NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
91.16 |
90.41 |
-0.75 |
-0.8% |
92.02 |
| High |
91.60 |
93.53 |
1.93 |
2.1% |
93.53 |
| Low |
89.39 |
90.12 |
0.73 |
0.8% |
89.39 |
| Close |
89.46 |
93.32 |
3.86 |
4.3% |
93.32 |
| Range |
2.21 |
3.41 |
1.20 |
54.3% |
4.14 |
| ATR |
1.91 |
2.06 |
0.15 |
8.1% |
0.00 |
| Volume |
8,623 |
11,749 |
3,126 |
36.3% |
48,176 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.55 |
101.35 |
95.20 |
|
| R3 |
99.14 |
97.94 |
94.26 |
|
| R2 |
95.73 |
95.73 |
93.95 |
|
| R1 |
94.53 |
94.53 |
93.63 |
95.13 |
| PP |
92.32 |
92.32 |
92.32 |
92.63 |
| S1 |
91.12 |
91.12 |
93.01 |
91.72 |
| S2 |
88.91 |
88.91 |
92.69 |
|
| S3 |
85.50 |
87.71 |
92.38 |
|
| S4 |
82.09 |
84.30 |
91.44 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.50 |
103.05 |
95.60 |
|
| R3 |
100.36 |
98.91 |
94.46 |
|
| R2 |
96.22 |
96.22 |
94.08 |
|
| R1 |
94.77 |
94.77 |
93.70 |
95.50 |
| PP |
92.08 |
92.08 |
92.08 |
92.44 |
| S1 |
90.63 |
90.63 |
92.94 |
91.36 |
| S2 |
87.94 |
87.94 |
92.56 |
|
| S3 |
83.80 |
86.49 |
92.18 |
|
| S4 |
79.66 |
82.35 |
91.04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.02 |
|
2.618 |
102.46 |
|
1.618 |
99.05 |
|
1.000 |
96.94 |
|
0.618 |
95.64 |
|
HIGH |
93.53 |
|
0.618 |
92.23 |
|
0.500 |
91.83 |
|
0.382 |
91.42 |
|
LOW |
90.12 |
|
0.618 |
88.01 |
|
1.000 |
86.71 |
|
1.618 |
84.60 |
|
2.618 |
81.19 |
|
4.250 |
75.63 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
92.70 |
| PP |
92.32 |
92.08 |
| S1 |
91.83 |
91.46 |
|