NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.70 |
81.44 |
-4.26 |
-5.0% |
83.38 |
| High |
86.91 |
84.01 |
-2.90 |
-3.3% |
87.32 |
| Low |
81.43 |
81.39 |
-0.04 |
0.0% |
81.53 |
| Close |
83.00 |
83.62 |
0.62 |
0.7% |
84.39 |
| Range |
5.48 |
2.62 |
-2.86 |
-52.2% |
5.79 |
| ATR |
2.63 |
2.63 |
0.00 |
0.0% |
0.00 |
| Volume |
102,495 |
96,184 |
-6,311 |
-6.2% |
364,725 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.87 |
89.86 |
85.06 |
|
| R3 |
88.25 |
87.24 |
84.34 |
|
| R2 |
85.63 |
85.63 |
84.10 |
|
| R1 |
84.62 |
84.62 |
83.86 |
85.13 |
| PP |
83.01 |
83.01 |
83.01 |
83.26 |
| S1 |
82.00 |
82.00 |
83.38 |
82.51 |
| S2 |
80.39 |
80.39 |
83.14 |
|
| S3 |
77.77 |
79.38 |
82.90 |
|
| S4 |
75.15 |
76.76 |
82.18 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.78 |
98.88 |
87.57 |
|
| R3 |
95.99 |
93.09 |
85.98 |
|
| R2 |
90.20 |
90.20 |
85.45 |
|
| R1 |
87.30 |
87.30 |
84.92 |
88.75 |
| PP |
84.41 |
84.41 |
84.41 |
85.14 |
| S1 |
81.51 |
81.51 |
83.86 |
82.96 |
| S2 |
78.62 |
78.62 |
83.33 |
|
| S3 |
72.83 |
75.72 |
82.80 |
|
| S4 |
67.04 |
69.93 |
81.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.32 |
81.39 |
5.93 |
7.1% |
3.29 |
3.9% |
38% |
False |
True |
84,051 |
| 10 |
91.19 |
81.39 |
9.80 |
11.7% |
3.14 |
3.8% |
23% |
False |
True |
72,189 |
| 20 |
96.08 |
81.39 |
14.69 |
17.6% |
2.56 |
3.1% |
15% |
False |
True |
56,335 |
| 40 |
106.99 |
81.39 |
25.60 |
30.6% |
2.25 |
2.7% |
9% |
False |
True |
45,115 |
| 60 |
109.69 |
81.39 |
28.30 |
33.8% |
2.15 |
2.6% |
8% |
False |
True |
36,848 |
| 80 |
111.38 |
81.39 |
29.99 |
35.9% |
2.07 |
2.5% |
7% |
False |
True |
32,776 |
| 100 |
111.38 |
81.39 |
29.99 |
35.9% |
1.95 |
2.3% |
7% |
False |
True |
28,437 |
| 120 |
111.38 |
81.39 |
29.99 |
35.9% |
1.86 |
2.2% |
7% |
False |
True |
24,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.15 |
|
2.618 |
90.87 |
|
1.618 |
88.25 |
|
1.000 |
86.63 |
|
0.618 |
85.63 |
|
HIGH |
84.01 |
|
0.618 |
83.01 |
|
0.500 |
82.70 |
|
0.382 |
82.39 |
|
LOW |
81.39 |
|
0.618 |
79.77 |
|
1.000 |
78.77 |
|
1.618 |
77.15 |
|
2.618 |
74.53 |
|
4.250 |
70.26 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.31 |
84.15 |
| PP |
83.01 |
83.97 |
| S1 |
82.70 |
83.80 |
|