NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.29 |
89.89 |
0.60 |
0.7% |
87.81 |
| High |
90.07 |
91.20 |
1.13 |
1.3% |
90.07 |
| Low |
88.92 |
89.38 |
0.46 |
0.5% |
86.75 |
| Close |
89.88 |
91.20 |
1.32 |
1.5% |
89.88 |
| Range |
1.15 |
1.82 |
0.67 |
58.3% |
3.32 |
| ATR |
2.14 |
2.12 |
-0.02 |
-1.1% |
0.00 |
| Volume |
5,803 |
3,657 |
-2,146 |
-37.0% |
26,665 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.05 |
95.45 |
92.20 |
|
| R3 |
94.23 |
93.63 |
91.70 |
|
| R2 |
92.41 |
92.41 |
91.53 |
|
| R1 |
91.81 |
91.81 |
91.37 |
92.11 |
| PP |
90.59 |
90.59 |
90.59 |
90.75 |
| S1 |
89.99 |
89.99 |
91.03 |
90.29 |
| S2 |
88.77 |
88.77 |
90.87 |
|
| S3 |
86.95 |
88.17 |
90.70 |
|
| S4 |
85.13 |
86.35 |
90.20 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
97.69 |
91.71 |
|
| R3 |
95.54 |
94.37 |
90.79 |
|
| R2 |
92.22 |
92.22 |
90.49 |
|
| R1 |
91.05 |
91.05 |
90.18 |
91.64 |
| PP |
88.90 |
88.90 |
88.90 |
89.19 |
| S1 |
87.73 |
87.73 |
89.58 |
88.32 |
| S2 |
85.58 |
85.58 |
89.27 |
|
| S3 |
82.26 |
84.41 |
88.97 |
|
| S4 |
78.94 |
81.09 |
88.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.94 |
|
2.618 |
95.96 |
|
1.618 |
94.14 |
|
1.000 |
93.02 |
|
0.618 |
92.32 |
|
HIGH |
91.20 |
|
0.618 |
90.50 |
|
0.500 |
90.29 |
|
0.382 |
90.08 |
|
LOW |
89.38 |
|
0.618 |
88.26 |
|
1.000 |
87.56 |
|
1.618 |
86.44 |
|
2.618 |
84.62 |
|
4.250 |
81.65 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.90 |
90.51 |
| PP |
90.59 |
89.81 |
| S1 |
90.29 |
89.12 |
|