NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.56 |
85.90 |
0.34 |
0.4% |
93.00 |
| High |
86.33 |
87.68 |
1.35 |
1.6% |
93.53 |
| Low |
85.21 |
85.90 |
0.69 |
0.8% |
84.12 |
| Close |
85.72 |
86.79 |
1.07 |
1.2% |
84.95 |
| Range |
1.12 |
1.78 |
0.66 |
58.9% |
9.41 |
| ATR |
1.90 |
1.90 |
0.00 |
0.2% |
0.00 |
| Volume |
7,685 |
5,874 |
-1,811 |
-23.6% |
20,007 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.13 |
91.24 |
87.77 |
|
| R3 |
90.35 |
89.46 |
87.28 |
|
| R2 |
88.57 |
88.57 |
87.12 |
|
| R1 |
87.68 |
87.68 |
86.95 |
88.13 |
| PP |
86.79 |
86.79 |
86.79 |
87.01 |
| S1 |
85.90 |
85.90 |
86.63 |
86.35 |
| S2 |
85.01 |
85.01 |
86.46 |
|
| S3 |
83.23 |
84.12 |
86.30 |
|
| S4 |
81.45 |
82.34 |
85.81 |
|
|
| 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 |
95.25 |
|
2.618 |
92.34 |
|
1.618 |
90.56 |
|
1.000 |
89.46 |
|
0.618 |
88.78 |
|
HIGH |
87.68 |
|
0.618 |
87.00 |
|
0.500 |
86.79 |
|
0.382 |
86.58 |
|
LOW |
85.90 |
|
0.618 |
84.80 |
|
1.000 |
84.12 |
|
1.618 |
83.02 |
|
2.618 |
81.24 |
|
4.250 |
78.34 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.79 |
86.33 |
| PP |
86.79 |
85.86 |
| S1 |
86.79 |
85.40 |
|