NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
93.72 |
91.06 |
-2.66 |
-2.8% |
89.89 |
| High |
93.76 |
91.34 |
-2.42 |
-2.6% |
94.59 |
| Low |
92.63 |
89.73 |
-2.90 |
-3.1% |
89.38 |
| Close |
93.38 |
89.90 |
-3.48 |
-3.7% |
93.38 |
| Range |
1.13 |
1.61 |
0.48 |
42.5% |
5.21 |
| ATR |
2.02 |
2.14 |
0.12 |
5.7% |
0.00 |
| Volume |
11,208 |
7,841 |
-3,367 |
-30.0% |
29,680 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.15 |
94.14 |
90.79 |
|
| R3 |
93.54 |
92.53 |
90.34 |
|
| R2 |
91.93 |
91.93 |
90.20 |
|
| R1 |
90.92 |
90.92 |
90.05 |
90.62 |
| PP |
90.32 |
90.32 |
90.32 |
90.18 |
| S1 |
89.31 |
89.31 |
89.75 |
89.01 |
| S2 |
88.71 |
88.71 |
89.60 |
|
| S3 |
87.10 |
87.70 |
89.46 |
|
| S4 |
85.49 |
86.09 |
89.01 |
|
|
| 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 |
98.18 |
|
2.618 |
95.55 |
|
1.618 |
93.94 |
|
1.000 |
92.95 |
|
0.618 |
92.33 |
|
HIGH |
91.34 |
|
0.618 |
90.72 |
|
0.500 |
90.54 |
|
0.382 |
90.35 |
|
LOW |
89.73 |
|
0.618 |
88.74 |
|
1.000 |
88.12 |
|
1.618 |
87.13 |
|
2.618 |
85.52 |
|
4.250 |
82.89 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.54 |
92.16 |
| PP |
90.32 |
91.41 |
| S1 |
90.11 |
90.65 |
|