NYMEX Light Sweet Crude Oil Future February 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 |
86.35 |
86.76 |
0.41 |
0.5% |
93.17 |
| High |
86.49 |
87.81 |
1.32 |
1.5% |
93.50 |
| Low |
85.31 |
86.51 |
1.20 |
1.4% |
84.68 |
| Close |
85.83 |
86.96 |
1.13 |
1.3% |
85.14 |
| Range |
1.18 |
1.30 |
0.12 |
10.2% |
8.82 |
| ATR |
1.50 |
1.53 |
0.03 |
2.3% |
0.00 |
| Volume |
3,071 |
2,917 |
-154 |
-5.0% |
12,288 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.99 |
90.28 |
87.68 |
|
| R3 |
89.69 |
88.98 |
87.32 |
|
| R2 |
88.39 |
88.39 |
87.20 |
|
| R1 |
87.68 |
87.68 |
87.08 |
88.04 |
| PP |
87.09 |
87.09 |
87.09 |
87.27 |
| S1 |
86.38 |
86.38 |
86.84 |
86.74 |
| S2 |
85.79 |
85.79 |
86.72 |
|
| S3 |
84.49 |
85.08 |
86.60 |
|
| S4 |
83.19 |
83.78 |
86.25 |
|
|
| 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 |
93.34 |
|
2.618 |
91.21 |
|
1.618 |
89.91 |
|
1.000 |
89.11 |
|
0.618 |
88.61 |
|
HIGH |
87.81 |
|
0.618 |
87.31 |
|
0.500 |
87.16 |
|
0.382 |
87.01 |
|
LOW |
86.51 |
|
0.618 |
85.71 |
|
1.000 |
85.21 |
|
1.618 |
84.41 |
|
2.618 |
83.11 |
|
4.250 |
80.99 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.16 |
86.62 |
| PP |
87.09 |
86.27 |
| S1 |
87.03 |
85.93 |
|