NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
80.68 |
86.61 |
5.93 |
7.4% |
81.36 |
High |
87.35 |
86.61 |
-0.74 |
-0.8% |
87.35 |
Low |
80.68 |
84.24 |
3.56 |
4.4% |
79.69 |
Close |
87.13 |
85.86 |
-1.27 |
-1.5% |
87.13 |
Range |
6.67 |
2.37 |
-4.30 |
-64.5% |
7.66 |
ATR |
2.53 |
2.56 |
0.03 |
1.0% |
0.00 |
Volume |
11,694 |
11,780 |
86 |
0.7% |
50,438 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.68 |
91.64 |
87.16 |
|
R3 |
90.31 |
89.27 |
86.51 |
|
R2 |
87.94 |
87.94 |
86.29 |
|
R1 |
86.90 |
86.90 |
86.08 |
86.24 |
PP |
85.57 |
85.57 |
85.57 |
85.24 |
S1 |
84.53 |
84.53 |
85.64 |
83.87 |
S2 |
83.20 |
83.20 |
85.43 |
|
S3 |
80.83 |
82.16 |
85.21 |
|
S4 |
78.46 |
79.79 |
84.56 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.70 |
105.08 |
91.34 |
|
R3 |
100.04 |
97.42 |
89.24 |
|
R2 |
92.38 |
92.38 |
88.53 |
|
R1 |
89.76 |
89.76 |
87.83 |
91.07 |
PP |
84.72 |
84.72 |
84.72 |
85.38 |
S1 |
82.10 |
82.10 |
86.43 |
83.41 |
S2 |
77.06 |
77.06 |
85.73 |
|
S3 |
69.40 |
74.44 |
85.02 |
|
S4 |
61.74 |
66.78 |
82.92 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.68 |
2.618 |
92.81 |
1.618 |
90.44 |
1.000 |
88.98 |
0.618 |
88.07 |
HIGH |
86.61 |
0.618 |
85.70 |
0.500 |
85.43 |
0.382 |
85.15 |
LOW |
84.24 |
0.618 |
82.78 |
1.000 |
81.87 |
1.618 |
80.41 |
2.618 |
78.04 |
4.250 |
74.17 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
85.72 |
85.08 |
PP |
85.57 |
84.30 |
S1 |
85.43 |
83.52 |
|