NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.23 |
82.20 |
-3.03 |
-3.6% |
87.06 |
| High |
85.69 |
82.30 |
-3.39 |
-4.0% |
87.75 |
| Low |
82.17 |
79.17 |
-3.00 |
-3.7% |
82.48 |
| Close |
82.65 |
79.40 |
-3.25 |
-3.9% |
85.24 |
| Range |
3.52 |
3.13 |
-0.39 |
-11.1% |
5.27 |
| ATR |
2.35 |
2.43 |
0.08 |
3.4% |
0.00 |
| Volume |
10,137 |
34,301 |
24,164 |
238.4% |
107,760 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.68 |
87.67 |
81.12 |
|
| R3 |
86.55 |
84.54 |
80.26 |
|
| R2 |
83.42 |
83.42 |
79.97 |
|
| R1 |
81.41 |
81.41 |
79.69 |
80.85 |
| PP |
80.29 |
80.29 |
80.29 |
80.01 |
| S1 |
78.28 |
78.28 |
79.11 |
77.72 |
| S2 |
77.16 |
77.16 |
78.83 |
|
| S3 |
74.03 |
75.15 |
78.54 |
|
| S4 |
70.90 |
72.02 |
77.68 |
|
|
| 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 |
79.17 |
7.37 |
9.3% |
2.60 |
3.3% |
3% |
False |
True |
17,234 |
| 10 |
87.75 |
79.17 |
8.58 |
10.8% |
2.66 |
3.4% |
3% |
False |
True |
19,821 |
| 20 |
93.25 |
79.17 |
14.08 |
17.7% |
2.46 |
3.1% |
2% |
False |
True |
14,416 |
| 40 |
107.15 |
79.17 |
27.98 |
35.2% |
2.10 |
2.6% |
1% |
False |
True |
11,916 |
| 60 |
108.69 |
79.17 |
29.52 |
37.2% |
1.92 |
2.4% |
1% |
False |
True |
10,438 |
| 80 |
109.80 |
79.17 |
30.63 |
38.6% |
1.75 |
2.2% |
1% |
False |
True |
9,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.60 |
|
2.618 |
90.49 |
|
1.618 |
87.36 |
|
1.000 |
85.43 |
|
0.618 |
84.23 |
|
HIGH |
82.30 |
|
0.618 |
81.10 |
|
0.500 |
80.74 |
|
0.382 |
80.37 |
|
LOW |
79.17 |
|
0.618 |
77.24 |
|
1.000 |
76.04 |
|
1.618 |
74.11 |
|
2.618 |
70.98 |
|
4.250 |
65.87 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.74 |
82.43 |
| PP |
80.29 |
81.42 |
| S1 |
79.85 |
80.41 |
|