NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
89.64 |
88.00 |
-1.64 |
-1.8% |
93.00 |
| High |
89.67 |
88.00 |
-1.67 |
-1.9% |
93.53 |
| Low |
87.68 |
84.12 |
-3.56 |
-4.1% |
84.12 |
| Close |
88.13 |
84.95 |
-3.18 |
-3.6% |
84.95 |
| Range |
1.99 |
3.88 |
1.89 |
95.0% |
9.41 |
| ATR |
1.75 |
1.91 |
0.16 |
9.3% |
0.00 |
| Volume |
4,697 |
7,740 |
3,043 |
64.8% |
20,007 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.33 |
95.02 |
87.08 |
|
| R3 |
93.45 |
91.14 |
86.02 |
|
| R2 |
89.57 |
89.57 |
85.66 |
|
| R1 |
87.26 |
87.26 |
85.31 |
86.48 |
| PP |
85.69 |
85.69 |
85.69 |
85.30 |
| S1 |
83.38 |
83.38 |
84.59 |
82.60 |
| S2 |
81.81 |
81.81 |
84.24 |
|
| S3 |
77.93 |
79.50 |
83.88 |
|
| S4 |
74.05 |
75.62 |
82.82 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
109.77 |
90.13 |
|
| R3 |
106.35 |
100.36 |
87.54 |
|
| R2 |
96.94 |
96.94 |
86.68 |
|
| R1 |
90.95 |
90.95 |
85.81 |
89.24 |
| PP |
87.53 |
87.53 |
87.53 |
86.68 |
| S1 |
81.54 |
81.54 |
84.09 |
79.83 |
| S2 |
78.12 |
78.12 |
83.22 |
|
| S3 |
68.71 |
72.13 |
82.36 |
|
| S4 |
59.30 |
62.72 |
79.77 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.49 |
|
2.618 |
98.16 |
|
1.618 |
94.28 |
|
1.000 |
91.88 |
|
0.618 |
90.40 |
|
HIGH |
88.00 |
|
0.618 |
86.52 |
|
0.500 |
86.06 |
|
0.382 |
85.60 |
|
LOW |
84.12 |
|
0.618 |
81.72 |
|
1.000 |
80.24 |
|
1.618 |
77.84 |
|
2.618 |
73.96 |
|
4.250 |
67.63 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.06 |
87.75 |
| PP |
85.69 |
86.81 |
| S1 |
85.32 |
85.88 |
|