NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
82.85 |
81.83 |
-1.02 |
-1.2% |
81.60 |
| High |
83.63 |
88.28 |
4.65 |
5.6% |
88.28 |
| Low |
80.62 |
81.83 |
1.21 |
1.5% |
80.62 |
| Close |
80.78 |
87.95 |
7.17 |
8.9% |
87.95 |
| Range |
3.01 |
6.45 |
3.44 |
114.3% |
7.66 |
| ATR |
0.00 |
2.08 |
2.08 |
|
0.00 |
| Volume |
6,129 |
6,533 |
404 |
6.6% |
28,275 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.37 |
103.11 |
91.50 |
|
| R3 |
98.92 |
96.66 |
89.72 |
|
| R2 |
92.47 |
92.47 |
89.13 |
|
| R1 |
90.21 |
90.21 |
88.54 |
91.34 |
| PP |
86.02 |
86.02 |
86.02 |
86.59 |
| S1 |
83.76 |
83.76 |
87.36 |
84.89 |
| S2 |
79.57 |
79.57 |
86.77 |
|
| S3 |
73.12 |
77.31 |
86.18 |
|
| S4 |
66.67 |
70.86 |
84.40 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.60 |
105.93 |
92.16 |
|
| R3 |
100.94 |
98.27 |
90.06 |
|
| R2 |
93.28 |
93.28 |
89.35 |
|
| R1 |
90.61 |
90.61 |
88.65 |
91.95 |
| PP |
85.62 |
85.62 |
85.62 |
86.28 |
| S1 |
82.95 |
82.95 |
87.25 |
84.29 |
| S2 |
77.96 |
77.96 |
86.55 |
|
| S3 |
70.30 |
75.29 |
85.84 |
|
| S4 |
62.64 |
67.63 |
83.74 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.69 |
|
2.618 |
105.17 |
|
1.618 |
98.72 |
|
1.000 |
94.73 |
|
0.618 |
92.27 |
|
HIGH |
88.28 |
|
0.618 |
85.82 |
|
0.500 |
85.06 |
|
0.382 |
84.29 |
|
LOW |
81.83 |
|
0.618 |
77.84 |
|
1.000 |
75.38 |
|
1.618 |
71.39 |
|
2.618 |
64.94 |
|
4.250 |
54.42 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.99 |
86.78 |
| PP |
86.02 |
85.62 |
| S1 |
85.06 |
84.45 |
|