NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
82.82 |
84.90 |
2.08 |
2.5% |
84.83 |
High |
85.20 |
85.42 |
0.22 |
0.3% |
88.47 |
Low |
82.76 |
83.75 |
0.99 |
1.2% |
82.71 |
Close |
84.89 |
84.17 |
-0.72 |
-0.8% |
85.77 |
Range |
2.44 |
1.67 |
-0.77 |
-31.6% |
5.76 |
ATR |
2.53 |
2.47 |
-0.06 |
-2.4% |
0.00 |
Volume |
46,675 |
44,558 |
-2,117 |
-4.5% |
292,529 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.46 |
88.48 |
85.09 |
|
R3 |
87.79 |
86.81 |
84.63 |
|
R2 |
86.12 |
86.12 |
84.48 |
|
R1 |
85.14 |
85.14 |
84.32 |
84.80 |
PP |
84.45 |
84.45 |
84.45 |
84.27 |
S1 |
83.47 |
83.47 |
84.02 |
83.13 |
S2 |
82.78 |
82.78 |
83.86 |
|
S3 |
81.11 |
81.80 |
83.71 |
|
S4 |
79.44 |
80.13 |
83.25 |
|
|
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 |
6.8% |
3.10 |
3.7% |
25% |
False |
False |
53,726 |
10 |
89.60 |
82.71 |
6.89 |
8.2% |
2.87 |
3.4% |
21% |
False |
False |
55,110 |
20 |
95.71 |
82.71 |
13.00 |
15.4% |
2.44 |
2.9% |
11% |
False |
False |
47,614 |
40 |
107.29 |
82.71 |
24.58 |
29.2% |
2.13 |
2.5% |
6% |
False |
False |
47,565 |
60 |
110.02 |
82.71 |
27.31 |
32.4% |
2.05 |
2.4% |
5% |
False |
False |
45,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.52 |
2.618 |
89.79 |
1.618 |
88.12 |
1.000 |
87.09 |
0.618 |
86.45 |
HIGH |
85.42 |
0.618 |
84.78 |
0.500 |
84.59 |
0.382 |
84.39 |
LOW |
83.75 |
0.618 |
82.72 |
1.000 |
82.08 |
1.618 |
81.05 |
2.618 |
79.38 |
4.250 |
76.65 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
84.59 |
85.48 |
PP |
84.45 |
85.04 |
S1 |
84.31 |
84.61 |
|