NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.56 |
91.35 |
0.79 |
0.9% |
85.92 |
| High |
91.35 |
94.08 |
2.73 |
3.0% |
89.21 |
| Low |
90.01 |
91.25 |
1.24 |
1.4% |
85.43 |
| Close |
91.20 |
93.83 |
2.63 |
2.9% |
88.76 |
| Range |
1.34 |
2.83 |
1.49 |
111.2% |
3.78 |
| ATR |
2.49 |
2.52 |
0.03 |
1.1% |
0.00 |
| Volume |
51,310 |
51,312 |
2 |
0.0% |
201,506 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.54 |
100.52 |
95.39 |
|
| R3 |
98.71 |
97.69 |
94.61 |
|
| R2 |
95.88 |
95.88 |
94.35 |
|
| R1 |
94.86 |
94.86 |
94.09 |
95.37 |
| PP |
93.05 |
93.05 |
93.05 |
93.31 |
| S1 |
92.03 |
92.03 |
93.57 |
92.54 |
| S2 |
90.22 |
90.22 |
93.31 |
|
| S3 |
87.39 |
89.20 |
93.05 |
|
| S4 |
84.56 |
86.37 |
92.27 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.14 |
97.73 |
90.84 |
|
| R3 |
95.36 |
93.95 |
89.80 |
|
| R2 |
91.58 |
91.58 |
89.45 |
|
| R1 |
90.17 |
90.17 |
89.11 |
90.88 |
| PP |
87.80 |
87.80 |
87.80 |
88.15 |
| S1 |
86.39 |
86.39 |
88.41 |
87.10 |
| S2 |
84.02 |
84.02 |
88.07 |
|
| S3 |
80.24 |
82.61 |
87.72 |
|
| S4 |
76.46 |
78.83 |
86.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.08 |
87.39 |
6.69 |
7.1% |
1.98 |
2.1% |
96% |
True |
False |
44,472 |
| 10 |
94.08 |
85.43 |
8.65 |
9.2% |
2.15 |
2.3% |
97% |
True |
False |
44,014 |
| 20 |
94.08 |
79.12 |
14.96 |
15.9% |
2.62 |
2.8% |
98% |
True |
False |
48,084 |
| 40 |
94.08 |
79.12 |
14.96 |
15.9% |
2.59 |
2.8% |
98% |
True |
False |
46,948 |
| 60 |
107.29 |
79.12 |
28.17 |
30.0% |
2.37 |
2.5% |
52% |
False |
False |
47,000 |
| 80 |
109.39 |
79.12 |
30.27 |
32.3% |
2.23 |
2.4% |
49% |
False |
False |
45,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.11 |
|
2.618 |
101.49 |
|
1.618 |
98.66 |
|
1.000 |
96.91 |
|
0.618 |
95.83 |
|
HIGH |
94.08 |
|
0.618 |
93.00 |
|
0.500 |
92.67 |
|
0.382 |
92.33 |
|
LOW |
91.25 |
|
0.618 |
89.50 |
|
1.000 |
88.42 |
|
1.618 |
86.67 |
|
2.618 |
83.84 |
|
4.250 |
79.22 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.44 |
93.07 |
| PP |
93.05 |
92.30 |
| S1 |
92.67 |
91.54 |
|