NYMEX Light Sweet Crude Oil Future October 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 |
87.44 |
84.19 |
-3.25 |
-3.7% |
91.70 |
| High |
87.44 |
85.21 |
-2.23 |
-2.6% |
93.02 |
| Low |
83.35 |
82.13 |
-1.22 |
-1.5% |
83.35 |
| Close |
84.20 |
84.84 |
0.64 |
0.8% |
84.20 |
| Range |
4.09 |
3.08 |
-1.01 |
-24.7% |
9.67 |
| ATR |
2.14 |
2.20 |
0.07 |
3.2% |
0.00 |
| Volume |
19,626 |
22,866 |
3,240 |
16.5% |
54,164 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.30 |
92.15 |
86.53 |
|
| R3 |
90.22 |
89.07 |
85.69 |
|
| R2 |
87.14 |
87.14 |
85.40 |
|
| R1 |
85.99 |
85.99 |
85.12 |
86.57 |
| PP |
84.06 |
84.06 |
84.06 |
84.35 |
| S1 |
82.91 |
82.91 |
84.56 |
83.49 |
| S2 |
80.98 |
80.98 |
84.28 |
|
| S3 |
77.90 |
79.83 |
83.99 |
|
| S4 |
74.82 |
76.75 |
83.15 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.87 |
109.70 |
89.52 |
|
| R3 |
106.20 |
100.03 |
86.86 |
|
| R2 |
96.53 |
96.53 |
85.97 |
|
| R1 |
90.36 |
90.36 |
85.09 |
88.61 |
| PP |
86.86 |
86.86 |
86.86 |
85.98 |
| S1 |
80.69 |
80.69 |
83.31 |
78.94 |
| S2 |
77.19 |
77.19 |
82.43 |
|
| S3 |
67.52 |
71.02 |
81.54 |
|
| S4 |
57.85 |
61.35 |
78.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.02 |
82.13 |
10.89 |
12.8% |
2.94 |
3.5% |
25% |
False |
True |
15,406 |
| 10 |
94.10 |
82.13 |
11.97 |
14.1% |
2.33 |
2.7% |
23% |
False |
True |
13,834 |
| 20 |
99.24 |
82.13 |
17.11 |
20.2% |
2.13 |
2.5% |
16% |
False |
True |
15,411 |
| 40 |
107.12 |
82.13 |
24.99 |
29.5% |
1.85 |
2.2% |
11% |
False |
True |
13,215 |
| 60 |
109.80 |
82.13 |
27.67 |
32.6% |
1.81 |
2.1% |
10% |
False |
True |
11,891 |
| 80 |
110.65 |
82.13 |
28.52 |
33.6% |
1.70 |
2.0% |
10% |
False |
True |
11,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.30 |
|
2.618 |
93.27 |
|
1.618 |
90.19 |
|
1.000 |
88.29 |
|
0.618 |
87.11 |
|
HIGH |
85.21 |
|
0.618 |
84.03 |
|
0.500 |
83.67 |
|
0.382 |
83.31 |
|
LOW |
82.13 |
|
0.618 |
80.23 |
|
1.000 |
79.05 |
|
1.618 |
77.15 |
|
2.618 |
74.07 |
|
4.250 |
69.04 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.45 |
85.64 |
| PP |
84.06 |
85.37 |
| S1 |
83.67 |
85.11 |
|