NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.54 |
84.16 |
-2.38 |
-2.8% |
87.06 |
| High |
86.54 |
85.66 |
-0.88 |
-1.0% |
87.75 |
| Low |
83.39 |
83.61 |
0.22 |
0.3% |
82.48 |
| Close |
84.56 |
85.35 |
0.79 |
0.9% |
85.24 |
| Range |
3.15 |
2.05 |
-1.10 |
-34.9% |
5.27 |
| ATR |
2.28 |
2.26 |
-0.02 |
-0.7% |
0.00 |
| Volume |
8,006 |
17,043 |
9,037 |
112.9% |
107,760 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.02 |
90.24 |
86.48 |
|
| R3 |
88.97 |
88.19 |
85.91 |
|
| R2 |
86.92 |
86.92 |
85.73 |
|
| R1 |
86.14 |
86.14 |
85.54 |
86.53 |
| PP |
84.87 |
84.87 |
84.87 |
85.07 |
| S1 |
84.09 |
84.09 |
85.16 |
84.48 |
| S2 |
82.82 |
82.82 |
84.97 |
|
| S3 |
80.77 |
82.04 |
84.79 |
|
| S4 |
78.72 |
79.99 |
84.22 |
|
|
| 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 |
83.39 |
3.15 |
3.7% |
2.00 |
2.3% |
62% |
False |
False |
16,708 |
| 10 |
88.11 |
82.48 |
5.63 |
6.6% |
2.54 |
3.0% |
51% |
False |
False |
17,514 |
| 20 |
94.19 |
82.48 |
11.71 |
13.7% |
2.34 |
2.7% |
25% |
False |
False |
12,819 |
| 40 |
107.15 |
82.48 |
24.67 |
28.9% |
1.98 |
2.3% |
12% |
False |
False |
11,125 |
| 60 |
109.21 |
82.48 |
26.73 |
31.3% |
1.83 |
2.1% |
11% |
False |
False |
9,881 |
| 80 |
109.82 |
82.48 |
27.34 |
32.0% |
1.71 |
2.0% |
10% |
False |
False |
9,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.37 |
|
2.618 |
91.03 |
|
1.618 |
88.98 |
|
1.000 |
87.71 |
|
0.618 |
86.93 |
|
HIGH |
85.66 |
|
0.618 |
84.88 |
|
0.500 |
84.64 |
|
0.382 |
84.39 |
|
LOW |
83.61 |
|
0.618 |
82.34 |
|
1.000 |
81.56 |
|
1.618 |
80.29 |
|
2.618 |
78.24 |
|
4.250 |
74.90 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.11 |
85.22 |
| PP |
84.87 |
85.09 |
| S1 |
84.64 |
84.97 |
|