NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
82.49 |
87.01 |
4.52 |
5.5% |
81.30 |
| High |
87.76 |
87.22 |
-0.54 |
-0.6% |
87.76 |
| Low |
81.97 |
84.64 |
2.67 |
3.3% |
80.09 |
| Close |
87.56 |
86.23 |
-1.33 |
-1.5% |
87.56 |
| Range |
5.79 |
2.58 |
-3.21 |
-55.4% |
7.67 |
| ATR |
2.21 |
2.26 |
0.05 |
2.3% |
0.00 |
| Volume |
5,367 |
7,722 |
2,355 |
43.9% |
24,550 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.77 |
92.58 |
87.65 |
|
| R3 |
91.19 |
90.00 |
86.94 |
|
| R2 |
88.61 |
88.61 |
86.70 |
|
| R1 |
87.42 |
87.42 |
86.47 |
86.73 |
| PP |
86.03 |
86.03 |
86.03 |
85.68 |
| S1 |
84.84 |
84.84 |
85.99 |
84.15 |
| S2 |
83.45 |
83.45 |
85.76 |
|
| S3 |
80.87 |
82.26 |
85.52 |
|
| S4 |
78.29 |
79.68 |
84.81 |
|
|
| 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 |
98.19 |
|
2.618 |
93.97 |
|
1.618 |
91.39 |
|
1.000 |
89.80 |
|
0.618 |
88.81 |
|
HIGH |
87.22 |
|
0.618 |
86.23 |
|
0.500 |
85.93 |
|
0.382 |
85.63 |
|
LOW |
84.64 |
|
0.618 |
83.05 |
|
1.000 |
82.06 |
|
1.618 |
80.47 |
|
2.618 |
77.89 |
|
4.250 |
73.68 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.13 |
85.46 |
| PP |
86.03 |
84.69 |
| S1 |
85.93 |
83.93 |
|