NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
91.98 |
90.25 |
-1.73 |
-1.9% |
90.01 |
| High |
92.25 |
91.53 |
-0.72 |
-0.8% |
92.40 |
| Low |
90.24 |
90.21 |
-0.03 |
0.0% |
89.34 |
| Close |
90.40 |
91.23 |
0.83 |
0.9% |
92.26 |
| Range |
2.01 |
1.32 |
-0.69 |
-34.3% |
3.06 |
| ATR |
|
|
|
|
|
| Volume |
1,706 |
5,989 |
4,283 |
251.1% |
15,082 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.95 |
94.41 |
91.96 |
|
| R3 |
93.63 |
93.09 |
91.59 |
|
| R2 |
92.31 |
92.31 |
91.47 |
|
| R1 |
91.77 |
91.77 |
91.35 |
92.04 |
| PP |
90.99 |
90.99 |
90.99 |
91.13 |
| S1 |
90.45 |
90.45 |
91.11 |
90.72 |
| S2 |
89.67 |
89.67 |
90.99 |
|
| S3 |
88.35 |
89.13 |
90.87 |
|
| S4 |
87.03 |
87.81 |
90.50 |
|
|
| 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 |
97.14 |
|
2.618 |
94.99 |
|
1.618 |
93.67 |
|
1.000 |
92.85 |
|
0.618 |
92.35 |
|
HIGH |
91.53 |
|
0.618 |
91.03 |
|
0.500 |
90.87 |
|
0.382 |
90.71 |
|
LOW |
90.21 |
|
0.618 |
89.39 |
|
1.000 |
88.89 |
|
1.618 |
88.07 |
|
2.618 |
86.75 |
|
4.250 |
84.60 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.11 |
91.31 |
| PP |
90.99 |
91.28 |
| S1 |
90.87 |
91.26 |
|