NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.26 |
91.83 |
-0.43 |
-0.5% |
92.63 |
| High |
92.34 |
92.03 |
-0.31 |
-0.3% |
92.63 |
| Low |
91.35 |
89.36 |
-1.99 |
-2.2% |
88.66 |
| Close |
91.67 |
90.04 |
-1.63 |
-1.8% |
91.96 |
| Range |
0.99 |
2.67 |
1.68 |
169.7% |
3.97 |
| ATR |
1.99 |
2.04 |
0.05 |
2.4% |
0.00 |
| Volume |
8,025 |
5,545 |
-2,480 |
-30.9% |
29,490 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.49 |
96.93 |
91.51 |
|
| R3 |
95.82 |
94.26 |
90.77 |
|
| R2 |
93.15 |
93.15 |
90.53 |
|
| R1 |
91.59 |
91.59 |
90.28 |
91.04 |
| PP |
90.48 |
90.48 |
90.48 |
90.20 |
| S1 |
88.92 |
88.92 |
89.80 |
88.37 |
| S2 |
87.81 |
87.81 |
89.55 |
|
| S3 |
85.14 |
86.25 |
89.31 |
|
| S4 |
82.47 |
83.58 |
88.57 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.99 |
101.45 |
94.14 |
|
| R3 |
99.02 |
97.48 |
93.05 |
|
| R2 |
95.05 |
95.05 |
92.69 |
|
| R1 |
93.51 |
93.51 |
92.32 |
92.30 |
| PP |
91.08 |
91.08 |
91.08 |
90.48 |
| S1 |
89.54 |
89.54 |
91.60 |
88.33 |
| S2 |
87.11 |
87.11 |
91.23 |
|
| S3 |
83.14 |
85.57 |
90.87 |
|
| S4 |
79.17 |
81.60 |
89.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.38 |
|
2.618 |
99.02 |
|
1.618 |
96.35 |
|
1.000 |
94.70 |
|
0.618 |
93.68 |
|
HIGH |
92.03 |
|
0.618 |
91.01 |
|
0.500 |
90.70 |
|
0.382 |
90.38 |
|
LOW |
89.36 |
|
0.618 |
87.71 |
|
1.000 |
86.69 |
|
1.618 |
85.04 |
|
2.618 |
82.37 |
|
4.250 |
78.01 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.70 |
90.85 |
| PP |
90.48 |
90.58 |
| S1 |
90.26 |
90.31 |
|