NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.28 |
88.41 |
-0.87 |
-1.0% |
87.01 |
| High |
91.01 |
88.80 |
-2.21 |
-2.4% |
91.01 |
| Low |
89.01 |
86.60 |
-2.41 |
-2.7% |
84.64 |
| Close |
89.62 |
86.98 |
-2.64 |
-2.9% |
86.98 |
| Range |
2.00 |
2.20 |
0.20 |
10.0% |
6.37 |
| ATR |
2.35 |
2.40 |
0.05 |
2.0% |
0.00 |
| Volume |
6,805 |
6,315 |
-490 |
-7.2% |
27,566 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.06 |
92.72 |
88.19 |
|
| R3 |
91.86 |
90.52 |
87.59 |
|
| R2 |
89.66 |
89.66 |
87.38 |
|
| R1 |
88.32 |
88.32 |
87.18 |
87.89 |
| PP |
87.46 |
87.46 |
87.46 |
87.25 |
| S1 |
86.12 |
86.12 |
86.78 |
85.69 |
| S2 |
85.26 |
85.26 |
86.58 |
|
| S3 |
83.06 |
83.92 |
86.38 |
|
| S4 |
80.86 |
81.72 |
85.77 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.65 |
103.19 |
90.48 |
|
| R3 |
100.28 |
96.82 |
88.73 |
|
| R2 |
93.91 |
93.91 |
88.15 |
|
| R1 |
90.45 |
90.45 |
87.56 |
89.00 |
| PP |
87.54 |
87.54 |
87.54 |
86.82 |
| S1 |
84.08 |
84.08 |
86.40 |
82.63 |
| S2 |
81.17 |
81.17 |
85.81 |
|
| S3 |
74.80 |
77.71 |
85.23 |
|
| S4 |
68.43 |
71.34 |
83.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.15 |
|
2.618 |
94.56 |
|
1.618 |
92.36 |
|
1.000 |
91.00 |
|
0.618 |
90.16 |
|
HIGH |
88.80 |
|
0.618 |
87.96 |
|
0.500 |
87.70 |
|
0.382 |
87.44 |
|
LOW |
86.60 |
|
0.618 |
85.24 |
|
1.000 |
84.40 |
|
1.618 |
83.04 |
|
2.618 |
80.84 |
|
4.250 |
77.25 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.70 |
88.81 |
| PP |
87.46 |
88.20 |
| S1 |
87.22 |
87.59 |
|