NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.35 |
87.02 |
-0.33 |
-0.4% |
81.60 |
| High |
87.56 |
90.52 |
2.96 |
3.4% |
88.28 |
| Low |
84.97 |
86.88 |
1.91 |
2.2% |
80.62 |
| Close |
86.54 |
90.17 |
3.63 |
4.2% |
87.95 |
| Range |
2.59 |
3.64 |
1.05 |
40.5% |
7.66 |
| ATR |
2.15 |
2.28 |
0.13 |
6.1% |
0.00 |
| Volume |
10,772 |
8,926 |
-1,846 |
-17.1% |
28,275 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.11 |
98.78 |
92.17 |
|
| R3 |
96.47 |
95.14 |
91.17 |
|
| R2 |
92.83 |
92.83 |
90.84 |
|
| R1 |
91.50 |
91.50 |
90.50 |
92.17 |
| PP |
89.19 |
89.19 |
89.19 |
89.52 |
| S1 |
87.86 |
87.86 |
89.84 |
88.53 |
| S2 |
85.55 |
85.55 |
89.50 |
|
| S3 |
81.91 |
84.22 |
89.17 |
|
| S4 |
78.27 |
80.58 |
88.17 |
|
|
| 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 |
105.99 |
|
2.618 |
100.05 |
|
1.618 |
96.41 |
|
1.000 |
94.16 |
|
0.618 |
92.77 |
|
HIGH |
90.52 |
|
0.618 |
89.13 |
|
0.500 |
88.70 |
|
0.382 |
88.27 |
|
LOW |
86.88 |
|
0.618 |
84.63 |
|
1.000 |
83.24 |
|
1.618 |
80.99 |
|
2.618 |
77.35 |
|
4.250 |
71.41 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.68 |
88.84 |
| PP |
89.19 |
87.51 |
| S1 |
88.70 |
86.18 |
|