NYMEX Light Sweet Crude Oil Future August 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 |
87.78 |
86.85 |
-0.93 |
-1.1% |
91.23 |
High |
88.59 |
86.90 |
-1.69 |
-1.9% |
92.52 |
Low |
86.19 |
82.63 |
-3.56 |
-4.1% |
82.63 |
Close |
86.85 |
83.56 |
-3.29 |
-3.8% |
83.56 |
Range |
2.40 |
4.27 |
1.87 |
77.9% |
9.89 |
ATR |
2.14 |
2.29 |
0.15 |
7.1% |
0.00 |
Volume |
55,236 |
63,774 |
8,538 |
15.5% |
185,850 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.17 |
94.64 |
85.91 |
|
R3 |
92.90 |
90.37 |
84.73 |
|
R2 |
88.63 |
88.63 |
84.34 |
|
R1 |
86.10 |
86.10 |
83.95 |
85.23 |
PP |
84.36 |
84.36 |
84.36 |
83.93 |
S1 |
81.83 |
81.83 |
83.17 |
80.96 |
S2 |
80.09 |
80.09 |
82.78 |
|
S3 |
75.82 |
77.56 |
82.39 |
|
S4 |
71.55 |
73.29 |
81.21 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.91 |
109.62 |
89.00 |
|
R3 |
106.02 |
99.73 |
86.28 |
|
R2 |
96.13 |
96.13 |
85.37 |
|
R1 |
89.84 |
89.84 |
84.47 |
88.04 |
PP |
86.24 |
86.24 |
86.24 |
85.34 |
S1 |
79.95 |
79.95 |
82.65 |
78.15 |
S2 |
76.35 |
76.35 |
81.75 |
|
S3 |
66.46 |
70.06 |
80.84 |
|
S4 |
56.57 |
60.17 |
78.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.52 |
82.63 |
9.89 |
11.8% |
2.67 |
3.2% |
9% |
False |
True |
45,498 |
10 |
93.62 |
82.63 |
10.99 |
13.2% |
2.36 |
2.8% |
8% |
False |
True |
43,294 |
20 |
103.33 |
82.63 |
20.70 |
24.8% |
2.38 |
2.8% |
4% |
False |
True |
43,006 |
40 |
106.99 |
82.63 |
24.36 |
29.2% |
2.02 |
2.4% |
4% |
False |
True |
35,873 |
60 |
109.69 |
82.63 |
27.06 |
32.4% |
1.98 |
2.4% |
3% |
False |
True |
30,439 |
80 |
111.38 |
82.63 |
28.75 |
34.4% |
1.92 |
2.3% |
3% |
False |
True |
27,021 |
100 |
111.38 |
82.63 |
28.75 |
34.4% |
1.84 |
2.2% |
3% |
False |
True |
23,305 |
120 |
111.38 |
82.63 |
28.75 |
34.4% |
1.80 |
2.2% |
3% |
False |
True |
20,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.05 |
2.618 |
98.08 |
1.618 |
93.81 |
1.000 |
91.17 |
0.618 |
89.54 |
HIGH |
86.90 |
0.618 |
85.27 |
0.500 |
84.77 |
0.382 |
84.26 |
LOW |
82.63 |
0.618 |
79.99 |
1.000 |
78.36 |
1.618 |
75.72 |
2.618 |
71.45 |
4.250 |
64.48 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
84.77 |
86.91 |
PP |
84.36 |
85.79 |
S1 |
83.96 |
84.68 |
|