NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.35 |
89.01 |
-0.34 |
-0.4% |
87.35 |
High |
90.89 |
89.01 |
-1.88 |
-2.1% |
90.89 |
Low |
89.30 |
86.90 |
-2.40 |
-2.7% |
84.97 |
Close |
89.89 |
87.28 |
-2.61 |
-2.9% |
87.28 |
Range |
1.59 |
2.11 |
0.52 |
32.7% |
5.92 |
ATR |
2.23 |
2.28 |
0.05 |
2.4% |
0.00 |
Volume |
10,188 |
5,452 |
-4,736 |
-46.5% |
35,338 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.06 |
92.78 |
88.44 |
|
R3 |
91.95 |
90.67 |
87.86 |
|
R2 |
89.84 |
89.84 |
87.67 |
|
R1 |
88.56 |
88.56 |
87.47 |
88.15 |
PP |
87.73 |
87.73 |
87.73 |
87.52 |
S1 |
86.45 |
86.45 |
87.09 |
86.04 |
S2 |
85.62 |
85.62 |
86.89 |
|
S3 |
83.51 |
84.34 |
86.70 |
|
S4 |
81.40 |
82.23 |
86.12 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.47 |
102.30 |
90.54 |
|
R3 |
99.55 |
96.38 |
88.91 |
|
R2 |
93.63 |
93.63 |
88.37 |
|
R1 |
90.46 |
90.46 |
87.82 |
89.09 |
PP |
87.71 |
87.71 |
87.71 |
87.03 |
S1 |
84.54 |
84.54 |
86.74 |
83.17 |
S2 |
81.79 |
81.79 |
86.19 |
|
S3 |
75.87 |
78.62 |
85.65 |
|
S4 |
69.95 |
72.70 |
84.02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.98 |
2.618 |
94.53 |
1.618 |
92.42 |
1.000 |
91.12 |
0.618 |
90.31 |
HIGH |
89.01 |
0.618 |
88.20 |
0.500 |
87.96 |
0.382 |
87.71 |
LOW |
86.90 |
0.618 |
85.60 |
1.000 |
84.79 |
1.618 |
83.49 |
2.618 |
81.38 |
4.250 |
77.93 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.96 |
88.89 |
PP |
87.73 |
88.35 |
S1 |
87.51 |
87.82 |
|