NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.47 |
84.83 |
-1.64 |
-1.9% |
84.19 |
| High |
87.85 |
85.55 |
-2.30 |
-2.6% |
87.85 |
| Low |
84.46 |
82.99 |
-1.47 |
-1.7% |
82.13 |
| Close |
85.77 |
85.03 |
-0.74 |
-0.9% |
85.03 |
| Range |
3.39 |
2.56 |
-0.83 |
-24.5% |
5.72 |
| ATR |
2.23 |
2.27 |
0.04 |
1.7% |
0.00 |
| Volume |
25,494 |
28,909 |
3,415 |
13.4% |
108,182 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
91.18 |
86.44 |
|
| R3 |
89.64 |
88.62 |
85.73 |
|
| R2 |
87.08 |
87.08 |
85.50 |
|
| R1 |
86.06 |
86.06 |
85.26 |
86.57 |
| PP |
84.52 |
84.52 |
84.52 |
84.78 |
| S1 |
83.50 |
83.50 |
84.80 |
84.01 |
| S2 |
81.96 |
81.96 |
84.56 |
|
| S3 |
79.40 |
80.94 |
84.33 |
|
| S4 |
76.84 |
78.38 |
83.62 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.16 |
99.32 |
88.18 |
|
| R3 |
96.44 |
93.60 |
86.60 |
|
| R2 |
90.72 |
90.72 |
86.08 |
|
| R1 |
87.88 |
87.88 |
85.55 |
89.30 |
| PP |
85.00 |
85.00 |
85.00 |
85.72 |
| S1 |
82.16 |
82.16 |
84.51 |
83.58 |
| S2 |
79.28 |
79.28 |
83.98 |
|
| S3 |
73.56 |
76.44 |
83.46 |
|
| S4 |
67.84 |
70.72 |
81.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.85 |
82.13 |
5.72 |
6.7% |
2.49 |
2.9% |
51% |
False |
False |
21,636 |
| 10 |
93.02 |
82.13 |
10.89 |
12.8% |
2.50 |
2.9% |
27% |
False |
False |
17,154 |
| 20 |
98.21 |
82.13 |
16.08 |
18.9% |
2.18 |
2.6% |
18% |
False |
False |
15,872 |
| 40 |
107.12 |
82.13 |
24.99 |
29.4% |
1.92 |
2.3% |
12% |
False |
False |
14,241 |
| 60 |
109.80 |
82.13 |
27.67 |
32.5% |
1.87 |
2.2% |
10% |
False |
False |
12,532 |
| 80 |
110.65 |
82.13 |
28.52 |
33.5% |
1.77 |
2.1% |
10% |
False |
False |
12,007 |
| 100 |
110.65 |
82.13 |
28.52 |
33.5% |
1.60 |
1.9% |
10% |
False |
False |
10,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.43 |
|
2.618 |
92.25 |
|
1.618 |
89.69 |
|
1.000 |
88.11 |
|
0.618 |
87.13 |
|
HIGH |
85.55 |
|
0.618 |
84.57 |
|
0.500 |
84.27 |
|
0.382 |
83.97 |
|
LOW |
82.99 |
|
0.618 |
81.41 |
|
1.000 |
80.43 |
|
1.618 |
78.85 |
|
2.618 |
76.29 |
|
4.250 |
72.11 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.78 |
85.42 |
| PP |
84.52 |
85.29 |
| S1 |
84.27 |
85.16 |
|