NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.94 |
92.58 |
1.64 |
1.8% |
86.95 |
| High |
91.98 |
94.54 |
2.56 |
2.8% |
89.81 |
| Low |
90.93 |
92.45 |
1.52 |
1.7% |
86.36 |
| Close |
91.89 |
94.37 |
2.48 |
2.7% |
89.61 |
| Range |
1.05 |
2.09 |
1.04 |
99.0% |
3.45 |
| ATR |
2.09 |
2.13 |
0.04 |
1.9% |
0.00 |
| Volume |
6,829 |
5,900 |
-929 |
-13.6% |
23,670 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.06 |
99.30 |
95.52 |
|
| R3 |
97.97 |
97.21 |
94.94 |
|
| R2 |
95.88 |
95.88 |
94.75 |
|
| R1 |
95.12 |
95.12 |
94.56 |
95.50 |
| PP |
93.79 |
93.79 |
93.79 |
93.98 |
| S1 |
93.03 |
93.03 |
94.18 |
93.41 |
| S2 |
91.70 |
91.70 |
93.99 |
|
| S3 |
89.61 |
90.94 |
93.80 |
|
| S4 |
87.52 |
88.85 |
93.22 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.94 |
97.73 |
91.51 |
|
| R3 |
95.49 |
94.28 |
90.56 |
|
| R2 |
92.04 |
92.04 |
90.24 |
|
| R1 |
90.83 |
90.83 |
89.93 |
91.44 |
| PP |
88.59 |
88.59 |
88.59 |
88.90 |
| S1 |
87.38 |
87.38 |
89.29 |
87.99 |
| S2 |
85.14 |
85.14 |
88.98 |
|
| S3 |
81.69 |
83.93 |
88.66 |
|
| S4 |
78.24 |
80.48 |
87.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.42 |
|
2.618 |
100.01 |
|
1.618 |
97.92 |
|
1.000 |
96.63 |
|
0.618 |
95.83 |
|
HIGH |
94.54 |
|
0.618 |
93.74 |
|
0.500 |
93.50 |
|
0.382 |
93.25 |
|
LOW |
92.45 |
|
0.618 |
91.16 |
|
1.000 |
90.36 |
|
1.618 |
89.07 |
|
2.618 |
86.98 |
|
4.250 |
83.57 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.08 |
93.64 |
| PP |
93.79 |
92.91 |
| S1 |
93.50 |
92.18 |
|