NYMEX Light Sweet Crude Oil Future February 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 |
84.04 |
86.35 |
2.31 |
2.7% |
93.17 |
| High |
86.07 |
86.49 |
0.42 |
0.5% |
93.50 |
| Low |
84.04 |
85.31 |
1.27 |
1.5% |
84.68 |
| Close |
85.70 |
85.83 |
0.13 |
0.2% |
85.14 |
| Range |
2.03 |
1.18 |
-0.85 |
-41.9% |
8.82 |
| ATR |
1.53 |
1.50 |
-0.02 |
-1.6% |
0.00 |
| Volume |
4,877 |
3,071 |
-1,806 |
-37.0% |
12,288 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.42 |
88.80 |
86.48 |
|
| R3 |
88.24 |
87.62 |
86.15 |
|
| R2 |
87.06 |
87.06 |
86.05 |
|
| R1 |
86.44 |
86.44 |
85.94 |
86.16 |
| PP |
85.88 |
85.88 |
85.88 |
85.74 |
| S1 |
85.26 |
85.26 |
85.72 |
84.98 |
| S2 |
84.70 |
84.70 |
85.61 |
|
| S3 |
83.52 |
84.08 |
85.51 |
|
| S4 |
82.34 |
82.90 |
85.18 |
|
|
| 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 |
91.51 |
|
2.618 |
89.58 |
|
1.618 |
88.40 |
|
1.000 |
87.67 |
|
0.618 |
87.22 |
|
HIGH |
86.49 |
|
0.618 |
86.04 |
|
0.500 |
85.90 |
|
0.382 |
85.76 |
|
LOW |
85.31 |
|
0.618 |
84.58 |
|
1.000 |
84.13 |
|
1.618 |
83.40 |
|
2.618 |
82.22 |
|
4.250 |
80.30 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.90 |
85.67 |
| PP |
85.88 |
85.50 |
| S1 |
85.85 |
85.34 |
|