NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.44 |
82.96 |
-3.48 |
-4.0% |
91.00 |
| High |
86.59 |
84.38 |
-2.21 |
-2.6% |
92.21 |
| Low |
82.29 |
81.21 |
-1.08 |
-1.3% |
82.29 |
| Close |
83.23 |
83.98 |
0.75 |
0.9% |
83.23 |
| Range |
4.30 |
3.17 |
-1.13 |
-26.3% |
9.92 |
| ATR |
2.34 |
2.40 |
0.06 |
2.5% |
0.00 |
| Volume |
384,000 |
287,941 |
-96,059 |
-25.0% |
1,241,153 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
91.51 |
85.72 |
|
| R3 |
89.53 |
88.34 |
84.85 |
|
| R2 |
86.36 |
86.36 |
84.56 |
|
| R1 |
85.17 |
85.17 |
84.27 |
85.77 |
| PP |
83.19 |
83.19 |
83.19 |
83.49 |
| S1 |
82.00 |
82.00 |
83.69 |
82.60 |
| S2 |
80.02 |
80.02 |
83.40 |
|
| S3 |
76.85 |
78.83 |
83.11 |
|
| S4 |
73.68 |
75.66 |
82.24 |
|
|
| 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 |
81.21 |
11.00 |
13.1% |
3.10 |
3.7% |
25% |
False |
True |
305,818 |
| 10 |
93.34 |
81.21 |
12.13 |
14.4% |
2.51 |
3.0% |
23% |
False |
True |
255,844 |
| 20 |
98.60 |
81.21 |
17.39 |
20.7% |
2.33 |
2.8% |
16% |
False |
True |
181,803 |
| 40 |
106.77 |
81.21 |
25.56 |
30.4% |
2.13 |
2.5% |
11% |
False |
True |
117,649 |
| 60 |
109.51 |
81.21 |
28.30 |
33.7% |
2.10 |
2.5% |
10% |
False |
True |
89,838 |
| 80 |
111.49 |
81.21 |
30.28 |
36.1% |
2.05 |
2.4% |
9% |
False |
True |
74,730 |
| 100 |
111.49 |
81.21 |
30.28 |
36.1% |
2.05 |
2.4% |
9% |
False |
True |
62,914 |
| 120 |
111.49 |
81.21 |
30.28 |
36.1% |
2.02 |
2.4% |
9% |
False |
True |
53,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.85 |
|
2.618 |
92.68 |
|
1.618 |
89.51 |
|
1.000 |
87.55 |
|
0.618 |
86.34 |
|
HIGH |
84.38 |
|
0.618 |
83.17 |
|
0.500 |
82.80 |
|
0.382 |
82.42 |
|
LOW |
81.21 |
|
0.618 |
79.25 |
|
1.000 |
78.04 |
|
1.618 |
76.08 |
|
2.618 |
72.91 |
|
4.250 |
67.74 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.59 |
84.75 |
| PP |
83.19 |
84.49 |
| S1 |
82.80 |
84.24 |
|