NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.20 |
86.80 |
-0.40 |
-0.5% |
87.01 |
| High |
88.29 |
88.93 |
0.64 |
0.7% |
91.01 |
| Low |
86.36 |
86.80 |
0.44 |
0.5% |
84.64 |
| Close |
86.55 |
88.39 |
1.84 |
2.1% |
86.98 |
| Range |
1.93 |
2.13 |
0.20 |
10.4% |
6.37 |
| ATR |
2.35 |
2.35 |
0.00 |
0.1% |
0.00 |
| Volume |
4,933 |
4,725 |
-208 |
-4.2% |
27,566 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.43 |
93.54 |
89.56 |
|
| R3 |
92.30 |
91.41 |
88.98 |
|
| R2 |
90.17 |
90.17 |
88.78 |
|
| R1 |
89.28 |
89.28 |
88.59 |
89.73 |
| PP |
88.04 |
88.04 |
88.04 |
88.26 |
| S1 |
87.15 |
87.15 |
88.19 |
87.60 |
| S2 |
85.91 |
85.91 |
88.00 |
|
| S3 |
83.78 |
85.02 |
87.80 |
|
| S4 |
81.65 |
82.89 |
87.22 |
|
|
| 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 |
97.98 |
|
2.618 |
94.51 |
|
1.618 |
92.38 |
|
1.000 |
91.06 |
|
0.618 |
90.25 |
|
HIGH |
88.93 |
|
0.618 |
88.12 |
|
0.500 |
87.87 |
|
0.382 |
87.61 |
|
LOW |
86.80 |
|
0.618 |
85.48 |
|
1.000 |
84.67 |
|
1.618 |
83.35 |
|
2.618 |
81.22 |
|
4.250 |
77.75 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.22 |
88.14 |
| PP |
88.04 |
87.89 |
| S1 |
87.87 |
87.65 |
|