NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.36 |
91.55 |
1.19 |
1.3% |
92.63 |
High |
92.00 |
92.09 |
0.09 |
0.1% |
92.63 |
Low |
90.17 |
91.30 |
1.13 |
1.3% |
88.66 |
Close |
91.07 |
91.96 |
0.89 |
1.0% |
91.96 |
Range |
1.83 |
0.79 |
-1.04 |
-56.8% |
3.97 |
ATR |
2.15 |
2.07 |
-0.08 |
-3.7% |
0.00 |
Volume |
6,513 |
4,074 |
-2,439 |
-37.4% |
29,490 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.15 |
93.85 |
92.39 |
|
R3 |
93.36 |
93.06 |
92.18 |
|
R2 |
92.57 |
92.57 |
92.10 |
|
R1 |
92.27 |
92.27 |
92.03 |
92.42 |
PP |
91.78 |
91.78 |
91.78 |
91.86 |
S1 |
91.48 |
91.48 |
91.89 |
91.63 |
S2 |
90.99 |
90.99 |
91.82 |
|
S3 |
90.20 |
90.69 |
91.74 |
|
S4 |
89.41 |
89.90 |
91.53 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.99 |
101.45 |
94.14 |
|
R3 |
99.02 |
97.48 |
93.05 |
|
R2 |
95.05 |
95.05 |
92.69 |
|
R1 |
93.51 |
93.51 |
92.32 |
92.30 |
PP |
91.08 |
91.08 |
91.08 |
90.48 |
S1 |
89.54 |
89.54 |
91.60 |
88.33 |
S2 |
87.11 |
87.11 |
91.23 |
|
S3 |
83.14 |
85.57 |
90.87 |
|
S4 |
79.17 |
81.60 |
89.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.45 |
2.618 |
94.16 |
1.618 |
93.37 |
1.000 |
92.88 |
0.618 |
92.58 |
HIGH |
92.09 |
0.618 |
91.79 |
0.500 |
91.70 |
0.382 |
91.60 |
LOW |
91.30 |
0.618 |
90.81 |
1.000 |
90.51 |
1.618 |
90.02 |
2.618 |
89.23 |
4.250 |
87.94 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.87 |
91.43 |
PP |
91.78 |
90.90 |
S1 |
91.70 |
90.38 |
|