NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.83 |
85.56 |
0.73 |
0.9% |
93.00 |
| High |
85.71 |
86.33 |
0.62 |
0.7% |
93.53 |
| Low |
83.11 |
85.21 |
2.10 |
2.5% |
84.12 |
| Close |
85.55 |
85.72 |
0.17 |
0.2% |
84.95 |
| Range |
2.60 |
1.12 |
-1.48 |
-56.9% |
9.41 |
| ATR |
1.96 |
1.90 |
-0.06 |
-3.1% |
0.00 |
| Volume |
10,404 |
7,685 |
-2,719 |
-26.1% |
20,007 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.11 |
88.54 |
86.34 |
|
| R3 |
87.99 |
87.42 |
86.03 |
|
| R2 |
86.87 |
86.87 |
85.93 |
|
| R1 |
86.30 |
86.30 |
85.82 |
86.59 |
| PP |
85.75 |
85.75 |
85.75 |
85.90 |
| S1 |
85.18 |
85.18 |
85.62 |
85.47 |
| S2 |
84.63 |
84.63 |
85.51 |
|
| S3 |
83.51 |
84.06 |
85.41 |
|
| S4 |
82.39 |
82.94 |
85.10 |
|
|
| 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 |
91.09 |
|
2.618 |
89.26 |
|
1.618 |
88.14 |
|
1.000 |
87.45 |
|
0.618 |
87.02 |
|
HIGH |
86.33 |
|
0.618 |
85.90 |
|
0.500 |
85.77 |
|
0.382 |
85.64 |
|
LOW |
85.21 |
|
0.618 |
84.52 |
|
1.000 |
84.09 |
|
1.618 |
83.40 |
|
2.618 |
82.28 |
|
4.250 |
80.45 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.77 |
85.67 |
| PP |
85.75 |
85.61 |
| S1 |
85.74 |
85.56 |
|