NYMEX Light Sweet Crude Oil Future March 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 |
92.02 |
91.65 |
-0.37 |
-0.4% |
91.06 |
| High |
92.21 |
91.98 |
-0.23 |
-0.2% |
92.16 |
| Low |
91.51 |
89.58 |
-1.93 |
-2.1% |
88.85 |
| Close |
91.88 |
90.28 |
-1.60 |
-1.7% |
92.16 |
| Range |
0.70 |
2.40 |
1.70 |
242.9% |
3.31 |
| ATR |
1.90 |
1.94 |
0.04 |
1.9% |
0.00 |
| Volume |
9,401 |
4,176 |
-5,225 |
-55.6% |
29,292 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.81 |
96.45 |
91.60 |
|
| R3 |
95.41 |
94.05 |
90.94 |
|
| R2 |
93.01 |
93.01 |
90.72 |
|
| R1 |
91.65 |
91.65 |
90.50 |
91.13 |
| PP |
90.61 |
90.61 |
90.61 |
90.36 |
| S1 |
89.25 |
89.25 |
90.06 |
88.73 |
| S2 |
88.21 |
88.21 |
89.84 |
|
| S3 |
85.81 |
86.85 |
89.62 |
|
| S4 |
83.41 |
84.45 |
88.96 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.99 |
99.88 |
93.98 |
|
| R3 |
97.68 |
96.57 |
93.07 |
|
| R2 |
94.37 |
94.37 |
92.77 |
|
| R1 |
93.26 |
93.26 |
92.46 |
93.82 |
| PP |
91.06 |
91.06 |
91.06 |
91.33 |
| S1 |
89.95 |
89.95 |
91.86 |
90.51 |
| S2 |
87.75 |
87.75 |
91.55 |
|
| S3 |
84.44 |
86.64 |
91.25 |
|
| S4 |
81.13 |
83.33 |
90.34 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.18 |
|
2.618 |
98.26 |
|
1.618 |
95.86 |
|
1.000 |
94.38 |
|
0.618 |
93.46 |
|
HIGH |
91.98 |
|
0.618 |
91.06 |
|
0.500 |
90.78 |
|
0.382 |
90.50 |
|
LOW |
89.58 |
|
0.618 |
88.10 |
|
1.000 |
87.18 |
|
1.618 |
85.70 |
|
2.618 |
83.30 |
|
4.250 |
79.38 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.78 |
90.90 |
| PP |
90.61 |
90.69 |
| S1 |
90.45 |
90.49 |
|