NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.41 |
91.98 |
-0.43 |
-0.5% |
90.01 |
| High |
92.41 |
92.25 |
-0.16 |
-0.2% |
92.40 |
| Low |
91.72 |
90.24 |
-1.48 |
-1.6% |
89.34 |
| Close |
91.96 |
90.40 |
-1.56 |
-1.7% |
92.26 |
| Range |
0.69 |
2.01 |
1.32 |
191.3% |
3.06 |
| ATR |
|
|
|
|
|
| Volume |
3,277 |
1,706 |
-1,571 |
-47.9% |
15,082 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.99 |
95.71 |
91.51 |
|
| R3 |
94.98 |
93.70 |
90.95 |
|
| R2 |
92.97 |
92.97 |
90.77 |
|
| R1 |
91.69 |
91.69 |
90.58 |
91.33 |
| PP |
90.96 |
90.96 |
90.96 |
90.78 |
| S1 |
89.68 |
89.68 |
90.22 |
89.32 |
| S2 |
88.95 |
88.95 |
90.03 |
|
| S3 |
86.94 |
87.67 |
89.85 |
|
| S4 |
84.93 |
85.66 |
89.29 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.51 |
99.45 |
93.94 |
|
| R3 |
97.45 |
96.39 |
93.10 |
|
| R2 |
94.39 |
94.39 |
92.82 |
|
| R1 |
93.33 |
93.33 |
92.54 |
93.86 |
| PP |
91.33 |
91.33 |
91.33 |
91.60 |
| S1 |
90.27 |
90.27 |
91.98 |
90.80 |
| S2 |
88.27 |
88.27 |
91.70 |
|
| S3 |
85.21 |
87.21 |
91.42 |
|
| S4 |
82.15 |
84.15 |
90.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.79 |
|
2.618 |
97.51 |
|
1.618 |
95.50 |
|
1.000 |
94.26 |
|
0.618 |
93.49 |
|
HIGH |
92.25 |
|
0.618 |
91.48 |
|
0.500 |
91.25 |
|
0.382 |
91.01 |
|
LOW |
90.24 |
|
0.618 |
89.00 |
|
1.000 |
88.23 |
|
1.618 |
86.99 |
|
2.618 |
84.98 |
|
4.250 |
81.70 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.25 |
91.33 |
| PP |
90.96 |
91.02 |
| S1 |
90.68 |
90.71 |
|