NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.90 |
93.99 |
1.09 |
1.2% |
92.26 |
| High |
93.96 |
95.93 |
1.97 |
2.1% |
93.25 |
| Low |
92.44 |
93.99 |
1.55 |
1.7% |
89.15 |
| Close |
93.96 |
95.45 |
1.49 |
1.6% |
93.13 |
| Range |
1.52 |
1.94 |
0.42 |
27.6% |
4.10 |
| ATR |
2.09 |
2.08 |
-0.01 |
-0.4% |
0.00 |
| Volume |
12,442 |
6,315 |
-6,127 |
-49.2% |
42,070 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.94 |
100.14 |
96.52 |
|
| R3 |
99.00 |
98.20 |
95.98 |
|
| R2 |
97.06 |
97.06 |
95.81 |
|
| R1 |
96.26 |
96.26 |
95.63 |
96.66 |
| PP |
95.12 |
95.12 |
95.12 |
95.33 |
| S1 |
94.32 |
94.32 |
95.27 |
94.72 |
| S2 |
93.18 |
93.18 |
95.09 |
|
| S3 |
91.24 |
92.38 |
94.92 |
|
| S4 |
89.30 |
90.44 |
94.38 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.14 |
102.74 |
95.39 |
|
| R3 |
100.04 |
98.64 |
94.26 |
|
| R2 |
95.94 |
95.94 |
93.88 |
|
| R1 |
94.54 |
94.54 |
93.51 |
95.24 |
| PP |
91.84 |
91.84 |
91.84 |
92.20 |
| S1 |
90.44 |
90.44 |
92.75 |
91.14 |
| S2 |
87.74 |
87.74 |
92.38 |
|
| S3 |
83.64 |
86.34 |
92.00 |
|
| S4 |
79.54 |
82.24 |
90.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.18 |
|
2.618 |
101.01 |
|
1.618 |
99.07 |
|
1.000 |
97.87 |
|
0.618 |
97.13 |
|
HIGH |
95.93 |
|
0.618 |
95.19 |
|
0.500 |
94.96 |
|
0.382 |
94.73 |
|
LOW |
93.99 |
|
0.618 |
92.79 |
|
1.000 |
92.05 |
|
1.618 |
90.85 |
|
2.618 |
88.91 |
|
4.250 |
85.75 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.29 |
94.61 |
| PP |
95.12 |
93.77 |
| S1 |
94.96 |
92.94 |
|