NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
87.06 |
82.48 |
-4.58 |
-5.3% |
83.19 |
| High |
87.75 |
84.80 |
-2.95 |
-3.4% |
88.11 |
| Low |
82.63 |
82.48 |
-0.15 |
-0.2% |
82.57 |
| Close |
83.98 |
84.56 |
0.58 |
0.7% |
85.41 |
| Range |
5.12 |
2.32 |
-2.80 |
-54.7% |
5.54 |
| ATR |
2.37 |
2.37 |
0.00 |
-0.1% |
0.00 |
| Volume |
27,144 |
22,124 |
-5,020 |
-18.5% |
64,734 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.91 |
90.05 |
85.84 |
|
| R3 |
88.59 |
87.73 |
85.20 |
|
| R2 |
86.27 |
86.27 |
84.99 |
|
| R1 |
85.41 |
85.41 |
84.77 |
85.84 |
| PP |
83.95 |
83.95 |
83.95 |
84.16 |
| S1 |
83.09 |
83.09 |
84.35 |
83.52 |
| S2 |
81.63 |
81.63 |
84.13 |
|
| S3 |
79.31 |
80.77 |
83.92 |
|
| S4 |
76.99 |
78.45 |
83.28 |
|
|
| 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 |
82.48 |
5.63 |
6.7% |
3.08 |
3.6% |
37% |
False |
True |
18,320 |
| 10 |
91.51 |
82.48 |
9.03 |
10.7% |
2.85 |
3.4% |
23% |
False |
True |
14,056 |
| 20 |
96.74 |
82.48 |
14.26 |
16.9% |
2.28 |
2.7% |
15% |
False |
True |
10,814 |
| 40 |
107.15 |
82.48 |
24.67 |
29.2% |
1.89 |
2.2% |
8% |
False |
True |
10,208 |
| 60 |
109.80 |
82.48 |
27.32 |
32.3% |
1.78 |
2.1% |
8% |
False |
True |
9,016 |
| 80 |
110.08 |
82.48 |
27.60 |
32.6% |
1.64 |
1.9% |
8% |
False |
True |
8,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.66 |
|
2.618 |
90.87 |
|
1.618 |
88.55 |
|
1.000 |
87.12 |
|
0.618 |
86.23 |
|
HIGH |
84.80 |
|
0.618 |
83.91 |
|
0.500 |
83.64 |
|
0.382 |
83.37 |
|
LOW |
82.48 |
|
0.618 |
81.05 |
|
1.000 |
80.16 |
|
1.618 |
78.73 |
|
2.618 |
76.41 |
|
4.250 |
72.62 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.25 |
85.12 |
| PP |
83.95 |
84.93 |
| S1 |
83.64 |
84.75 |
|