NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
90.31 |
91.16 |
0.85 |
0.9% |
91.06 |
| High |
91.43 |
91.60 |
0.17 |
0.2% |
92.16 |
| Low |
90.31 |
89.39 |
-0.92 |
-1.0% |
88.85 |
| Close |
91.10 |
89.46 |
-1.64 |
-1.8% |
92.16 |
| Range |
1.12 |
2.21 |
1.09 |
97.3% |
3.31 |
| ATR |
1.88 |
1.91 |
0.02 |
1.2% |
0.00 |
| Volume |
14,227 |
8,623 |
-5,604 |
-39.4% |
29,292 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.78 |
95.33 |
90.68 |
|
| R3 |
94.57 |
93.12 |
90.07 |
|
| R2 |
92.36 |
92.36 |
89.87 |
|
| R1 |
90.91 |
90.91 |
89.66 |
90.53 |
| PP |
90.15 |
90.15 |
90.15 |
89.96 |
| S1 |
88.70 |
88.70 |
89.26 |
88.32 |
| S2 |
87.94 |
87.94 |
89.05 |
|
| S3 |
85.73 |
86.49 |
88.85 |
|
| S4 |
83.52 |
84.28 |
88.24 |
|
|
| 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 |
100.99 |
|
2.618 |
97.39 |
|
1.618 |
95.18 |
|
1.000 |
93.81 |
|
0.618 |
92.97 |
|
HIGH |
91.60 |
|
0.618 |
90.76 |
|
0.500 |
90.50 |
|
0.382 |
90.23 |
|
LOW |
89.39 |
|
0.618 |
88.02 |
|
1.000 |
87.18 |
|
1.618 |
85.81 |
|
2.618 |
83.60 |
|
4.250 |
80.00 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.50 |
90.69 |
| PP |
90.15 |
90.28 |
| S1 |
89.81 |
89.87 |
|