NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.43 |
86.54 |
1.11 |
1.3% |
87.06 |
| High |
85.85 |
86.54 |
0.69 |
0.8% |
87.75 |
| Low |
84.69 |
83.39 |
-1.30 |
-1.5% |
82.48 |
| Close |
85.24 |
84.56 |
-0.68 |
-0.8% |
85.24 |
| Range |
1.16 |
3.15 |
1.99 |
171.6% |
5.27 |
| ATR |
2.21 |
2.28 |
0.07 |
3.0% |
0.00 |
| Volume |
16,684 |
8,006 |
-8,678 |
-52.0% |
107,760 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.28 |
92.57 |
86.29 |
|
| R3 |
91.13 |
89.42 |
85.43 |
|
| R2 |
87.98 |
87.98 |
85.14 |
|
| R1 |
86.27 |
86.27 |
84.85 |
85.55 |
| PP |
84.83 |
84.83 |
84.83 |
84.47 |
| S1 |
83.12 |
83.12 |
84.27 |
82.40 |
| S2 |
81.68 |
81.68 |
83.98 |
|
| S3 |
78.53 |
79.97 |
83.69 |
|
| S4 |
75.38 |
76.82 |
82.83 |
|
|
| 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 |
86.54 |
82.48 |
4.06 |
4.8% |
2.06 |
2.4% |
51% |
True |
False |
17,724 |
| 10 |
88.11 |
82.48 |
5.63 |
6.7% |
2.44 |
2.9% |
37% |
False |
False |
16,933 |
| 20 |
94.19 |
82.48 |
11.71 |
13.8% |
2.31 |
2.7% |
18% |
False |
False |
12,332 |
| 40 |
107.15 |
82.48 |
24.67 |
29.2% |
1.96 |
2.3% |
8% |
False |
False |
10,883 |
| 60 |
109.21 |
82.48 |
26.73 |
31.6% |
1.83 |
2.2% |
8% |
False |
False |
9,730 |
| 80 |
110.08 |
82.48 |
27.60 |
32.6% |
1.70 |
2.0% |
8% |
False |
False |
9,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.93 |
|
2.618 |
94.79 |
|
1.618 |
91.64 |
|
1.000 |
89.69 |
|
0.618 |
88.49 |
|
HIGH |
86.54 |
|
0.618 |
85.34 |
|
0.500 |
84.97 |
|
0.382 |
84.59 |
|
LOW |
83.39 |
|
0.618 |
81.44 |
|
1.000 |
80.24 |
|
1.618 |
78.29 |
|
2.618 |
75.14 |
|
4.250 |
70.00 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.97 |
84.97 |
| PP |
84.83 |
84.83 |
| S1 |
84.70 |
84.70 |
|