NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
86.10 |
84.65 |
-1.45 |
-1.7% |
86.89 |
High |
87.11 |
86.04 |
-1.07 |
-1.2% |
88.20 |
Low |
83.68 |
83.89 |
0.21 |
0.3% |
82.76 |
Close |
84.88 |
85.67 |
0.79 |
0.9% |
85.58 |
Range |
3.43 |
2.15 |
-1.28 |
-37.3% |
5.44 |
ATR |
2.42 |
2.40 |
-0.02 |
-0.8% |
0.00 |
Volume |
28,192 |
34,166 |
5,974 |
21.2% |
223,065 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.65 |
90.81 |
86.85 |
|
R3 |
89.50 |
88.66 |
86.26 |
|
R2 |
87.35 |
87.35 |
86.06 |
|
R1 |
86.51 |
86.51 |
85.87 |
86.93 |
PP |
85.20 |
85.20 |
85.20 |
85.41 |
S1 |
84.36 |
84.36 |
85.47 |
84.78 |
S2 |
83.05 |
83.05 |
85.28 |
|
S3 |
80.90 |
82.21 |
85.08 |
|
S4 |
78.75 |
80.06 |
84.49 |
|
|
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 |
87.11 |
83.68 |
3.43 |
4.0% |
2.08 |
2.4% |
58% |
False |
False |
36,411 |
10 |
88.47 |
82.76 |
5.71 |
6.7% |
2.65 |
3.1% |
51% |
False |
False |
45,718 |
20 |
94.37 |
82.71 |
11.66 |
13.6% |
2.48 |
2.9% |
25% |
False |
False |
45,475 |
40 |
107.29 |
82.71 |
24.58 |
28.7% |
2.19 |
2.6% |
12% |
False |
False |
46,230 |
60 |
109.39 |
82.71 |
26.68 |
31.1% |
2.06 |
2.4% |
11% |
False |
False |
44,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.18 |
2.618 |
91.67 |
1.618 |
89.52 |
1.000 |
88.19 |
0.618 |
87.37 |
HIGH |
86.04 |
0.618 |
85.22 |
0.500 |
84.97 |
0.382 |
84.71 |
LOW |
83.89 |
0.618 |
82.56 |
1.000 |
81.74 |
1.618 |
80.41 |
2.618 |
78.26 |
4.250 |
74.75 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
85.44 |
85.58 |
PP |
85.20 |
85.49 |
S1 |
84.97 |
85.40 |
|