NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.07 |
88.80 |
-3.27 |
-3.6% |
88.80 |
| High |
92.53 |
89.98 |
-2.55 |
-2.8% |
94.08 |
| Low |
88.83 |
88.35 |
-0.48 |
-0.5% |
88.10 |
| Close |
89.08 |
89.43 |
0.35 |
0.4% |
92.71 |
| Range |
3.70 |
1.63 |
-2.07 |
-55.9% |
5.98 |
| ATR |
2.59 |
2.52 |
-0.07 |
-2.6% |
0.00 |
| Volume |
42,912 |
41,503 |
-1,409 |
-3.3% |
257,715 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.14 |
93.42 |
90.33 |
|
| R3 |
92.51 |
91.79 |
89.88 |
|
| R2 |
90.88 |
90.88 |
89.73 |
|
| R1 |
90.16 |
90.16 |
89.58 |
90.52 |
| PP |
89.25 |
89.25 |
89.25 |
89.44 |
| S1 |
88.53 |
88.53 |
89.28 |
88.89 |
| S2 |
87.62 |
87.62 |
89.13 |
|
| S3 |
85.99 |
86.90 |
88.98 |
|
| S4 |
84.36 |
85.27 |
88.53 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.57 |
107.12 |
96.00 |
|
| R3 |
103.59 |
101.14 |
94.35 |
|
| R2 |
97.61 |
97.61 |
93.81 |
|
| R1 |
95.16 |
95.16 |
93.26 |
96.39 |
| PP |
91.63 |
91.63 |
91.63 |
92.24 |
| S1 |
89.18 |
89.18 |
92.16 |
90.41 |
| S2 |
85.65 |
85.65 |
91.61 |
|
| S3 |
79.67 |
83.20 |
91.07 |
|
| S4 |
73.69 |
77.22 |
89.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.08 |
88.35 |
5.73 |
6.4% |
2.22 |
2.5% |
19% |
False |
True |
52,555 |
| 10 |
94.08 |
85.89 |
8.19 |
9.2% |
2.12 |
2.4% |
43% |
False |
False |
46,043 |
| 20 |
94.08 |
79.12 |
14.96 |
16.7% |
2.57 |
2.9% |
69% |
False |
False |
46,421 |
| 40 |
94.08 |
79.12 |
14.96 |
16.7% |
2.64 |
3.0% |
69% |
False |
False |
47,868 |
| 60 |
107.29 |
79.12 |
28.17 |
31.5% |
2.43 |
2.7% |
37% |
False |
False |
47,554 |
| 80 |
107.68 |
79.12 |
28.56 |
31.9% |
2.24 |
2.5% |
36% |
False |
False |
46,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.91 |
|
2.618 |
94.25 |
|
1.618 |
92.62 |
|
1.000 |
91.61 |
|
0.618 |
90.99 |
|
HIGH |
89.98 |
|
0.618 |
89.36 |
|
0.500 |
89.17 |
|
0.382 |
88.97 |
|
LOW |
88.35 |
|
0.618 |
87.34 |
|
1.000 |
86.72 |
|
1.618 |
85.71 |
|
2.618 |
84.08 |
|
4.250 |
81.42 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.34 |
90.88 |
| PP |
89.25 |
90.40 |
| S1 |
89.17 |
89.91 |
|