NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
87.55 |
86.44 |
-1.11 |
-1.3% |
91.00 |
High |
88.28 |
86.59 |
-1.69 |
-1.9% |
92.21 |
Low |
85.86 |
82.29 |
-3.57 |
-4.2% |
82.29 |
Close |
86.53 |
83.23 |
-3.30 |
-3.8% |
83.23 |
Range |
2.42 |
4.30 |
1.88 |
77.7% |
9.92 |
ATR |
2.19 |
2.34 |
0.15 |
6.9% |
0.00 |
Volume |
325,326 |
384,000 |
58,674 |
18.0% |
1,241,153 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.94 |
94.38 |
85.60 |
|
R3 |
92.64 |
90.08 |
84.41 |
|
R2 |
88.34 |
88.34 |
84.02 |
|
R1 |
85.78 |
85.78 |
83.62 |
84.91 |
PP |
84.04 |
84.04 |
84.04 |
83.60 |
S1 |
81.48 |
81.48 |
82.84 |
80.61 |
S2 |
79.74 |
79.74 |
82.44 |
|
S3 |
75.44 |
77.18 |
82.05 |
|
S4 |
71.14 |
72.88 |
80.87 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.67 |
109.37 |
88.69 |
|
R3 |
105.75 |
99.45 |
85.96 |
|
R2 |
95.83 |
95.83 |
85.05 |
|
R1 |
89.53 |
89.53 |
84.14 |
87.72 |
PP |
85.91 |
85.91 |
85.91 |
85.01 |
S1 |
79.61 |
79.61 |
82.32 |
77.80 |
S2 |
75.99 |
75.99 |
81.41 |
|
S3 |
66.07 |
69.69 |
80.50 |
|
S4 |
56.15 |
59.77 |
77.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.21 |
82.29 |
9.92 |
11.9% |
2.69 |
3.2% |
9% |
False |
True |
275,795 |
10 |
93.34 |
82.29 |
11.05 |
13.3% |
2.39 |
2.9% |
9% |
False |
True |
243,469 |
20 |
103.08 |
82.29 |
20.79 |
25.0% |
2.43 |
2.9% |
5% |
False |
True |
171,785 |
40 |
106.77 |
82.29 |
24.48 |
29.4% |
2.10 |
2.5% |
4% |
False |
True |
111,896 |
60 |
109.51 |
82.29 |
27.22 |
32.7% |
2.07 |
2.5% |
3% |
False |
True |
85,669 |
80 |
111.49 |
82.29 |
29.20 |
35.1% |
2.03 |
2.4% |
3% |
False |
True |
71,711 |
100 |
111.49 |
82.29 |
29.20 |
35.1% |
2.03 |
2.4% |
3% |
False |
True |
60,147 |
120 |
111.49 |
82.29 |
29.20 |
35.1% |
2.01 |
2.4% |
3% |
False |
True |
51,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.87 |
2.618 |
97.85 |
1.618 |
93.55 |
1.000 |
90.89 |
0.618 |
89.25 |
HIGH |
86.59 |
0.618 |
84.95 |
0.500 |
84.44 |
0.382 |
83.93 |
LOW |
82.29 |
0.618 |
79.63 |
1.000 |
77.99 |
1.618 |
75.33 |
2.618 |
71.03 |
4.250 |
64.02 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
84.44 |
86.61 |
PP |
84.04 |
85.48 |
S1 |
83.63 |
84.36 |
|