NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.20 |
91.40 |
0.20 |
0.2% |
87.81 |
| High |
91.80 |
92.21 |
0.41 |
0.4% |
90.07 |
| Low |
90.14 |
91.29 |
1.15 |
1.3% |
86.75 |
| Close |
91.67 |
92.10 |
0.43 |
0.5% |
89.88 |
| Range |
1.66 |
0.92 |
-0.74 |
-44.6% |
3.32 |
| ATR |
2.08 |
2.00 |
-0.08 |
-4.0% |
0.00 |
| Volume |
3,130 |
4,720 |
1,590 |
50.8% |
26,665 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.63 |
94.28 |
92.61 |
|
| R3 |
93.71 |
93.36 |
92.35 |
|
| R2 |
92.79 |
92.79 |
92.27 |
|
| R1 |
92.44 |
92.44 |
92.18 |
92.62 |
| PP |
91.87 |
91.87 |
91.87 |
91.95 |
| S1 |
91.52 |
91.52 |
92.02 |
91.70 |
| S2 |
90.95 |
90.95 |
91.93 |
|
| S3 |
90.03 |
90.60 |
91.85 |
|
| S4 |
89.11 |
89.68 |
91.59 |
|
|
| 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 |
96.12 |
|
2.618 |
94.62 |
|
1.618 |
93.70 |
|
1.000 |
93.13 |
|
0.618 |
92.78 |
|
HIGH |
92.21 |
|
0.618 |
91.86 |
|
0.500 |
91.75 |
|
0.382 |
91.64 |
|
LOW |
91.29 |
|
0.618 |
90.72 |
|
1.000 |
90.37 |
|
1.618 |
89.80 |
|
2.618 |
88.88 |
|
4.250 |
87.38 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.98 |
91.67 |
| PP |
91.87 |
91.23 |
| S1 |
91.75 |
90.80 |
|