NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
81.60 |
82.09 |
0.49 |
0.6% |
86.92 |
High |
81.95 |
82.44 |
0.49 |
0.6% |
87.00 |
Low |
80.95 |
81.54 |
0.59 |
0.7% |
80.89 |
Close |
81.93 |
82.22 |
0.29 |
0.4% |
82.32 |
Range |
1.00 |
0.90 |
-0.10 |
-10.0% |
6.11 |
ATR |
|
|
|
|
|
Volume |
5,661 |
3,363 |
-2,298 |
-40.6% |
29,011 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.77 |
84.39 |
82.72 |
|
R3 |
83.87 |
83.49 |
82.47 |
|
R2 |
82.97 |
82.97 |
82.39 |
|
R1 |
82.59 |
82.59 |
82.30 |
82.78 |
PP |
82.07 |
82.07 |
82.07 |
82.16 |
S1 |
81.69 |
81.69 |
82.14 |
81.88 |
S2 |
81.17 |
81.17 |
82.06 |
|
S3 |
80.27 |
80.79 |
81.97 |
|
S4 |
79.37 |
79.89 |
81.73 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.73 |
98.14 |
85.68 |
|
R3 |
95.62 |
92.03 |
84.00 |
|
R2 |
89.51 |
89.51 |
83.44 |
|
R1 |
85.92 |
85.92 |
82.88 |
84.66 |
PP |
83.40 |
83.40 |
83.40 |
82.78 |
S1 |
79.81 |
79.81 |
81.76 |
78.55 |
S2 |
77.29 |
77.29 |
81.20 |
|
S3 |
71.18 |
73.70 |
80.64 |
|
S4 |
65.07 |
67.59 |
78.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.27 |
2.618 |
84.80 |
1.618 |
83.90 |
1.000 |
83.34 |
0.618 |
83.00 |
HIGH |
82.44 |
0.618 |
82.10 |
0.500 |
81.99 |
0.382 |
81.88 |
LOW |
81.54 |
0.618 |
80.98 |
1.000 |
80.64 |
1.618 |
80.08 |
2.618 |
79.18 |
4.250 |
77.72 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
82.14 |
82.05 |
PP |
82.07 |
81.87 |
S1 |
81.99 |
81.70 |
|