NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.58 |
91.25 |
0.67 |
0.7% |
91.06 |
| High |
92.15 |
92.16 |
0.01 |
0.0% |
92.16 |
| Low |
90.05 |
91.25 |
1.20 |
1.3% |
88.85 |
| Close |
91.27 |
92.16 |
0.89 |
1.0% |
92.16 |
| Range |
2.10 |
0.91 |
-1.19 |
-56.7% |
3.31 |
| ATR |
2.08 |
2.00 |
-0.08 |
-4.0% |
0.00 |
| Volume |
5,539 |
5,500 |
-39 |
-0.7% |
29,292 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.59 |
94.28 |
92.66 |
|
| R3 |
93.68 |
93.37 |
92.41 |
|
| R2 |
92.77 |
92.77 |
92.33 |
|
| R1 |
92.46 |
92.46 |
92.24 |
92.62 |
| PP |
91.86 |
91.86 |
91.86 |
91.93 |
| S1 |
91.55 |
91.55 |
92.08 |
91.71 |
| S2 |
90.95 |
90.95 |
91.99 |
|
| S3 |
90.04 |
90.64 |
91.91 |
|
| S4 |
89.13 |
89.73 |
91.66 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.99 |
99.88 |
93.98 |
|
| R3 |
97.68 |
96.57 |
93.07 |
|
| R2 |
94.37 |
94.37 |
92.77 |
|
| R1 |
93.26 |
93.26 |
92.46 |
93.82 |
| PP |
91.06 |
91.06 |
91.06 |
91.33 |
| S1 |
89.95 |
89.95 |
91.86 |
90.51 |
| S2 |
87.75 |
87.75 |
91.55 |
|
| S3 |
84.44 |
86.64 |
91.25 |
|
| S4 |
81.13 |
83.33 |
90.34 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.03 |
|
2.618 |
94.54 |
|
1.618 |
93.63 |
|
1.000 |
93.07 |
|
0.618 |
92.72 |
|
HIGH |
92.16 |
|
0.618 |
91.81 |
|
0.500 |
91.71 |
|
0.382 |
91.60 |
|
LOW |
91.25 |
|
0.618 |
90.69 |
|
1.000 |
90.34 |
|
1.618 |
89.78 |
|
2.618 |
88.87 |
|
4.250 |
87.38 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.01 |
91.61 |
| PP |
91.86 |
91.06 |
| S1 |
91.71 |
90.51 |
|