NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
84.15 |
85.71 |
1.56 |
1.9% |
86.89 |
High |
85.83 |
86.22 |
0.39 |
0.5% |
88.20 |
Low |
83.87 |
85.03 |
1.16 |
1.4% |
82.76 |
Close |
85.39 |
85.58 |
0.19 |
0.2% |
85.58 |
Range |
1.96 |
1.19 |
-0.77 |
-39.3% |
5.44 |
ATR |
2.43 |
2.35 |
-0.09 |
-3.7% |
0.00 |
Volume |
37,172 |
37,970 |
798 |
2.1% |
223,065 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.18 |
88.57 |
86.23 |
|
R3 |
87.99 |
87.38 |
85.91 |
|
R2 |
86.80 |
86.80 |
85.80 |
|
R1 |
86.19 |
86.19 |
85.69 |
85.90 |
PP |
85.61 |
85.61 |
85.61 |
85.47 |
S1 |
85.00 |
85.00 |
85.47 |
84.71 |
S2 |
84.42 |
84.42 |
85.36 |
|
S3 |
83.23 |
83.81 |
85.25 |
|
S4 |
82.04 |
82.62 |
84.93 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.83 |
99.15 |
88.57 |
|
R3 |
96.39 |
93.71 |
87.08 |
|
R2 |
90.95 |
90.95 |
86.58 |
|
R1 |
88.27 |
88.27 |
86.08 |
86.89 |
PP |
85.51 |
85.51 |
85.51 |
84.83 |
S1 |
82.83 |
82.83 |
85.08 |
81.45 |
S2 |
80.07 |
80.07 |
84.58 |
|
S3 |
74.63 |
77.39 |
84.08 |
|
S4 |
69.19 |
71.95 |
82.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.20 |
82.76 |
5.44 |
6.4% |
2.54 |
3.0% |
52% |
False |
False |
44,613 |
10 |
88.47 |
82.71 |
5.76 |
6.7% |
2.55 |
3.0% |
50% |
False |
False |
51,559 |
20 |
94.45 |
82.71 |
11.74 |
13.7% |
2.39 |
2.8% |
24% |
False |
False |
46,672 |
40 |
107.29 |
82.71 |
24.58 |
28.7% |
2.13 |
2.5% |
12% |
False |
False |
46,594 |
60 |
110.02 |
82.71 |
27.31 |
31.9% |
2.05 |
2.4% |
11% |
False |
False |
44,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.28 |
2.618 |
89.34 |
1.618 |
88.15 |
1.000 |
87.41 |
0.618 |
86.96 |
HIGH |
86.22 |
0.618 |
85.77 |
0.500 |
85.63 |
0.382 |
85.48 |
LOW |
85.03 |
0.618 |
84.29 |
1.000 |
83.84 |
1.618 |
83.10 |
2.618 |
81.91 |
4.250 |
79.97 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
85.63 |
85.38 |
PP |
85.61 |
85.18 |
S1 |
85.60 |
84.99 |
|