NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.01 |
86.74 |
-0.27 |
-0.3% |
81.30 |
| High |
87.22 |
90.17 |
2.95 |
3.4% |
87.76 |
| Low |
84.64 |
86.74 |
2.10 |
2.5% |
80.09 |
| Close |
86.23 |
89.94 |
3.71 |
4.3% |
87.56 |
| Range |
2.58 |
3.43 |
0.85 |
32.9% |
7.67 |
| ATR |
2.26 |
2.38 |
0.12 |
5.3% |
0.00 |
| Volume |
7,722 |
6,724 |
-998 |
-12.9% |
24,550 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.24 |
98.02 |
91.83 |
|
| R3 |
95.81 |
94.59 |
90.88 |
|
| R2 |
92.38 |
92.38 |
90.57 |
|
| R1 |
91.16 |
91.16 |
90.25 |
91.77 |
| PP |
88.95 |
88.95 |
88.95 |
89.26 |
| S1 |
87.73 |
87.73 |
89.63 |
88.34 |
| S2 |
85.52 |
85.52 |
89.31 |
|
| S3 |
82.09 |
84.30 |
89.00 |
|
| S4 |
78.66 |
80.87 |
88.05 |
|
|
| 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 |
104.75 |
|
2.618 |
99.15 |
|
1.618 |
95.72 |
|
1.000 |
93.60 |
|
0.618 |
92.29 |
|
HIGH |
90.17 |
|
0.618 |
88.86 |
|
0.500 |
88.46 |
|
0.382 |
88.05 |
|
LOW |
86.74 |
|
0.618 |
84.62 |
|
1.000 |
83.31 |
|
1.618 |
81.19 |
|
2.618 |
77.76 |
|
4.250 |
72.16 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.45 |
88.65 |
| PP |
88.95 |
87.36 |
| S1 |
88.46 |
86.07 |
|