NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
90.25 |
91.60 |
1.35 |
1.5% |
90.01 |
| High |
91.53 |
91.83 |
0.30 |
0.3% |
92.40 |
| Low |
90.21 |
89.51 |
-0.70 |
-0.8% |
89.34 |
| Close |
91.23 |
89.60 |
-1.63 |
-1.8% |
92.26 |
| Range |
1.32 |
2.32 |
1.00 |
75.8% |
3.06 |
| ATR |
0.00 |
1.58 |
1.58 |
|
0.00 |
| Volume |
5,989 |
3,241 |
-2,748 |
-45.9% |
15,082 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.27 |
95.76 |
90.88 |
|
| R3 |
94.95 |
93.44 |
90.24 |
|
| R2 |
92.63 |
92.63 |
90.03 |
|
| R1 |
91.12 |
91.12 |
89.81 |
90.72 |
| PP |
90.31 |
90.31 |
90.31 |
90.11 |
| S1 |
88.80 |
88.80 |
89.39 |
88.40 |
| S2 |
87.99 |
87.99 |
89.17 |
|
| S3 |
85.67 |
86.48 |
88.96 |
|
| S4 |
83.35 |
84.16 |
88.32 |
|
|
| 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 |
101.69 |
|
2.618 |
97.90 |
|
1.618 |
95.58 |
|
1.000 |
94.15 |
|
0.618 |
93.26 |
|
HIGH |
91.83 |
|
0.618 |
90.94 |
|
0.500 |
90.67 |
|
0.382 |
90.40 |
|
LOW |
89.51 |
|
0.618 |
88.08 |
|
1.000 |
87.19 |
|
1.618 |
85.76 |
|
2.618 |
83.44 |
|
4.250 |
79.65 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.67 |
90.88 |
| PP |
90.31 |
90.45 |
| S1 |
89.96 |
90.03 |
|