NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.45 |
89.25 |
2.80 |
3.2% |
81.36 |
High |
89.97 |
90.71 |
0.74 |
0.8% |
87.35 |
Low |
86.17 |
88.68 |
2.51 |
2.9% |
79.69 |
Close |
89.62 |
89.26 |
-0.36 |
-0.4% |
87.13 |
Range |
3.80 |
2.03 |
-1.77 |
-46.6% |
7.66 |
ATR |
2.67 |
2.62 |
-0.05 |
-1.7% |
0.00 |
Volume |
9,204 |
13,232 |
4,028 |
43.8% |
50,438 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.64 |
94.48 |
90.38 |
|
R3 |
93.61 |
92.45 |
89.82 |
|
R2 |
91.58 |
91.58 |
89.63 |
|
R1 |
90.42 |
90.42 |
89.45 |
91.00 |
PP |
89.55 |
89.55 |
89.55 |
89.84 |
S1 |
88.39 |
88.39 |
89.07 |
88.97 |
S2 |
87.52 |
87.52 |
88.89 |
|
S3 |
85.49 |
86.36 |
88.70 |
|
S4 |
83.46 |
84.33 |
88.14 |
|
|
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 |
99.34 |
2.618 |
96.02 |
1.618 |
93.99 |
1.000 |
92.74 |
0.618 |
91.96 |
HIGH |
90.71 |
0.618 |
89.93 |
0.500 |
89.70 |
0.382 |
89.46 |
LOW |
88.68 |
0.618 |
87.43 |
1.000 |
86.65 |
1.618 |
85.40 |
2.618 |
83.37 |
4.250 |
80.05 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.70 |
88.67 |
PP |
89.55 |
88.07 |
S1 |
89.41 |
87.48 |
|