NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.07 |
87.06 |
1.99 |
2.3% |
83.19 |
| High |
85.83 |
87.75 |
1.92 |
2.2% |
88.11 |
| Low |
83.32 |
82.63 |
-0.69 |
-0.8% |
82.57 |
| Close |
85.41 |
83.98 |
-1.43 |
-1.7% |
85.41 |
| Range |
2.51 |
5.12 |
2.61 |
104.0% |
5.54 |
| ATR |
2.16 |
2.37 |
0.21 |
9.8% |
0.00 |
| Volume |
20,972 |
27,144 |
6,172 |
29.4% |
64,734 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.15 |
97.18 |
86.80 |
|
| R3 |
95.03 |
92.06 |
85.39 |
|
| R2 |
89.91 |
89.91 |
84.92 |
|
| R1 |
86.94 |
86.94 |
84.45 |
85.87 |
| PP |
84.79 |
84.79 |
84.79 |
84.25 |
| S1 |
81.82 |
81.82 |
83.51 |
80.75 |
| S2 |
79.67 |
79.67 |
83.04 |
|
| S3 |
74.55 |
76.70 |
82.57 |
|
| S4 |
69.43 |
71.58 |
81.16 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.98 |
99.24 |
88.46 |
|
| R3 |
96.44 |
93.70 |
86.93 |
|
| R2 |
90.90 |
90.90 |
86.43 |
|
| R1 |
88.16 |
88.16 |
85.92 |
89.53 |
| PP |
85.36 |
85.36 |
85.36 |
86.05 |
| S1 |
82.62 |
82.62 |
84.90 |
83.99 |
| S2 |
79.82 |
79.82 |
84.39 |
|
| S3 |
74.28 |
77.08 |
83.89 |
|
| S4 |
68.74 |
71.54 |
82.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.11 |
82.63 |
5.48 |
6.5% |
2.82 |
3.4% |
25% |
False |
True |
16,142 |
| 10 |
93.25 |
82.57 |
10.68 |
12.7% |
2.81 |
3.3% |
13% |
False |
False |
12,257 |
| 20 |
96.84 |
82.57 |
14.27 |
17.0% |
2.24 |
2.7% |
10% |
False |
False |
10,177 |
| 40 |
107.15 |
82.57 |
24.58 |
29.3% |
1.87 |
2.2% |
6% |
False |
False |
9,782 |
| 60 |
109.80 |
82.57 |
27.23 |
32.4% |
1.77 |
2.1% |
5% |
False |
False |
8,838 |
| 80 |
110.08 |
82.57 |
27.51 |
32.8% |
1.62 |
1.9% |
5% |
False |
False |
8,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.51 |
|
2.618 |
101.15 |
|
1.618 |
96.03 |
|
1.000 |
92.87 |
|
0.618 |
90.91 |
|
HIGH |
87.75 |
|
0.618 |
85.79 |
|
0.500 |
85.19 |
|
0.382 |
84.59 |
|
LOW |
82.63 |
|
0.618 |
79.47 |
|
1.000 |
77.51 |
|
1.618 |
74.35 |
|
2.618 |
69.23 |
|
4.250 |
60.87 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.19 |
85.37 |
| PP |
84.79 |
84.91 |
| S1 |
84.38 |
84.44 |
|