NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.85 |
85.43 |
1.58 |
1.9% |
87.06 |
| High |
85.50 |
85.85 |
0.35 |
0.4% |
87.75 |
| Low |
83.50 |
84.69 |
1.19 |
1.4% |
82.48 |
| Close |
85.08 |
85.24 |
0.16 |
0.2% |
85.24 |
| Range |
2.00 |
1.16 |
-0.84 |
-42.0% |
5.27 |
| ATR |
2.29 |
2.21 |
-0.08 |
-3.5% |
0.00 |
| Volume |
22,745 |
16,684 |
-6,061 |
-26.6% |
107,760 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.74 |
88.15 |
85.88 |
|
| R3 |
87.58 |
86.99 |
85.56 |
|
| R2 |
86.42 |
86.42 |
85.45 |
|
| R1 |
85.83 |
85.83 |
85.35 |
85.55 |
| PP |
85.26 |
85.26 |
85.26 |
85.12 |
| S1 |
84.67 |
84.67 |
85.13 |
84.39 |
| S2 |
84.10 |
84.10 |
85.03 |
|
| S3 |
82.94 |
83.51 |
84.92 |
|
| S4 |
81.78 |
82.35 |
84.60 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.97 |
98.37 |
88.14 |
|
| R3 |
95.70 |
93.10 |
86.69 |
|
| R2 |
90.43 |
90.43 |
86.21 |
|
| R1 |
87.83 |
87.83 |
85.72 |
86.50 |
| PP |
85.16 |
85.16 |
85.16 |
84.49 |
| S1 |
82.56 |
82.56 |
84.76 |
81.23 |
| S2 |
79.89 |
79.89 |
84.27 |
|
| S3 |
74.62 |
77.29 |
83.79 |
|
| S4 |
69.35 |
72.02 |
82.34 |
|
|
| 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% |
2.45 |
2.9% |
52% |
False |
False |
21,552 |
| 10 |
88.11 |
82.48 |
5.63 |
6.6% |
2.41 |
2.8% |
49% |
False |
False |
17,249 |
| 20 |
94.19 |
82.48 |
11.71 |
13.7% |
2.24 |
2.6% |
24% |
False |
False |
12,409 |
| 40 |
107.15 |
82.48 |
24.67 |
28.9% |
1.91 |
2.2% |
11% |
False |
False |
10,845 |
| 60 |
109.21 |
82.48 |
26.73 |
31.4% |
1.81 |
2.1% |
10% |
False |
False |
9,682 |
| 80 |
110.08 |
82.48 |
27.60 |
32.4% |
1.68 |
2.0% |
10% |
False |
False |
9,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.78 |
|
2.618 |
88.89 |
|
1.618 |
87.73 |
|
1.000 |
87.01 |
|
0.618 |
86.57 |
|
HIGH |
85.85 |
|
0.618 |
85.41 |
|
0.500 |
85.27 |
|
0.382 |
85.13 |
|
LOW |
84.69 |
|
0.618 |
83.97 |
|
1.000 |
83.53 |
|
1.618 |
82.81 |
|
2.618 |
81.65 |
|
4.250 |
79.76 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.27 |
85.04 |
| PP |
85.26 |
84.84 |
| S1 |
85.25 |
84.64 |
|