NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
88.00 |
84.83 |
-3.17 |
-3.6% |
93.00 |
| High |
88.00 |
85.71 |
-2.29 |
-2.6% |
93.53 |
| Low |
84.12 |
83.11 |
-1.01 |
-1.2% |
84.12 |
| Close |
84.95 |
85.55 |
0.60 |
0.7% |
84.95 |
| Range |
3.88 |
2.60 |
-1.28 |
-33.0% |
9.41 |
| ATR |
1.91 |
1.96 |
0.05 |
2.6% |
0.00 |
| Volume |
7,740 |
10,404 |
2,664 |
34.4% |
20,007 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.59 |
91.67 |
86.98 |
|
| R3 |
89.99 |
89.07 |
86.27 |
|
| R2 |
87.39 |
87.39 |
86.03 |
|
| R1 |
86.47 |
86.47 |
85.79 |
86.93 |
| PP |
84.79 |
84.79 |
84.79 |
85.02 |
| S1 |
83.87 |
83.87 |
85.31 |
84.33 |
| S2 |
82.19 |
82.19 |
85.07 |
|
| S3 |
79.59 |
81.27 |
84.84 |
|
| S4 |
76.99 |
78.67 |
84.12 |
|
|
| 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 |
96.76 |
|
2.618 |
92.52 |
|
1.618 |
89.92 |
|
1.000 |
88.31 |
|
0.618 |
87.32 |
|
HIGH |
85.71 |
|
0.618 |
84.72 |
|
0.500 |
84.41 |
|
0.382 |
84.10 |
|
LOW |
83.11 |
|
0.618 |
81.50 |
|
1.000 |
80.51 |
|
1.618 |
78.90 |
|
2.618 |
76.30 |
|
4.250 |
72.06 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.17 |
86.39 |
| PP |
84.79 |
86.11 |
| S1 |
84.41 |
85.83 |
|