NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.59 |
93.72 |
1.13 |
1.2% |
89.89 |
| High |
94.59 |
93.76 |
-0.83 |
-0.9% |
94.59 |
| Low |
92.59 |
92.63 |
0.04 |
0.0% |
89.38 |
| Close |
94.49 |
93.38 |
-1.11 |
-1.2% |
93.38 |
| Range |
2.00 |
1.13 |
-0.87 |
-43.5% |
5.21 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.6% |
0.00 |
| Volume |
6,965 |
11,208 |
4,243 |
60.9% |
29,680 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.65 |
96.14 |
94.00 |
|
| R3 |
95.52 |
95.01 |
93.69 |
|
| R2 |
94.39 |
94.39 |
93.59 |
|
| R1 |
93.88 |
93.88 |
93.48 |
93.57 |
| PP |
93.26 |
93.26 |
93.26 |
93.10 |
| S1 |
92.75 |
92.75 |
93.28 |
92.44 |
| S2 |
92.13 |
92.13 |
93.17 |
|
| S3 |
91.00 |
91.62 |
93.07 |
|
| S4 |
89.87 |
90.49 |
92.76 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.08 |
105.94 |
96.25 |
|
| R3 |
102.87 |
100.73 |
94.81 |
|
| R2 |
97.66 |
97.66 |
94.34 |
|
| R1 |
95.52 |
95.52 |
93.86 |
96.59 |
| PP |
92.45 |
92.45 |
92.45 |
92.99 |
| S1 |
90.31 |
90.31 |
92.90 |
91.38 |
| S2 |
87.24 |
87.24 |
92.42 |
|
| S3 |
82.03 |
85.10 |
91.95 |
|
| S4 |
76.82 |
79.89 |
90.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.56 |
|
2.618 |
96.72 |
|
1.618 |
95.59 |
|
1.000 |
94.89 |
|
0.618 |
94.46 |
|
HIGH |
93.76 |
|
0.618 |
93.33 |
|
0.500 |
93.20 |
|
0.382 |
93.06 |
|
LOW |
92.63 |
|
0.618 |
91.93 |
|
1.000 |
91.50 |
|
1.618 |
90.80 |
|
2.618 |
89.67 |
|
4.250 |
87.83 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.32 |
93.23 |
| PP |
93.26 |
93.09 |
| S1 |
93.20 |
92.94 |
|