NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
90.24 |
88.60 |
-1.64 |
-1.8% |
91.88 |
| High |
90.95 |
90.05 |
-0.90 |
-1.0% |
92.10 |
| Low |
88.00 |
88.15 |
0.15 |
0.2% |
87.50 |
| Close |
88.72 |
89.52 |
0.80 |
0.9% |
90.79 |
| Range |
2.95 |
1.90 |
-1.05 |
-35.6% |
4.60 |
| ATR |
2.37 |
2.34 |
-0.03 |
-1.4% |
0.00 |
| Volume |
45,952 |
40,954 |
-4,998 |
-10.9% |
123,461 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.94 |
94.13 |
90.57 |
|
| R3 |
93.04 |
92.23 |
90.04 |
|
| R2 |
91.14 |
91.14 |
89.87 |
|
| R1 |
90.33 |
90.33 |
89.69 |
90.74 |
| PP |
89.24 |
89.24 |
89.24 |
89.44 |
| S1 |
88.43 |
88.43 |
89.35 |
88.84 |
| S2 |
87.34 |
87.34 |
89.17 |
|
| S3 |
85.44 |
86.53 |
89.00 |
|
| S4 |
83.54 |
84.63 |
88.48 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.93 |
101.96 |
93.32 |
|
| R3 |
99.33 |
97.36 |
92.06 |
|
| R2 |
94.73 |
94.73 |
91.63 |
|
| R1 |
92.76 |
92.76 |
91.21 |
91.45 |
| PP |
90.13 |
90.13 |
90.13 |
89.47 |
| S1 |
88.16 |
88.16 |
90.37 |
86.85 |
| S2 |
85.53 |
85.53 |
89.95 |
|
| S3 |
80.93 |
83.56 |
89.53 |
|
| S4 |
76.33 |
78.96 |
88.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.50 |
88.00 |
3.50 |
3.9% |
2.01 |
2.2% |
43% |
False |
False |
32,779 |
| 10 |
93.72 |
87.50 |
6.22 |
6.9% |
2.22 |
2.5% |
32% |
False |
False |
30,234 |
| 20 |
93.72 |
84.91 |
8.81 |
9.8% |
2.15 |
2.4% |
52% |
False |
False |
26,715 |
| 40 |
93.72 |
78.83 |
14.89 |
16.6% |
2.50 |
2.8% |
72% |
False |
False |
23,305 |
| 60 |
98.98 |
78.83 |
20.15 |
22.5% |
2.30 |
2.6% |
53% |
False |
False |
18,484 |
| 80 |
107.15 |
78.83 |
28.32 |
31.6% |
2.09 |
2.3% |
38% |
False |
False |
16,155 |
| 100 |
109.80 |
78.83 |
30.97 |
34.6% |
1.99 |
2.2% |
35% |
False |
False |
14,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.13 |
|
2.618 |
95.02 |
|
1.618 |
93.12 |
|
1.000 |
91.95 |
|
0.618 |
91.22 |
|
HIGH |
90.05 |
|
0.618 |
89.32 |
|
0.500 |
89.10 |
|
0.382 |
88.88 |
|
LOW |
88.15 |
|
0.618 |
86.98 |
|
1.000 |
86.25 |
|
1.618 |
85.08 |
|
2.618 |
83.18 |
|
4.250 |
80.08 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.38 |
89.75 |
| PP |
89.24 |
89.67 |
| S1 |
89.10 |
89.60 |
|