NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
91.65 |
90.31 |
-1.34 |
-1.5% |
91.06 |
High |
91.98 |
91.43 |
-0.55 |
-0.6% |
92.16 |
Low |
89.58 |
90.31 |
0.73 |
0.8% |
88.85 |
Close |
90.28 |
91.10 |
0.82 |
0.9% |
92.16 |
Range |
2.40 |
1.12 |
-1.28 |
-53.3% |
3.31 |
ATR |
1.94 |
1.88 |
-0.06 |
-2.9% |
0.00 |
Volume |
4,176 |
14,227 |
10,051 |
240.7% |
29,292 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.31 |
93.82 |
91.72 |
|
R3 |
93.19 |
92.70 |
91.41 |
|
R2 |
92.07 |
92.07 |
91.31 |
|
R1 |
91.58 |
91.58 |
91.20 |
91.83 |
PP |
90.95 |
90.95 |
90.95 |
91.07 |
S1 |
90.46 |
90.46 |
91.00 |
90.71 |
S2 |
89.83 |
89.83 |
90.89 |
|
S3 |
88.71 |
89.34 |
90.79 |
|
S4 |
87.59 |
88.22 |
90.48 |
|
|
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 |
96.19 |
2.618 |
94.36 |
1.618 |
93.24 |
1.000 |
92.55 |
0.618 |
92.12 |
HIGH |
91.43 |
0.618 |
91.00 |
0.500 |
90.87 |
0.382 |
90.74 |
LOW |
90.31 |
0.618 |
89.62 |
1.000 |
89.19 |
1.618 |
88.50 |
2.618 |
87.38 |
4.250 |
85.55 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
91.02 |
91.03 |
PP |
90.95 |
90.96 |
S1 |
90.87 |
90.90 |
|