NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
84.65 |
85.57 |
0.92 |
1.1% |
86.89 |
High |
86.04 |
86.06 |
0.02 |
0.0% |
88.20 |
Low |
83.89 |
82.56 |
-1.33 |
-1.6% |
82.76 |
Close |
85.67 |
83.04 |
-2.63 |
-3.1% |
85.58 |
Range |
2.15 |
3.50 |
1.35 |
62.8% |
5.44 |
ATR |
2.40 |
2.48 |
0.08 |
3.3% |
0.00 |
Volume |
34,166 |
40,134 |
5,968 |
17.5% |
223,065 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.39 |
92.21 |
84.97 |
|
R3 |
90.89 |
88.71 |
84.00 |
|
R2 |
87.39 |
87.39 |
83.68 |
|
R1 |
85.21 |
85.21 |
83.36 |
84.55 |
PP |
83.89 |
83.89 |
83.89 |
83.56 |
S1 |
81.71 |
81.71 |
82.72 |
81.05 |
S2 |
80.39 |
80.39 |
82.40 |
|
S3 |
76.89 |
78.21 |
82.08 |
|
S4 |
73.39 |
74.71 |
81.12 |
|
|
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 |
82.56 |
4.55 |
5.5% |
2.45 |
2.9% |
11% |
False |
True |
35,526 |
10 |
88.47 |
82.56 |
5.91 |
7.1% |
2.77 |
3.3% |
8% |
False |
True |
44,626 |
20 |
93.44 |
82.56 |
10.88 |
13.1% |
2.56 |
3.1% |
4% |
False |
True |
45,811 |
40 |
107.29 |
82.56 |
24.73 |
29.8% |
2.25 |
2.7% |
2% |
False |
True |
46,458 |
60 |
109.39 |
82.56 |
26.83 |
32.3% |
2.10 |
2.5% |
2% |
False |
True |
44,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.94 |
2.618 |
95.22 |
1.618 |
91.72 |
1.000 |
89.56 |
0.618 |
88.22 |
HIGH |
86.06 |
0.618 |
84.72 |
0.500 |
84.31 |
0.382 |
83.90 |
LOW |
82.56 |
0.618 |
80.40 |
1.000 |
79.06 |
1.618 |
76.90 |
2.618 |
73.40 |
4.250 |
67.69 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
84.31 |
84.84 |
PP |
83.89 |
84.24 |
S1 |
83.46 |
83.64 |
|