NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.65 |
89.35 |
0.70 |
0.8% |
88.46 |
| High |
89.96 |
91.06 |
1.10 |
1.2% |
93.72 |
| Low |
87.50 |
88.69 |
1.19 |
1.4% |
87.70 |
| Close |
89.57 |
90.00 |
0.43 |
0.5% |
92.39 |
| Range |
2.46 |
2.37 |
-0.09 |
-3.7% |
6.02 |
| ATR |
2.48 |
2.48 |
-0.01 |
-0.3% |
0.00 |
| Volume |
26,468 |
31,337 |
4,869 |
18.4% |
130,095 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.03 |
95.88 |
91.30 |
|
| R3 |
94.66 |
93.51 |
90.65 |
|
| R2 |
92.29 |
92.29 |
90.43 |
|
| R1 |
91.14 |
91.14 |
90.22 |
91.72 |
| PP |
89.92 |
89.92 |
89.92 |
90.20 |
| S1 |
88.77 |
88.77 |
89.78 |
89.35 |
| S2 |
87.55 |
87.55 |
89.57 |
|
| S3 |
85.18 |
86.40 |
89.35 |
|
| S4 |
82.81 |
84.03 |
88.70 |
|
|
| 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 |
93.10 |
87.50 |
5.60 |
6.2% |
2.34 |
2.6% |
45% |
False |
False |
28,227 |
| 10 |
93.72 |
86.87 |
6.85 |
7.6% |
2.16 |
2.4% |
46% |
False |
False |
25,427 |
| 20 |
93.72 |
78.83 |
14.89 |
16.5% |
2.62 |
2.9% |
75% |
False |
False |
24,949 |
| 40 |
93.72 |
78.83 |
14.89 |
16.5% |
2.57 |
2.9% |
75% |
False |
False |
20,952 |
| 60 |
106.76 |
78.83 |
27.93 |
31.0% |
2.33 |
2.6% |
40% |
False |
False |
17,129 |
| 80 |
107.35 |
78.83 |
28.52 |
31.7% |
2.08 |
2.3% |
39% |
False |
False |
14,827 |
| 100 |
109.80 |
78.83 |
30.97 |
34.4% |
1.96 |
2.2% |
36% |
False |
False |
13,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.13 |
|
2.618 |
97.26 |
|
1.618 |
94.89 |
|
1.000 |
93.43 |
|
0.618 |
92.52 |
|
HIGH |
91.06 |
|
0.618 |
90.15 |
|
0.500 |
89.88 |
|
0.382 |
89.60 |
|
LOW |
88.69 |
|
0.618 |
87.23 |
|
1.000 |
86.32 |
|
1.618 |
84.86 |
|
2.618 |
82.49 |
|
4.250 |
78.62 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.96 |
89.76 |
| PP |
89.92 |
89.52 |
| S1 |
89.88 |
89.28 |
|