NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
87.04 |
84.93 |
-2.11 |
-2.4% |
84.83 |
High |
88.47 |
86.31 |
-2.16 |
-2.4% |
88.47 |
Low |
85.15 |
83.66 |
-1.49 |
-1.7% |
82.71 |
Close |
86.42 |
85.77 |
-0.65 |
-0.8% |
85.77 |
Range |
3.32 |
2.65 |
-0.67 |
-20.2% |
5.76 |
ATR |
2.28 |
2.32 |
0.03 |
1.5% |
0.00 |
Volume |
61,886 |
58,822 |
-3,064 |
-5.0% |
292,529 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.20 |
92.13 |
87.23 |
|
R3 |
90.55 |
89.48 |
86.50 |
|
R2 |
87.90 |
87.90 |
86.26 |
|
R1 |
86.83 |
86.83 |
86.01 |
87.37 |
PP |
85.25 |
85.25 |
85.25 |
85.51 |
S1 |
84.18 |
84.18 |
85.53 |
84.72 |
S2 |
82.60 |
82.60 |
85.28 |
|
S3 |
79.95 |
81.53 |
85.04 |
|
S4 |
77.30 |
78.88 |
84.31 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.93 |
100.11 |
88.94 |
|
R3 |
97.17 |
94.35 |
87.35 |
|
R2 |
91.41 |
91.41 |
86.83 |
|
R1 |
88.59 |
88.59 |
86.30 |
90.00 |
PP |
85.65 |
85.65 |
85.65 |
86.36 |
S1 |
82.83 |
82.83 |
85.24 |
84.24 |
S2 |
79.89 |
79.89 |
84.71 |
|
S3 |
74.13 |
77.07 |
84.19 |
|
S4 |
68.37 |
71.31 |
82.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.47 |
82.71 |
5.76 |
6.7% |
2.56 |
3.0% |
53% |
False |
False |
58,505 |
10 |
93.44 |
82.71 |
10.73 |
12.5% |
2.56 |
3.0% |
29% |
False |
False |
49,714 |
20 |
98.52 |
82.71 |
15.81 |
18.4% |
2.24 |
2.6% |
19% |
False |
False |
45,562 |
40 |
107.29 |
82.71 |
24.58 |
28.7% |
2.01 |
2.3% |
12% |
False |
False |
47,271 |
60 |
110.02 |
82.71 |
27.31 |
31.8% |
1.99 |
2.3% |
11% |
False |
False |
44,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.57 |
2.618 |
93.25 |
1.618 |
90.60 |
1.000 |
88.96 |
0.618 |
87.95 |
HIGH |
86.31 |
0.618 |
85.30 |
0.500 |
84.99 |
0.382 |
84.67 |
LOW |
83.66 |
0.618 |
82.02 |
1.000 |
81.01 |
1.618 |
79.37 |
2.618 |
76.72 |
4.250 |
72.40 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
85.51 |
86.07 |
PP |
85.25 |
85.97 |
S1 |
84.99 |
85.87 |
|