NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
78.96 |
81.10 |
2.14 |
2.7% |
85.80 |
High |
81.10 |
81.37 |
0.27 |
0.3% |
86.22 |
Low |
78.31 |
78.80 |
0.49 |
0.6% |
78.31 |
Close |
80.51 |
80.01 |
-0.50 |
-0.6% |
80.51 |
Range |
2.79 |
2.57 |
-0.22 |
-7.9% |
7.91 |
ATR |
2.55 |
2.55 |
0.00 |
0.1% |
0.00 |
Volume |
40,825 |
26,671 |
-14,154 |
-34.7% |
142,913 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.77 |
86.46 |
81.42 |
|
R3 |
85.20 |
83.89 |
80.72 |
|
R2 |
82.63 |
82.63 |
80.48 |
|
R1 |
81.32 |
81.32 |
80.25 |
80.69 |
PP |
80.06 |
80.06 |
80.06 |
79.75 |
S1 |
78.75 |
78.75 |
79.77 |
78.12 |
S2 |
77.49 |
77.49 |
79.54 |
|
S3 |
74.92 |
76.18 |
79.30 |
|
S4 |
72.35 |
73.61 |
78.60 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.41 |
100.87 |
84.86 |
|
R3 |
97.50 |
92.96 |
82.69 |
|
R2 |
89.59 |
89.59 |
81.96 |
|
R1 |
85.05 |
85.05 |
81.24 |
83.37 |
PP |
81.68 |
81.68 |
81.68 |
80.84 |
S1 |
77.14 |
77.14 |
79.78 |
75.46 |
S2 |
73.77 |
73.77 |
79.06 |
|
S3 |
65.86 |
69.23 |
78.33 |
|
S4 |
57.95 |
61.32 |
76.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.36 |
78.31 |
7.05 |
8.8% |
2.86 |
3.6% |
24% |
False |
False |
30,397 |
10 |
86.22 |
78.31 |
7.91 |
9.9% |
2.49 |
3.1% |
21% |
False |
False |
27,149 |
20 |
93.02 |
78.31 |
14.71 |
18.4% |
2.72 |
3.4% |
12% |
False |
False |
23,183 |
40 |
107.12 |
78.31 |
28.81 |
36.0% |
2.33 |
2.9% |
6% |
False |
False |
18,913 |
60 |
107.38 |
78.31 |
29.07 |
36.3% |
2.06 |
2.6% |
6% |
False |
False |
16,054 |
80 |
109.80 |
78.31 |
31.49 |
39.4% |
1.95 |
2.4% |
5% |
False |
False |
14,329 |
100 |
110.65 |
78.31 |
32.34 |
40.4% |
1.81 |
2.3% |
5% |
False |
False |
13,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.29 |
2.618 |
88.10 |
1.618 |
85.53 |
1.000 |
83.94 |
0.618 |
82.96 |
HIGH |
81.37 |
0.618 |
80.39 |
0.500 |
80.09 |
0.382 |
79.78 |
LOW |
78.80 |
0.618 |
77.21 |
1.000 |
76.23 |
1.618 |
74.64 |
2.618 |
72.07 |
4.250 |
67.88 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
80.09 |
80.11 |
PP |
80.06 |
80.07 |
S1 |
80.04 |
80.04 |
|