NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.00 |
84.85 |
1.85 |
2.2% |
86.33 |
| High |
84.97 |
85.37 |
0.40 |
0.5% |
87.23 |
| Low |
82.86 |
84.03 |
1.17 |
1.4% |
81.70 |
| Close |
84.50 |
84.63 |
0.13 |
0.2% |
84.63 |
| Range |
2.11 |
1.34 |
-0.77 |
-36.5% |
5.53 |
| ATR |
2.50 |
2.42 |
-0.08 |
-3.3% |
0.00 |
| Volume |
50,984 |
46,530 |
-4,454 |
-8.7% |
258,130 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.70 |
88.00 |
85.37 |
|
| R3 |
87.36 |
86.66 |
85.00 |
|
| R2 |
86.02 |
86.02 |
84.88 |
|
| R1 |
85.32 |
85.32 |
84.75 |
85.00 |
| PP |
84.68 |
84.68 |
84.68 |
84.52 |
| S1 |
83.98 |
83.98 |
84.51 |
83.66 |
| S2 |
83.34 |
83.34 |
84.38 |
|
| S3 |
82.00 |
82.64 |
84.26 |
|
| S4 |
80.66 |
81.30 |
83.89 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.11 |
98.40 |
87.67 |
|
| R3 |
95.58 |
92.87 |
86.15 |
|
| R2 |
90.05 |
90.05 |
85.64 |
|
| R1 |
87.34 |
87.34 |
85.14 |
85.93 |
| PP |
84.52 |
84.52 |
84.52 |
83.82 |
| S1 |
81.81 |
81.81 |
84.12 |
80.40 |
| S2 |
78.99 |
78.99 |
83.62 |
|
| S3 |
73.46 |
76.28 |
83.11 |
|
| S4 |
67.93 |
70.75 |
81.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.23 |
81.70 |
5.53 |
6.5% |
2.66 |
3.1% |
53% |
False |
False |
51,626 |
| 10 |
87.62 |
81.70 |
5.92 |
7.0% |
2.61 |
3.1% |
49% |
False |
False |
47,126 |
| 20 |
93.88 |
81.70 |
12.18 |
14.4% |
2.46 |
2.9% |
24% |
False |
False |
36,998 |
| 40 |
107.12 |
81.70 |
25.42 |
30.0% |
2.20 |
2.6% |
12% |
False |
False |
32,661 |
| 60 |
109.41 |
81.70 |
27.71 |
32.7% |
2.09 |
2.5% |
11% |
False |
False |
29,581 |
| 80 |
110.87 |
81.70 |
29.17 |
34.5% |
2.03 |
2.4% |
10% |
False |
False |
27,362 |
| 100 |
110.87 |
81.70 |
29.17 |
34.5% |
1.89 |
2.2% |
10% |
False |
False |
24,628 |
| 120 |
110.87 |
81.70 |
29.17 |
34.5% |
1.81 |
2.1% |
10% |
False |
False |
21,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.07 |
|
2.618 |
88.88 |
|
1.618 |
87.54 |
|
1.000 |
86.71 |
|
0.618 |
86.20 |
|
HIGH |
85.37 |
|
0.618 |
84.86 |
|
0.500 |
84.70 |
|
0.382 |
84.54 |
|
LOW |
84.03 |
|
0.618 |
83.20 |
|
1.000 |
82.69 |
|
1.618 |
81.86 |
|
2.618 |
80.52 |
|
4.250 |
78.34 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.70 |
84.44 |
| PP |
84.68 |
84.24 |
| S1 |
84.65 |
84.05 |
|