NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.41 |
86.95 |
-1.46 |
-1.7% |
87.01 |
| High |
88.80 |
88.82 |
0.02 |
0.0% |
91.01 |
| Low |
86.60 |
86.83 |
0.23 |
0.3% |
84.64 |
| Close |
86.98 |
88.48 |
1.50 |
1.7% |
86.98 |
| Range |
2.20 |
1.99 |
-0.21 |
-9.5% |
6.37 |
| ATR |
2.40 |
2.37 |
-0.03 |
-1.2% |
0.00 |
| Volume |
6,315 |
4,941 |
-1,374 |
-21.8% |
27,566 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.01 |
93.24 |
89.57 |
|
| R3 |
92.02 |
91.25 |
89.03 |
|
| R2 |
90.03 |
90.03 |
88.84 |
|
| R1 |
89.26 |
89.26 |
88.66 |
89.65 |
| PP |
88.04 |
88.04 |
88.04 |
88.24 |
| S1 |
87.27 |
87.27 |
88.30 |
87.66 |
| S2 |
86.05 |
86.05 |
88.12 |
|
| S3 |
84.06 |
85.28 |
87.93 |
|
| S4 |
82.07 |
83.29 |
87.39 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.65 |
103.19 |
90.48 |
|
| R3 |
100.28 |
96.82 |
88.73 |
|
| R2 |
93.91 |
93.91 |
88.15 |
|
| R1 |
90.45 |
90.45 |
87.56 |
89.00 |
| PP |
87.54 |
87.54 |
87.54 |
86.82 |
| S1 |
84.08 |
84.08 |
86.40 |
82.63 |
| S2 |
81.17 |
81.17 |
85.81 |
|
| S3 |
74.80 |
77.71 |
85.23 |
|
| S4 |
68.43 |
71.34 |
83.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.28 |
|
2.618 |
94.03 |
|
1.618 |
92.04 |
|
1.000 |
90.81 |
|
0.618 |
90.05 |
|
HIGH |
88.82 |
|
0.618 |
88.06 |
|
0.500 |
87.83 |
|
0.382 |
87.59 |
|
LOW |
86.83 |
|
0.618 |
85.60 |
|
1.000 |
84.84 |
|
1.618 |
83.61 |
|
2.618 |
81.62 |
|
4.250 |
78.37 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.26 |
88.81 |
| PP |
88.04 |
88.70 |
| S1 |
87.83 |
88.59 |
|