NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
86.89 |
82.82 |
-4.07 |
-4.7% |
84.83 |
High |
88.20 |
85.20 |
-3.00 |
-3.4% |
88.47 |
Low |
82.77 |
82.76 |
-0.01 |
0.0% |
82.71 |
Close |
84.31 |
84.89 |
0.58 |
0.7% |
85.77 |
Range |
5.43 |
2.44 |
-2.99 |
-55.1% |
5.76 |
ATR |
2.54 |
2.53 |
-0.01 |
-0.3% |
0.00 |
Volume |
56,690 |
46,675 |
-10,015 |
-17.7% |
292,529 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.60 |
90.69 |
86.23 |
|
R3 |
89.16 |
88.25 |
85.56 |
|
R2 |
86.72 |
86.72 |
85.34 |
|
R1 |
85.81 |
85.81 |
85.11 |
86.27 |
PP |
84.28 |
84.28 |
84.28 |
84.51 |
S1 |
83.37 |
83.37 |
84.67 |
83.83 |
S2 |
81.84 |
81.84 |
84.44 |
|
S3 |
79.40 |
80.93 |
84.22 |
|
S4 |
76.96 |
78.49 |
83.55 |
|
|
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 |
82.76 |
5.71 |
6.7% |
3.22 |
3.8% |
37% |
False |
True |
55,024 |
10 |
92.02 |
82.71 |
9.31 |
11.0% |
3.05 |
3.6% |
23% |
False |
False |
54,608 |
20 |
96.92 |
82.71 |
14.21 |
16.7% |
2.47 |
2.9% |
15% |
False |
False |
47,116 |
40 |
107.29 |
82.71 |
24.58 |
29.0% |
2.14 |
2.5% |
9% |
False |
False |
47,713 |
60 |
110.02 |
82.71 |
27.31 |
32.2% |
2.05 |
2.4% |
8% |
False |
False |
44,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.57 |
2.618 |
91.59 |
1.618 |
89.15 |
1.000 |
87.64 |
0.618 |
86.71 |
HIGH |
85.20 |
0.618 |
84.27 |
0.500 |
83.98 |
0.382 |
83.69 |
LOW |
82.76 |
0.618 |
81.25 |
1.000 |
80.32 |
1.618 |
78.81 |
2.618 |
76.37 |
4.250 |
72.39 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
84.59 |
85.48 |
PP |
84.28 |
85.28 |
S1 |
83.98 |
85.09 |
|