NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
81.68 |
79.81 |
-1.87 |
-2.3% |
81.26 |
| High |
82.00 |
86.52 |
4.52 |
5.5% |
86.52 |
| Low |
78.83 |
79.80 |
0.97 |
1.2% |
78.83 |
| Close |
79.01 |
86.21 |
7.20 |
9.1% |
86.21 |
| Range |
3.17 |
6.72 |
3.55 |
112.0% |
7.69 |
| ATR |
2.38 |
2.75 |
0.37 |
15.4% |
0.00 |
| Volume |
21,618 |
24,723 |
3,105 |
14.4% |
98,461 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.34 |
101.99 |
89.91 |
|
| R3 |
97.62 |
95.27 |
88.06 |
|
| R2 |
90.90 |
90.90 |
87.44 |
|
| R1 |
88.55 |
88.55 |
86.83 |
89.73 |
| PP |
84.18 |
84.18 |
84.18 |
84.76 |
| S1 |
81.83 |
81.83 |
85.59 |
83.01 |
| S2 |
77.46 |
77.46 |
84.98 |
|
| S3 |
70.74 |
75.11 |
84.36 |
|
| S4 |
64.02 |
68.39 |
82.51 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
104.26 |
90.44 |
|
| R3 |
99.23 |
96.57 |
88.32 |
|
| R2 |
91.54 |
91.54 |
87.62 |
|
| R1 |
88.88 |
88.88 |
86.91 |
90.21 |
| PP |
83.85 |
83.85 |
83.85 |
84.52 |
| S1 |
81.19 |
81.19 |
85.51 |
82.52 |
| S2 |
76.16 |
76.16 |
84.80 |
|
| S3 |
68.47 |
73.50 |
84.10 |
|
| S4 |
60.78 |
65.81 |
81.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.52 |
78.83 |
7.69 |
8.9% |
3.07 |
3.6% |
96% |
True |
False |
19,692 |
| 10 |
86.54 |
78.83 |
7.71 |
8.9% |
2.98 |
3.5% |
96% |
False |
False |
19,692 |
| 20 |
88.11 |
78.83 |
9.28 |
10.8% |
2.70 |
3.1% |
80% |
False |
False |
18,470 |
| 40 |
102.76 |
78.83 |
23.93 |
27.8% |
2.35 |
2.7% |
31% |
False |
False |
13,796 |
| 60 |
107.15 |
78.83 |
28.32 |
32.9% |
2.01 |
2.3% |
26% |
False |
False |
12,009 |
| 80 |
109.80 |
78.83 |
30.97 |
35.9% |
1.88 |
2.2% |
24% |
False |
False |
10,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.08 |
|
2.618 |
104.11 |
|
1.618 |
97.39 |
|
1.000 |
93.24 |
|
0.618 |
90.67 |
|
HIGH |
86.52 |
|
0.618 |
83.95 |
|
0.500 |
83.16 |
|
0.382 |
82.37 |
|
LOW |
79.80 |
|
0.618 |
75.65 |
|
1.000 |
73.08 |
|
1.618 |
68.93 |
|
2.618 |
62.21 |
|
4.250 |
51.24 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.19 |
85.03 |
| PP |
84.18 |
83.85 |
| S1 |
83.16 |
82.68 |
|