NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
90.41 |
93.06 |
2.65 |
2.9% |
92.02 |
| High |
93.53 |
94.20 |
0.67 |
0.7% |
93.53 |
| Low |
90.12 |
92.83 |
2.71 |
3.0% |
89.39 |
| Close |
93.32 |
94.17 |
0.85 |
0.9% |
93.32 |
| Range |
3.41 |
1.37 |
-2.04 |
-59.8% |
4.14 |
| ATR |
2.06 |
2.01 |
-0.05 |
-2.4% |
0.00 |
| Volume |
11,749 |
12,559 |
810 |
6.9% |
48,176 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.84 |
97.38 |
94.92 |
|
| R3 |
96.47 |
96.01 |
94.55 |
|
| R2 |
95.10 |
95.10 |
94.42 |
|
| R1 |
94.64 |
94.64 |
94.30 |
94.87 |
| PP |
93.73 |
93.73 |
93.73 |
93.85 |
| S1 |
93.27 |
93.27 |
94.04 |
93.50 |
| S2 |
92.36 |
92.36 |
93.92 |
|
| S3 |
90.99 |
91.90 |
93.79 |
|
| S4 |
89.62 |
90.53 |
93.42 |
|
|
| 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 |
100.02 |
|
2.618 |
97.79 |
|
1.618 |
96.42 |
|
1.000 |
95.57 |
|
0.618 |
95.05 |
|
HIGH |
94.20 |
|
0.618 |
93.68 |
|
0.500 |
93.52 |
|
0.382 |
93.35 |
|
LOW |
92.83 |
|
0.618 |
91.98 |
|
1.000 |
91.46 |
|
1.618 |
90.61 |
|
2.618 |
89.24 |
|
4.250 |
87.01 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.95 |
93.38 |
| PP |
93.73 |
92.59 |
| S1 |
93.52 |
91.80 |
|