NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.51 |
89.92 |
-0.59 |
-0.7% |
89.89 |
| High |
90.80 |
91.03 |
0.23 |
0.3% |
94.59 |
| Low |
89.61 |
88.85 |
-0.76 |
-0.8% |
89.38 |
| Close |
90.26 |
90.81 |
0.55 |
0.6% |
93.38 |
| Range |
1.19 |
2.18 |
0.99 |
83.2% |
5.21 |
| ATR |
2.07 |
2.08 |
0.01 |
0.4% |
0.00 |
| Volume |
4,875 |
5,537 |
662 |
13.6% |
29,680 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.77 |
95.97 |
92.01 |
|
| R3 |
94.59 |
93.79 |
91.41 |
|
| R2 |
92.41 |
92.41 |
91.21 |
|
| R1 |
91.61 |
91.61 |
91.01 |
92.01 |
| PP |
90.23 |
90.23 |
90.23 |
90.43 |
| S1 |
89.43 |
89.43 |
90.61 |
89.83 |
| S2 |
88.05 |
88.05 |
90.41 |
|
| S3 |
85.87 |
87.25 |
90.21 |
|
| S4 |
83.69 |
85.07 |
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 |
100.30 |
|
2.618 |
96.74 |
|
1.618 |
94.56 |
|
1.000 |
93.21 |
|
0.618 |
92.38 |
|
HIGH |
91.03 |
|
0.618 |
90.20 |
|
0.500 |
89.94 |
|
0.382 |
89.68 |
|
LOW |
88.85 |
|
0.618 |
87.50 |
|
1.000 |
86.67 |
|
1.618 |
85.32 |
|
2.618 |
83.14 |
|
4.250 |
79.59 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.52 |
90.57 |
| PP |
90.23 |
90.33 |
| S1 |
89.94 |
90.10 |
|