |
2.90 |
3.3% |
57% |
False |
False |
25,968 |
| 10 |
90.03 |
78.83 |
11.20 |
12.8% |
2.98 |
3.4% |
75% |
False |
False |
22,830 |
| 20 |
90.03 |
78.83 |
11.20 |
12.8% |
2.83 |
3.2% |
75% |
False |
False |
21,726 |
| 40 |
98.26 |
78.83 |
19.43 |
22.3% |
2.44 |
2.8% |
43% |
False |
False |
15,487 |
| 60 |
107.15 |
78.83 |
28.32 |
32.5% |
2.12 |
2.4% |
29% |
False |
False |
13,520 |
| 80 |
109.80 |
78.83 |
30.97 |
35.5% |
1.99 |
2.3% |
27% |
False |
False |
11,815 |
| 100 |
110.08 |
78.83 |
31.25 |
35.8% |
1.81 |
2.1% |
27% |
False |
False |
11,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.80 |
|
2.618 |
93.27 |
|
1.618 |
91.11 |
|
1.000 |
89.78 |
|
0.618 |
88.95 |
|
HIGH |
87.62 |
|
0.618 |
86.79 |
|
0.500 |
86.54 |
|
0.382 |
86.29 |
|
LOW |
85.46 |
|
0.618 |
84.13 |
|
1.000 |
83.30 |
|
1.618 |
81.97 |
|
2.618 |
79.81 |
|
4.250 |
76.28 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.97 |
87.64 |
| PP |
86.75 |
87.48 |
| S1 |
86.54 |
87.33 |
|