NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.55 |
83.85 |
-0.70 |
-0.8% |
83.19 |
| High |
85.08 |
85.50 |
0.42 |
0.5% |
88.11 |
| Low |
83.42 |
83.50 |
0.08 |
0.1% |
82.57 |
| Close |
83.83 |
85.08 |
1.25 |
1.5% |
85.41 |
| Range |
1.66 |
2.00 |
0.34 |
20.5% |
5.54 |
| ATR |
2.32 |
2.29 |
-0.02 |
-1.0% |
0.00 |
| Volume |
19,063 |
22,745 |
3,682 |
19.3% |
64,734 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.69 |
89.89 |
86.18 |
|
| R3 |
88.69 |
87.89 |
85.63 |
|
| R2 |
86.69 |
86.69 |
85.45 |
|
| R1 |
85.89 |
85.89 |
85.26 |
86.29 |
| PP |
84.69 |
84.69 |
84.69 |
84.90 |
| S1 |
83.89 |
83.89 |
84.90 |
84.29 |
| S2 |
82.69 |
82.69 |
84.71 |
|
| S3 |
80.69 |
81.89 |
84.53 |
|
| S4 |
78.69 |
79.89 |
83.98 |
|
|
| 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 |
87.75 |
82.48 |
5.27 |
6.2% |
2.72 |
3.2% |
49% |
False |
False |
22,409 |
| 10 |
88.11 |
82.48 |
5.63 |
6.6% |
2.70 |
3.2% |
46% |
False |
False |
16,483 |
| 20 |
94.93 |
82.48 |
12.45 |
14.6% |
2.24 |
2.6% |
21% |
False |
False |
12,045 |
| 40 |
107.15 |
82.48 |
24.67 |
29.0% |
1.91 |
2.2% |
11% |
False |
False |
10,735 |
| 60 |
109.21 |
82.48 |
26.73 |
31.4% |
1.81 |
2.1% |
10% |
False |
False |
9,549 |
| 80 |
110.08 |
82.48 |
27.60 |
32.4% |
1.67 |
2.0% |
9% |
False |
False |
9,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.00 |
|
2.618 |
90.74 |
|
1.618 |
88.74 |
|
1.000 |
87.50 |
|
0.618 |
86.74 |
|
HIGH |
85.50 |
|
0.618 |
84.74 |
|
0.500 |
84.50 |
|
0.382 |
84.26 |
|
LOW |
83.50 |
|
0.618 |
82.26 |
|
1.000 |
81.50 |
|
1.618 |
80.26 |
|
2.618 |
78.26 |
|
4.250 |
75.00 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.89 |
84.72 |
| PP |
84.69 |
84.35 |
| S1 |
84.50 |
83.99 |
|