NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.12 |
85.50 |
1.38 |
1.6% |
91.00 |
| High |
86.27 |
87.03 |
0.76 |
0.9% |
92.21 |
| Low |
84.03 |
83.43 |
-0.60 |
-0.7% |
82.29 |
| Close |
85.02 |
84.82 |
-0.20 |
-0.2% |
83.23 |
| Range |
2.24 |
3.60 |
1.36 |
60.7% |
9.92 |
| ATR |
2.33 |
2.42 |
0.09 |
3.9% |
0.00 |
| Volume |
289,723 |
303,691 |
13,968 |
4.8% |
1,241,153 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.89 |
93.96 |
86.80 |
|
| R3 |
92.29 |
90.36 |
85.81 |
|
| R2 |
88.69 |
88.69 |
85.48 |
|
| R1 |
86.76 |
86.76 |
85.15 |
85.93 |
| PP |
85.09 |
85.09 |
85.09 |
84.68 |
| S1 |
83.16 |
83.16 |
84.49 |
82.33 |
| S2 |
81.49 |
81.49 |
84.16 |
|
| S3 |
77.89 |
79.56 |
83.83 |
|
| S4 |
74.29 |
75.96 |
82.84 |
|
|
| 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 |
87.03 |
81.21 |
5.82 |
6.9% |
2.98 |
3.5% |
62% |
True |
False |
297,704 |
| 10 |
92.21 |
81.21 |
11.00 |
13.0% |
2.58 |
3.0% |
33% |
False |
False |
269,987 |
| 20 |
98.04 |
81.21 |
16.83 |
19.8% |
2.32 |
2.7% |
21% |
False |
False |
208,306 |
| 40 |
106.77 |
81.21 |
25.56 |
30.1% |
2.15 |
2.5% |
14% |
False |
False |
134,931 |
| 60 |
109.51 |
81.21 |
28.30 |
33.4% |
2.14 |
2.5% |
13% |
False |
False |
101,746 |
| 80 |
111.49 |
81.21 |
30.28 |
35.7% |
2.09 |
2.5% |
12% |
False |
False |
83,931 |
| 100 |
111.49 |
81.21 |
30.28 |
35.7% |
2.05 |
2.4% |
12% |
False |
False |
70,766 |
| 120 |
111.49 |
81.21 |
30.28 |
35.7% |
2.01 |
2.4% |
12% |
False |
False |
60,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
96.45 |
|
1.618 |
92.85 |
|
1.000 |
90.63 |
|
0.618 |
89.25 |
|
HIGH |
87.03 |
|
0.618 |
85.65 |
|
0.500 |
85.23 |
|
0.382 |
84.81 |
|
LOW |
83.43 |
|
0.618 |
81.21 |
|
1.000 |
79.83 |
|
1.618 |
77.61 |
|
2.618 |
74.01 |
|
4.250 |
68.13 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.23 |
85.17 |
| PP |
85.09 |
85.05 |
| S1 |
84.96 |
84.94 |
|