NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
91.25 |
92.02 |
0.77 |
0.8% |
91.06 |
High |
92.16 |
92.21 |
0.05 |
0.1% |
92.16 |
Low |
91.25 |
91.51 |
0.26 |
0.3% |
88.85 |
Close |
92.16 |
91.88 |
-0.28 |
-0.3% |
92.16 |
Range |
0.91 |
0.70 |
-0.21 |
-23.1% |
3.31 |
ATR |
2.00 |
1.90 |
-0.09 |
-4.6% |
0.00 |
Volume |
5,500 |
9,401 |
3,901 |
70.9% |
29,292 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.97 |
93.62 |
92.27 |
|
R3 |
93.27 |
92.92 |
92.07 |
|
R2 |
92.57 |
92.57 |
92.01 |
|
R1 |
92.22 |
92.22 |
91.94 |
92.05 |
PP |
91.87 |
91.87 |
91.87 |
91.78 |
S1 |
91.52 |
91.52 |
91.82 |
91.35 |
S2 |
91.17 |
91.17 |
91.75 |
|
S3 |
90.47 |
90.82 |
91.69 |
|
S4 |
89.77 |
90.12 |
91.50 |
|
|
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 |
95.19 |
2.618 |
94.04 |
1.618 |
93.34 |
1.000 |
92.91 |
0.618 |
92.64 |
HIGH |
92.21 |
0.618 |
91.94 |
0.500 |
91.86 |
0.382 |
91.78 |
LOW |
91.51 |
0.618 |
91.08 |
1.000 |
90.81 |
1.618 |
90.38 |
2.618 |
89.68 |
4.250 |
88.54 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.87 |
91.63 |
PP |
91.87 |
91.38 |
S1 |
91.86 |
91.13 |
|