NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
90.70 |
90.20 |
-0.50 |
-0.6% |
92.26 |
| High |
91.45 |
93.25 |
1.80 |
2.0% |
93.25 |
| Low |
89.15 |
89.94 |
0.79 |
0.9% |
89.15 |
| Close |
89.19 |
93.13 |
3.94 |
4.4% |
93.13 |
| Range |
2.30 |
3.31 |
1.01 |
43.9% |
4.10 |
| ATR |
1.99 |
2.14 |
0.15 |
7.4% |
0.00 |
| Volume |
8,187 |
11,460 |
3,273 |
40.0% |
42,070 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.04 |
100.89 |
94.95 |
|
| R3 |
98.73 |
97.58 |
94.04 |
|
| R2 |
95.42 |
95.42 |
93.74 |
|
| R1 |
94.27 |
94.27 |
93.43 |
94.85 |
| PP |
92.11 |
92.11 |
92.11 |
92.39 |
| S1 |
90.96 |
90.96 |
92.83 |
91.54 |
| S2 |
88.80 |
88.80 |
92.52 |
|
| S3 |
85.49 |
87.65 |
92.22 |
|
| S4 |
82.18 |
84.34 |
91.31 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.14 |
102.74 |
95.39 |
|
| R3 |
100.04 |
98.64 |
94.26 |
|
| R2 |
95.94 |
95.94 |
93.88 |
|
| R1 |
94.54 |
94.54 |
93.51 |
95.24 |
| PP |
91.84 |
91.84 |
91.84 |
92.20 |
| S1 |
90.44 |
90.44 |
92.75 |
91.14 |
| S2 |
87.74 |
87.74 |
92.38 |
|
| S3 |
83.64 |
86.34 |
92.00 |
|
| S4 |
79.54 |
82.24 |
90.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.32 |
|
2.618 |
101.92 |
|
1.618 |
98.61 |
|
1.000 |
96.56 |
|
0.618 |
95.30 |
|
HIGH |
93.25 |
|
0.618 |
91.99 |
|
0.500 |
91.60 |
|
0.382 |
91.20 |
|
LOW |
89.94 |
|
0.618 |
87.89 |
|
1.000 |
86.63 |
|
1.618 |
84.58 |
|
2.618 |
81.27 |
|
4.250 |
75.87 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.62 |
92.49 |
| PP |
92.11 |
91.84 |
| S1 |
91.60 |
91.20 |
|