NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
79.74 |
81.26 |
1.52 |
1.9% |
86.54 |
High |
81.50 |
81.76 |
0.26 |
0.3% |
86.54 |
Low |
78.84 |
79.30 |
0.46 |
0.6% |
78.84 |
Close |
80.94 |
80.44 |
-0.50 |
-0.6% |
80.94 |
Range |
2.66 |
2.46 |
-0.20 |
-7.5% |
7.70 |
ATR |
2.45 |
2.45 |
0.00 |
0.0% |
0.00 |
Volume |
28,977 |
19,106 |
-9,871 |
-34.1% |
98,464 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.88 |
86.62 |
81.79 |
|
R3 |
85.42 |
84.16 |
81.12 |
|
R2 |
82.96 |
82.96 |
80.89 |
|
R1 |
81.70 |
81.70 |
80.67 |
81.10 |
PP |
80.50 |
80.50 |
80.50 |
80.20 |
S1 |
79.24 |
79.24 |
80.21 |
78.64 |
S2 |
78.04 |
78.04 |
79.99 |
|
S3 |
75.58 |
76.78 |
79.76 |
|
S4 |
73.12 |
74.32 |
79.09 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.21 |
100.77 |
85.18 |
|
R3 |
97.51 |
93.07 |
83.06 |
|
R2 |
89.81 |
89.81 |
82.35 |
|
R1 |
85.37 |
85.37 |
81.65 |
83.74 |
PP |
82.11 |
82.11 |
82.11 |
81.29 |
S1 |
77.67 |
77.67 |
80.23 |
76.04 |
S2 |
74.41 |
74.41 |
79.53 |
|
S3 |
66.71 |
69.97 |
78.82 |
|
S4 |
59.01 |
62.27 |
76.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.69 |
78.84 |
6.85 |
8.5% |
2.76 |
3.4% |
23% |
False |
False |
21,912 |
10 |
86.54 |
78.84 |
7.70 |
9.6% |
2.41 |
3.0% |
21% |
False |
False |
19,818 |
20 |
93.25 |
78.84 |
14.41 |
17.9% |
2.61 |
3.2% |
11% |
False |
False |
16,037 |
40 |
107.15 |
78.84 |
28.31 |
35.2% |
2.18 |
2.7% |
6% |
False |
False |
12,687 |
60 |
107.51 |
78.84 |
28.67 |
35.6% |
1.93 |
2.4% |
6% |
False |
False |
11,119 |
80 |
109.80 |
78.84 |
30.96 |
38.5% |
1.77 |
2.2% |
5% |
False |
False |
10,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.22 |
2.618 |
88.20 |
1.618 |
85.74 |
1.000 |
84.22 |
0.618 |
83.28 |
HIGH |
81.76 |
0.618 |
80.82 |
0.500 |
80.53 |
0.382 |
80.24 |
LOW |
79.30 |
0.618 |
77.78 |
1.000 |
76.84 |
1.618 |
75.32 |
2.618 |
72.86 |
4.250 |
68.85 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
80.53 |
80.57 |
PP |
80.50 |
80.53 |
S1 |
80.47 |
80.48 |
|