NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.65 |
82.49 |
-0.16 |
-0.2% |
81.30 |
| High |
83.30 |
87.76 |
4.46 |
5.4% |
87.76 |
| Low |
80.09 |
81.97 |
1.88 |
2.3% |
80.09 |
| Close |
80.37 |
87.56 |
7.19 |
8.9% |
87.56 |
| Range |
3.21 |
5.79 |
2.58 |
80.4% |
7.67 |
| ATR |
1.81 |
2.21 |
0.40 |
22.1% |
0.00 |
| Volume |
5,492 |
5,367 |
-125 |
-2.3% |
24,550 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
101.14 |
90.74 |
|
| R3 |
97.34 |
95.35 |
89.15 |
|
| R2 |
91.55 |
91.55 |
88.62 |
|
| R1 |
89.56 |
89.56 |
88.09 |
90.56 |
| PP |
85.76 |
85.76 |
85.76 |
86.26 |
| S1 |
83.77 |
83.77 |
87.03 |
84.77 |
| S2 |
79.97 |
79.97 |
86.50 |
|
| S3 |
74.18 |
77.98 |
85.97 |
|
| S4 |
68.39 |
72.19 |
84.38 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.15 |
105.52 |
91.78 |
|
| R3 |
100.48 |
97.85 |
89.67 |
|
| R2 |
92.81 |
92.81 |
88.97 |
|
| R1 |
90.18 |
90.18 |
88.26 |
91.50 |
| PP |
85.14 |
85.14 |
85.14 |
85.79 |
| S1 |
82.51 |
82.51 |
86.86 |
83.83 |
| S2 |
77.47 |
77.47 |
86.15 |
|
| S3 |
69.80 |
74.84 |
85.45 |
|
| S4 |
62.13 |
67.17 |
83.34 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.37 |
|
2.618 |
102.92 |
|
1.618 |
97.13 |
|
1.000 |
93.55 |
|
0.618 |
91.34 |
|
HIGH |
87.76 |
|
0.618 |
85.55 |
|
0.500 |
84.87 |
|
0.382 |
84.18 |
|
LOW |
81.97 |
|
0.618 |
78.39 |
|
1.000 |
76.18 |
|
1.618 |
72.60 |
|
2.618 |
66.81 |
|
4.250 |
57.36 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.66 |
86.35 |
| PP |
85.76 |
85.14 |
| S1 |
84.87 |
83.93 |
|