NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.06 |
94.50 |
1.44 |
1.5% |
92.02 |
| High |
94.20 |
96.08 |
1.88 |
2.0% |
93.53 |
| Low |
92.83 |
94.42 |
1.59 |
1.7% |
89.39 |
| Close |
94.17 |
95.65 |
1.48 |
1.6% |
93.32 |
| Range |
1.37 |
1.66 |
0.29 |
21.2% |
4.14 |
| ATR |
2.01 |
2.00 |
-0.01 |
-0.4% |
0.00 |
| Volume |
12,559 |
12,244 |
-315 |
-2.5% |
48,176 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.36 |
99.67 |
96.56 |
|
| R3 |
98.70 |
98.01 |
96.11 |
|
| R2 |
97.04 |
97.04 |
95.95 |
|
| R1 |
96.35 |
96.35 |
95.80 |
96.70 |
| PP |
95.38 |
95.38 |
95.38 |
95.56 |
| S1 |
94.69 |
94.69 |
95.50 |
95.04 |
| S2 |
93.72 |
93.72 |
95.35 |
|
| S3 |
92.06 |
93.03 |
95.19 |
|
| S4 |
90.40 |
91.37 |
94.74 |
|
|
| 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 |
103.14 |
|
2.618 |
100.43 |
|
1.618 |
98.77 |
|
1.000 |
97.74 |
|
0.618 |
97.11 |
|
HIGH |
96.08 |
|
0.618 |
95.45 |
|
0.500 |
95.25 |
|
0.382 |
95.05 |
|
LOW |
94.42 |
|
0.618 |
93.39 |
|
1.000 |
92.76 |
|
1.618 |
91.73 |
|
2.618 |
90.07 |
|
4.250 |
87.37 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.52 |
94.80 |
| PP |
95.38 |
93.95 |
| S1 |
95.25 |
93.10 |
|