NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
91.06 |
90.51 |
-0.55 |
-0.6% |
89.89 |
High |
91.34 |
90.80 |
-0.54 |
-0.6% |
94.59 |
Low |
89.73 |
89.61 |
-0.12 |
-0.1% |
89.38 |
Close |
89.90 |
90.26 |
0.36 |
0.4% |
93.38 |
Range |
1.61 |
1.19 |
-0.42 |
-26.1% |
5.21 |
ATR |
2.14 |
2.07 |
-0.07 |
-3.2% |
0.00 |
Volume |
7,841 |
4,875 |
-2,966 |
-37.8% |
29,680 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.79 |
93.22 |
90.91 |
|
R3 |
92.60 |
92.03 |
90.59 |
|
R2 |
91.41 |
91.41 |
90.48 |
|
R1 |
90.84 |
90.84 |
90.37 |
90.53 |
PP |
90.22 |
90.22 |
90.22 |
90.07 |
S1 |
89.65 |
89.65 |
90.15 |
89.34 |
S2 |
89.03 |
89.03 |
90.04 |
|
S3 |
87.84 |
88.46 |
89.93 |
|
S4 |
86.65 |
87.27 |
89.61 |
|
|
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 |
95.86 |
2.618 |
93.92 |
1.618 |
92.73 |
1.000 |
91.99 |
0.618 |
91.54 |
HIGH |
90.80 |
0.618 |
90.35 |
0.500 |
90.21 |
0.382 |
90.06 |
LOW |
89.61 |
0.618 |
88.87 |
1.000 |
88.42 |
1.618 |
87.68 |
2.618 |
86.49 |
4.250 |
84.55 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.24 |
91.69 |
PP |
90.22 |
91.21 |
S1 |
90.21 |
90.74 |
|