NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.19 |
85.60 |
1.41 |
1.7% |
91.70 |
| High |
85.21 |
85.76 |
0.55 |
0.6% |
93.02 |
| Low |
82.13 |
84.19 |
2.06 |
2.5% |
83.35 |
| Close |
84.84 |
85.08 |
0.24 |
0.3% |
84.20 |
| Range |
3.08 |
1.57 |
-1.51 |
-49.0% |
9.67 |
| ATR |
2.20 |
2.16 |
-0.05 |
-2.1% |
0.00 |
| Volume |
22,866 |
17,646 |
-5,220 |
-22.8% |
54,164 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.72 |
88.97 |
85.94 |
|
| R3 |
88.15 |
87.40 |
85.51 |
|
| R2 |
86.58 |
86.58 |
85.37 |
|
| R1 |
85.83 |
85.83 |
85.22 |
85.42 |
| PP |
85.01 |
85.01 |
85.01 |
84.81 |
| S1 |
84.26 |
84.26 |
84.94 |
83.85 |
| S2 |
83.44 |
83.44 |
84.79 |
|
| S3 |
81.87 |
82.69 |
84.65 |
|
| S4 |
80.30 |
81.12 |
84.22 |
|
|
| 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 |
91.61 |
82.13 |
9.48 |
11.1% |
2.88 |
3.4% |
31% |
False |
False |
17,555 |
| 10 |
93.98 |
82.13 |
11.85 |
13.9% |
2.28 |
2.7% |
25% |
False |
False |
13,921 |
| 20 |
98.97 |
82.13 |
16.84 |
19.8% |
2.07 |
2.4% |
18% |
False |
False |
15,185 |
| 40 |
107.12 |
82.13 |
24.99 |
29.4% |
1.85 |
2.2% |
12% |
False |
False |
13,398 |
| 60 |
109.80 |
82.13 |
27.67 |
32.5% |
1.81 |
2.1% |
11% |
False |
False |
11,924 |
| 80 |
110.65 |
82.13 |
28.52 |
33.5% |
1.71 |
2.0% |
10% |
False |
False |
11,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.43 |
|
2.618 |
89.87 |
|
1.618 |
88.30 |
|
1.000 |
87.33 |
|
0.618 |
86.73 |
|
HIGH |
85.76 |
|
0.618 |
85.16 |
|
0.500 |
84.98 |
|
0.382 |
84.79 |
|
LOW |
84.19 |
|
0.618 |
83.22 |
|
1.000 |
82.62 |
|
1.618 |
81.65 |
|
2.618 |
80.08 |
|
4.250 |
77.52 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.05 |
84.98 |
| PP |
85.01 |
84.88 |
| S1 |
84.98 |
84.79 |
|