NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.90 |
87.14 |
1.24 |
1.4% |
93.00 |
| High |
87.68 |
88.54 |
0.86 |
1.0% |
93.53 |
| Low |
85.90 |
85.45 |
-0.45 |
-0.5% |
84.12 |
| Close |
86.79 |
86.71 |
-0.08 |
-0.1% |
84.95 |
| Range |
1.78 |
3.09 |
1.31 |
73.6% |
9.41 |
| ATR |
1.90 |
1.99 |
0.08 |
4.5% |
0.00 |
| Volume |
5,874 |
12,130 |
6,256 |
106.5% |
20,007 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.17 |
94.53 |
88.41 |
|
| R3 |
93.08 |
91.44 |
87.56 |
|
| R2 |
89.99 |
89.99 |
87.28 |
|
| R1 |
88.35 |
88.35 |
86.99 |
87.63 |
| PP |
86.90 |
86.90 |
86.90 |
86.54 |
| S1 |
85.26 |
85.26 |
86.43 |
84.54 |
| S2 |
83.81 |
83.81 |
86.14 |
|
| S3 |
80.72 |
82.17 |
85.86 |
|
| S4 |
77.63 |
79.08 |
85.01 |
|
|
| 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 |
101.67 |
|
2.618 |
96.63 |
|
1.618 |
93.54 |
|
1.000 |
91.63 |
|
0.618 |
90.45 |
|
HIGH |
88.54 |
|
0.618 |
87.36 |
|
0.500 |
87.00 |
|
0.382 |
86.63 |
|
LOW |
85.45 |
|
0.618 |
83.54 |
|
1.000 |
82.36 |
|
1.618 |
80.45 |
|
2.618 |
77.36 |
|
4.250 |
72.32 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.00 |
86.88 |
| PP |
86.90 |
86.82 |
| S1 |
86.81 |
86.77 |
|