NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.92 |
90.58 |
0.66 |
0.7% |
89.89 |
| High |
91.03 |
92.15 |
1.12 |
1.2% |
94.59 |
| Low |
88.85 |
90.05 |
1.20 |
1.4% |
89.38 |
| Close |
90.81 |
91.27 |
0.46 |
0.5% |
93.38 |
| Range |
2.18 |
2.10 |
-0.08 |
-3.7% |
5.21 |
| ATR |
2.08 |
2.08 |
0.00 |
0.1% |
0.00 |
| Volume |
5,537 |
5,539 |
2 |
0.0% |
29,680 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.46 |
96.46 |
92.43 |
|
| R3 |
95.36 |
94.36 |
91.85 |
|
| R2 |
93.26 |
93.26 |
91.66 |
|
| R1 |
92.26 |
92.26 |
91.46 |
92.76 |
| PP |
91.16 |
91.16 |
91.16 |
91.41 |
| S1 |
90.16 |
90.16 |
91.08 |
90.66 |
| S2 |
89.06 |
89.06 |
90.89 |
|
| S3 |
86.96 |
88.06 |
90.69 |
|
| S4 |
84.86 |
85.96 |
90.12 |
|
|
| 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 |
101.08 |
|
2.618 |
97.65 |
|
1.618 |
95.55 |
|
1.000 |
94.25 |
|
0.618 |
93.45 |
|
HIGH |
92.15 |
|
0.618 |
91.35 |
|
0.500 |
91.10 |
|
0.382 |
90.85 |
|
LOW |
90.05 |
|
0.618 |
88.75 |
|
1.000 |
87.95 |
|
1.618 |
86.65 |
|
2.618 |
84.55 |
|
4.250 |
81.13 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.21 |
91.01 |
| PP |
91.16 |
90.76 |
| S1 |
91.10 |
90.50 |
|