NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
80.27 |
86.50 |
6.23 |
7.8% |
81.60 |
| High |
86.99 |
86.54 |
-0.45 |
-0.5% |
86.99 |
| Low |
80.16 |
83.79 |
3.63 |
4.5% |
79.12 |
| Close |
86.67 |
85.43 |
-1.24 |
-1.4% |
86.67 |
| Range |
6.83 |
2.75 |
-4.08 |
-59.7% |
7.87 |
| ATR |
2.83 |
2.83 |
0.00 |
0.1% |
0.00 |
| Volume |
55,053 |
69,213 |
14,160 |
25.7% |
206,695 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.50 |
92.22 |
86.94 |
|
| R3 |
90.75 |
89.47 |
86.19 |
|
| R2 |
88.00 |
88.00 |
85.93 |
|
| R1 |
86.72 |
86.72 |
85.68 |
85.99 |
| PP |
85.25 |
85.25 |
85.25 |
84.89 |
| S1 |
83.97 |
83.97 |
85.18 |
83.24 |
| S2 |
82.50 |
82.50 |
84.93 |
|
| S3 |
79.75 |
81.22 |
84.67 |
|
| S4 |
77.00 |
78.47 |
83.92 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.87 |
105.14 |
91.00 |
|
| R3 |
100.00 |
97.27 |
88.83 |
|
| R2 |
92.13 |
92.13 |
88.11 |
|
| R1 |
89.40 |
89.40 |
87.39 |
90.77 |
| PP |
84.26 |
84.26 |
84.26 |
84.94 |
| S1 |
81.53 |
81.53 |
85.95 |
82.90 |
| S2 |
76.39 |
76.39 |
85.23 |
|
| S3 |
68.52 |
73.66 |
84.51 |
|
| S4 |
60.65 |
65.79 |
82.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.99 |
79.12 |
7.87 |
9.2% |
3.24 |
3.8% |
80% |
False |
False |
46,018 |
| 10 |
86.99 |
79.12 |
7.87 |
9.2% |
2.98 |
3.5% |
80% |
False |
False |
49,781 |
| 20 |
88.47 |
79.12 |
9.35 |
10.9% |
2.79 |
3.3% |
67% |
False |
False |
48,862 |
| 40 |
99.60 |
79.12 |
20.48 |
24.0% |
2.48 |
2.9% |
31% |
False |
False |
47,597 |
| 60 |
107.29 |
79.12 |
28.17 |
33.0% |
2.22 |
2.6% |
22% |
False |
False |
46,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.23 |
|
2.618 |
93.74 |
|
1.618 |
90.99 |
|
1.000 |
89.29 |
|
0.618 |
88.24 |
|
HIGH |
86.54 |
|
0.618 |
85.49 |
|
0.500 |
85.17 |
|
0.382 |
84.84 |
|
LOW |
83.79 |
|
0.618 |
82.09 |
|
1.000 |
81.04 |
|
1.618 |
79.34 |
|
2.618 |
76.59 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.34 |
84.64 |
| PP |
85.25 |
83.85 |
| S1 |
85.17 |
83.06 |
|