NYMEX Light Sweet Crude Oil Future February 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 |
88.49 |
86.63 |
-1.86 |
-2.1% |
93.17 |
High |
88.80 |
86.63 |
-2.17 |
-2.4% |
93.50 |
Low |
88.27 |
84.68 |
-3.59 |
-4.1% |
84.68 |
Close |
88.29 |
85.14 |
-3.15 |
-3.6% |
85.14 |
Range |
0.53 |
1.95 |
1.42 |
267.9% |
8.82 |
ATR |
|
|
|
|
|
Volume |
2,759 |
4,502 |
1,743 |
63.2% |
12,288 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.33 |
90.19 |
86.21 |
|
R3 |
89.38 |
88.24 |
85.68 |
|
R2 |
87.43 |
87.43 |
85.50 |
|
R1 |
86.29 |
86.29 |
85.32 |
85.89 |
PP |
85.48 |
85.48 |
85.48 |
85.28 |
S1 |
84.34 |
84.34 |
84.96 |
83.94 |
S2 |
83.53 |
83.53 |
84.78 |
|
S3 |
81.58 |
82.39 |
84.60 |
|
S4 |
79.63 |
80.44 |
84.07 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.23 |
108.51 |
89.99 |
|
R3 |
105.41 |
99.69 |
87.57 |
|
R2 |
96.59 |
96.59 |
86.76 |
|
R1 |
90.87 |
90.87 |
85.95 |
89.32 |
PP |
87.77 |
87.77 |
87.77 |
87.00 |
S1 |
82.05 |
82.05 |
84.33 |
80.50 |
S2 |
78.95 |
78.95 |
83.52 |
|
S3 |
70.13 |
73.23 |
82.71 |
|
S4 |
61.31 |
64.41 |
80.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.92 |
2.618 |
91.74 |
1.618 |
89.79 |
1.000 |
88.58 |
0.618 |
87.84 |
HIGH |
86.63 |
0.618 |
85.89 |
0.500 |
85.66 |
0.382 |
85.42 |
LOW |
84.68 |
0.618 |
83.47 |
1.000 |
82.73 |
1.618 |
81.52 |
2.618 |
79.57 |
4.250 |
76.39 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
85.66 |
87.23 |
PP |
85.48 |
86.53 |
S1 |
85.31 |
85.84 |
|