NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.01 |
87.81 |
-1.20 |
-1.3% |
87.35 |
| High |
89.01 |
89.13 |
0.12 |
0.1% |
90.89 |
| Low |
86.90 |
87.27 |
0.37 |
0.4% |
84.97 |
| Close |
87.28 |
88.74 |
1.46 |
1.7% |
87.28 |
| Range |
2.11 |
1.86 |
-0.25 |
-11.8% |
5.92 |
| ATR |
2.28 |
2.25 |
-0.03 |
-1.3% |
0.00 |
| Volume |
5,452 |
3,978 |
-1,474 |
-27.0% |
35,338 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.96 |
93.21 |
89.76 |
|
| R3 |
92.10 |
91.35 |
89.25 |
|
| R2 |
90.24 |
90.24 |
89.08 |
|
| R1 |
89.49 |
89.49 |
88.91 |
89.87 |
| PP |
88.38 |
88.38 |
88.38 |
88.57 |
| S1 |
87.63 |
87.63 |
88.57 |
88.01 |
| S2 |
86.52 |
86.52 |
88.40 |
|
| S3 |
84.66 |
85.77 |
88.23 |
|
| S4 |
82.80 |
83.91 |
87.72 |
|
|
| 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 |
97.04 |
|
2.618 |
94.00 |
|
1.618 |
92.14 |
|
1.000 |
90.99 |
|
0.618 |
90.28 |
|
HIGH |
89.13 |
|
0.618 |
88.42 |
|
0.500 |
88.20 |
|
0.382 |
87.98 |
|
LOW |
87.27 |
|
0.618 |
86.12 |
|
1.000 |
85.41 |
|
1.618 |
84.26 |
|
2.618 |
82.40 |
|
4.250 |
79.37 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.56 |
88.90 |
| PP |
88.38 |
88.84 |
| S1 |
88.20 |
88.79 |
|