NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.51 |
88.65 |
0.14 |
0.2% |
88.46 |
| High |
89.67 |
89.96 |
0.29 |
0.3% |
93.72 |
| Low |
88.01 |
87.50 |
-0.51 |
-0.6% |
87.70 |
| Close |
89.08 |
89.57 |
0.49 |
0.6% |
92.39 |
| Range |
1.66 |
2.46 |
0.80 |
48.2% |
6.02 |
| ATR |
2.49 |
2.48 |
0.00 |
-0.1% |
0.00 |
| Volume |
24,018 |
26,468 |
2,450 |
10.2% |
130,095 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.39 |
95.44 |
90.92 |
|
| R3 |
93.93 |
92.98 |
90.25 |
|
| R2 |
91.47 |
91.47 |
90.02 |
|
| R1 |
90.52 |
90.52 |
89.80 |
91.00 |
| PP |
89.01 |
89.01 |
89.01 |
89.25 |
| S1 |
88.06 |
88.06 |
89.34 |
88.54 |
| S2 |
86.55 |
86.55 |
89.12 |
|
| S3 |
84.09 |
85.60 |
88.89 |
|
| S4 |
81.63 |
83.14 |
88.22 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
106.88 |
95.70 |
|
| R3 |
103.31 |
100.86 |
94.05 |
|
| R2 |
97.29 |
97.29 |
93.49 |
|
| R1 |
94.84 |
94.84 |
92.94 |
96.07 |
| PP |
91.27 |
91.27 |
91.27 |
91.88 |
| S1 |
88.82 |
88.82 |
91.84 |
90.05 |
| S2 |
85.25 |
85.25 |
91.29 |
|
| S3 |
79.23 |
82.80 |
90.73 |
|
| S4 |
73.21 |
76.78 |
89.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.72 |
87.50 |
6.22 |
6.9% |
2.43 |
2.7% |
33% |
False |
True |
27,689 |
| 10 |
93.72 |
85.43 |
8.29 |
9.3% |
2.12 |
2.4% |
50% |
False |
False |
24,783 |
| 20 |
93.72 |
78.83 |
14.89 |
16.6% |
2.59 |
2.9% |
72% |
False |
False |
24,234 |
| 40 |
93.72 |
78.83 |
14.89 |
16.6% |
2.58 |
2.9% |
72% |
False |
False |
20,432 |
| 60 |
107.15 |
78.83 |
28.32 |
31.6% |
2.32 |
2.6% |
38% |
False |
False |
16,722 |
| 80 |
107.51 |
78.83 |
28.68 |
32.0% |
2.09 |
2.3% |
37% |
False |
False |
14,493 |
| 100 |
109.80 |
78.83 |
30.97 |
34.6% |
1.94 |
2.2% |
35% |
False |
False |
12,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.42 |
|
2.618 |
96.40 |
|
1.618 |
93.94 |
|
1.000 |
92.42 |
|
0.618 |
91.48 |
|
HIGH |
89.96 |
|
0.618 |
89.02 |
|
0.500 |
88.73 |
|
0.382 |
88.44 |
|
LOW |
87.50 |
|
0.618 |
85.98 |
|
1.000 |
85.04 |
|
1.618 |
83.52 |
|
2.618 |
81.06 |
|
4.250 |
77.05 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.29 |
89.80 |
| PP |
89.01 |
89.72 |
| S1 |
88.73 |
89.65 |
|