NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
81.83 |
87.35 |
5.52 |
6.7% |
81.60 |
| High |
88.28 |
87.56 |
-0.72 |
-0.8% |
88.28 |
| Low |
81.83 |
84.97 |
3.14 |
3.8% |
80.62 |
| Close |
87.95 |
86.54 |
-1.41 |
-1.6% |
87.95 |
| Range |
6.45 |
2.59 |
-3.86 |
-59.8% |
7.66 |
| ATR |
2.08 |
2.15 |
0.06 |
3.1% |
0.00 |
| Volume |
6,533 |
10,772 |
4,239 |
64.9% |
28,275 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.13 |
92.92 |
87.96 |
|
| R3 |
91.54 |
90.33 |
87.25 |
|
| R2 |
88.95 |
88.95 |
87.01 |
|
| R1 |
87.74 |
87.74 |
86.78 |
87.05 |
| PP |
86.36 |
86.36 |
86.36 |
86.01 |
| S1 |
85.15 |
85.15 |
86.30 |
84.46 |
| S2 |
83.77 |
83.77 |
86.07 |
|
| S3 |
81.18 |
82.56 |
85.83 |
|
| S4 |
78.59 |
79.97 |
85.12 |
|
|
| 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 |
98.57 |
|
2.618 |
94.34 |
|
1.618 |
91.75 |
|
1.000 |
90.15 |
|
0.618 |
89.16 |
|
HIGH |
87.56 |
|
0.618 |
86.57 |
|
0.500 |
86.27 |
|
0.382 |
85.96 |
|
LOW |
84.97 |
|
0.618 |
83.37 |
|
1.000 |
82.38 |
|
1.618 |
80.78 |
|
2.618 |
78.19 |
|
4.250 |
73.96 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.45 |
85.84 |
| PP |
86.36 |
85.15 |
| S1 |
86.27 |
84.45 |
|