NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.35 |
89.46 |
0.11 |
0.1% |
86.95 |
| High |
89.81 |
90.93 |
1.12 |
1.2% |
89.81 |
| Low |
89.21 |
89.29 |
0.08 |
0.1% |
86.36 |
| Close |
89.61 |
90.91 |
1.30 |
1.5% |
89.61 |
| Range |
0.60 |
1.64 |
1.04 |
173.3% |
3.45 |
| ATR |
2.25 |
2.20 |
-0.04 |
-1.9% |
0.00 |
| Volume |
3,773 |
4,447 |
674 |
17.9% |
23,670 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.30 |
94.74 |
91.81 |
|
| R3 |
93.66 |
93.10 |
91.36 |
|
| R2 |
92.02 |
92.02 |
91.21 |
|
| R1 |
91.46 |
91.46 |
91.06 |
91.74 |
| PP |
90.38 |
90.38 |
90.38 |
90.52 |
| S1 |
89.82 |
89.82 |
90.76 |
90.10 |
| S2 |
88.74 |
88.74 |
90.61 |
|
| S3 |
87.10 |
88.18 |
90.46 |
|
| S4 |
85.46 |
86.54 |
90.01 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.94 |
97.73 |
91.51 |
|
| R3 |
95.49 |
94.28 |
90.56 |
|
| R2 |
92.04 |
92.04 |
90.24 |
|
| R1 |
90.83 |
90.83 |
89.93 |
91.44 |
| PP |
88.59 |
88.59 |
88.59 |
88.90 |
| S1 |
87.38 |
87.38 |
89.29 |
87.99 |
| S2 |
85.14 |
85.14 |
88.98 |
|
| S3 |
81.69 |
83.93 |
88.66 |
|
| S4 |
78.24 |
80.48 |
87.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.90 |
|
2.618 |
95.22 |
|
1.618 |
93.58 |
|
1.000 |
92.57 |
|
0.618 |
91.94 |
|
HIGH |
90.93 |
|
0.618 |
90.30 |
|
0.500 |
90.11 |
|
0.382 |
89.92 |
|
LOW |
89.29 |
|
0.618 |
88.28 |
|
1.000 |
87.65 |
|
1.618 |
86.64 |
|
2.618 |
85.00 |
|
4.250 |
82.32 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.64 |
90.22 |
| PP |
90.38 |
89.53 |
| S1 |
90.11 |
88.84 |
|