NYMEX Light Sweet Crude Oil Future December 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 |
88.80 |
89.00 |
0.20 |
0.2% |
88.80 |
| High |
89.98 |
90.34 |
0.36 |
0.4% |
94.08 |
| Low |
88.35 |
87.84 |
-0.51 |
-0.6% |
88.10 |
| Close |
89.43 |
89.94 |
0.51 |
0.6% |
92.71 |
| Range |
1.63 |
2.50 |
0.87 |
53.4% |
5.98 |
| ATR |
2.52 |
2.52 |
0.00 |
0.0% |
0.00 |
| Volume |
41,503 |
38,638 |
-2,865 |
-6.9% |
257,715 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.87 |
95.91 |
91.32 |
|
| R3 |
94.37 |
93.41 |
90.63 |
|
| R2 |
91.87 |
91.87 |
90.40 |
|
| R1 |
90.91 |
90.91 |
90.17 |
91.39 |
| PP |
89.37 |
89.37 |
89.37 |
89.62 |
| S1 |
88.41 |
88.41 |
89.71 |
88.89 |
| S2 |
86.87 |
86.87 |
89.48 |
|
| S3 |
84.37 |
85.91 |
89.25 |
|
| S4 |
81.87 |
83.41 |
88.57 |
|
|
| 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 |
87.84 |
6.24 |
6.9% |
2.45 |
2.7% |
34% |
False |
True |
50,021 |
| 10 |
94.08 |
85.90 |
8.18 |
9.1% |
2.15 |
2.4% |
49% |
False |
False |
46,239 |
| 20 |
94.08 |
79.12 |
14.96 |
16.6% |
2.64 |
2.9% |
72% |
False |
False |
46,954 |
| 40 |
94.08 |
79.12 |
14.96 |
16.6% |
2.66 |
3.0% |
72% |
False |
False |
48,219 |
| 60 |
107.29 |
79.12 |
28.17 |
31.3% |
2.46 |
2.7% |
38% |
False |
False |
47,762 |
| 80 |
107.68 |
79.12 |
28.56 |
31.8% |
2.25 |
2.5% |
38% |
False |
False |
46,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.97 |
|
2.618 |
96.89 |
|
1.618 |
94.39 |
|
1.000 |
92.84 |
|
0.618 |
91.89 |
|
HIGH |
90.34 |
|
0.618 |
89.39 |
|
0.500 |
89.09 |
|
0.382 |
88.80 |
|
LOW |
87.84 |
|
0.618 |
86.30 |
|
1.000 |
85.34 |
|
1.618 |
83.80 |
|
2.618 |
81.30 |
|
4.250 |
77.22 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.66 |
90.19 |
| PP |
89.37 |
90.10 |
| S1 |
89.09 |
90.02 |
|