NYMEX Light Sweet Crude Oil Future December 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 |
90.70 |
88.95 |
-1.75 |
-1.9% |
92.07 |
| High |
91.40 |
90.51 |
-0.89 |
-1.0% |
92.53 |
| Low |
88.50 |
88.60 |
0.10 |
0.1% |
87.84 |
| Close |
89.20 |
89.99 |
0.79 |
0.9% |
91.23 |
| Range |
2.90 |
1.91 |
-0.99 |
-34.1% |
4.69 |
| ATR |
2.39 |
2.36 |
-0.03 |
-1.4% |
0.00 |
| Volume |
25,494 |
43,943 |
18,449 |
72.4% |
186,557 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.43 |
94.62 |
91.04 |
|
| R3 |
93.52 |
92.71 |
90.52 |
|
| R2 |
91.61 |
91.61 |
90.34 |
|
| R1 |
90.80 |
90.80 |
90.17 |
91.21 |
| PP |
89.70 |
89.70 |
89.70 |
89.90 |
| S1 |
88.89 |
88.89 |
89.81 |
89.30 |
| S2 |
87.79 |
87.79 |
89.64 |
|
| S3 |
85.88 |
86.98 |
89.46 |
|
| S4 |
83.97 |
85.07 |
88.94 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
102.61 |
93.81 |
|
| R3 |
99.91 |
97.92 |
92.52 |
|
| R2 |
95.22 |
95.22 |
92.09 |
|
| R1 |
93.23 |
93.23 |
91.66 |
91.88 |
| PP |
90.53 |
90.53 |
90.53 |
89.86 |
| S1 |
88.54 |
88.54 |
90.80 |
87.19 |
| S2 |
85.84 |
85.84 |
90.37 |
|
| S3 |
81.15 |
83.85 |
89.94 |
|
| S4 |
76.46 |
79.16 |
88.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.92 |
88.50 |
3.42 |
3.8% |
2.00 |
2.2% |
44% |
False |
False |
35,211 |
| 10 |
94.08 |
87.84 |
6.24 |
6.9% |
2.23 |
2.5% |
34% |
False |
False |
42,616 |
| 20 |
94.08 |
85.43 |
8.65 |
9.6% |
2.16 |
2.4% |
53% |
False |
False |
43,638 |
| 40 |
94.08 |
79.12 |
14.96 |
16.6% |
2.55 |
2.8% |
73% |
False |
False |
45,846 |
| 60 |
99.41 |
79.12 |
20.29 |
22.5% |
2.41 |
2.7% |
54% |
False |
False |
45,444 |
| 80 |
107.29 |
79.12 |
28.17 |
31.3% |
2.24 |
2.5% |
39% |
False |
False |
45,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.63 |
|
2.618 |
95.51 |
|
1.618 |
93.60 |
|
1.000 |
92.42 |
|
0.618 |
91.69 |
|
HIGH |
90.51 |
|
0.618 |
89.78 |
|
0.500 |
89.56 |
|
0.382 |
89.33 |
|
LOW |
88.60 |
|
0.618 |
87.42 |
|
1.000 |
86.69 |
|
1.618 |
85.51 |
|
2.618 |
83.60 |
|
4.250 |
80.48 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.85 |
90.21 |
| PP |
89.70 |
90.14 |
| S1 |
89.56 |
90.06 |
|