NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.81 |
87.95 |
0.14 |
0.2% |
87.35 |
High |
89.13 |
88.47 |
-0.66 |
-0.7% |
90.89 |
Low |
87.27 |
86.75 |
-0.52 |
-0.6% |
84.97 |
Close |
88.74 |
86.84 |
-1.90 |
-2.1% |
87.28 |
Range |
1.86 |
1.72 |
-0.14 |
-7.5% |
5.92 |
ATR |
2.25 |
2.23 |
-0.02 |
-0.8% |
0.00 |
Volume |
3,978 |
5,134 |
1,156 |
29.1% |
35,338 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.51 |
91.40 |
87.79 |
|
R3 |
90.79 |
89.68 |
87.31 |
|
R2 |
89.07 |
89.07 |
87.16 |
|
R1 |
87.96 |
87.96 |
87.00 |
87.66 |
PP |
87.35 |
87.35 |
87.35 |
87.20 |
S1 |
86.24 |
86.24 |
86.68 |
85.94 |
S2 |
85.63 |
85.63 |
86.52 |
|
S3 |
83.91 |
84.52 |
86.37 |
|
S4 |
82.19 |
82.80 |
85.89 |
|
|
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 |
95.78 |
2.618 |
92.97 |
1.618 |
91.25 |
1.000 |
90.19 |
0.618 |
89.53 |
HIGH |
88.47 |
0.618 |
87.81 |
0.500 |
87.61 |
0.382 |
87.41 |
LOW |
86.75 |
0.618 |
85.69 |
1.000 |
85.03 |
1.618 |
83.97 |
2.618 |
82.25 |
4.250 |
79.44 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.61 |
87.94 |
PP |
87.35 |
87.57 |
S1 |
87.10 |
87.21 |
|