NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
93.54 |
92.63 |
-0.91 |
-1.0% |
89.46 |
High |
93.83 |
92.63 |
-1.20 |
-1.3% |
94.54 |
Low |
92.46 |
89.70 |
-2.76 |
-3.0% |
89.29 |
Close |
93.25 |
89.71 |
-3.54 |
-3.8% |
93.25 |
Range |
1.37 |
2.93 |
1.56 |
113.9% |
5.25 |
ATR |
2.12 |
2.22 |
0.10 |
4.8% |
0.00 |
Volume |
10,636 |
5,588 |
-5,048 |
-47.5% |
32,121 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.47 |
97.52 |
91.32 |
|
R3 |
96.54 |
94.59 |
90.52 |
|
R2 |
93.61 |
93.61 |
90.25 |
|
R1 |
91.66 |
91.66 |
89.98 |
91.17 |
PP |
90.68 |
90.68 |
90.68 |
90.44 |
S1 |
88.73 |
88.73 |
89.44 |
88.24 |
S2 |
87.75 |
87.75 |
89.17 |
|
S3 |
84.82 |
85.80 |
88.90 |
|
S4 |
81.89 |
82.87 |
88.10 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.11 |
105.93 |
96.14 |
|
R3 |
102.86 |
100.68 |
94.69 |
|
R2 |
97.61 |
97.61 |
94.21 |
|
R1 |
95.43 |
95.43 |
93.73 |
96.52 |
PP |
92.36 |
92.36 |
92.36 |
92.91 |
S1 |
90.18 |
90.18 |
92.77 |
91.27 |
S2 |
87.11 |
87.11 |
92.29 |
|
S3 |
81.86 |
84.93 |
91.81 |
|
S4 |
76.61 |
79.68 |
90.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.08 |
2.618 |
100.30 |
1.618 |
97.37 |
1.000 |
95.56 |
0.618 |
94.44 |
HIGH |
92.63 |
0.618 |
91.51 |
0.500 |
91.17 |
0.382 |
90.82 |
LOW |
89.70 |
0.618 |
87.89 |
1.000 |
86.77 |
1.618 |
84.96 |
2.618 |
82.03 |
4.250 |
77.25 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.17 |
92.12 |
PP |
90.68 |
91.32 |
S1 |
90.20 |
90.51 |
|