NYMEX Light Sweet Crude Oil Future July 2012
| 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 |
82.96 |
84.14 |
1.18 |
1.4% |
91.00 |
| High |
84.38 |
84.92 |
0.54 |
0.6% |
92.21 |
| Low |
81.21 |
83.31 |
2.10 |
2.6% |
82.29 |
| Close |
83.98 |
84.29 |
0.31 |
0.4% |
83.23 |
| Range |
3.17 |
1.61 |
-1.56 |
-49.2% |
9.92 |
| ATR |
2.40 |
2.34 |
-0.06 |
-2.3% |
0.00 |
| Volume |
287,941 |
223,169 |
-64,772 |
-22.5% |
1,241,153 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.00 |
88.26 |
85.18 |
|
| R3 |
87.39 |
86.65 |
84.73 |
|
| R2 |
85.78 |
85.78 |
84.59 |
|
| R1 |
85.04 |
85.04 |
84.44 |
85.41 |
| PP |
84.17 |
84.17 |
84.17 |
84.36 |
| S1 |
83.43 |
83.43 |
84.14 |
83.80 |
| S2 |
82.56 |
82.56 |
83.99 |
|
| S3 |
80.95 |
81.82 |
83.85 |
|
| S4 |
79.34 |
80.21 |
83.40 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.67 |
109.37 |
88.69 |
|
| R3 |
105.75 |
99.45 |
85.96 |
|
| R2 |
95.83 |
95.83 |
85.05 |
|
| R1 |
89.53 |
89.53 |
84.14 |
87.72 |
| PP |
85.91 |
85.91 |
85.91 |
85.01 |
| S1 |
79.61 |
79.61 |
82.32 |
77.80 |
| S2 |
75.99 |
75.99 |
81.41 |
|
| S3 |
66.07 |
69.69 |
80.50 |
|
| S4 |
56.15 |
59.77 |
77.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.92 |
81.21 |
9.71 |
11.5% |
3.03 |
3.6% |
32% |
False |
False |
300,381 |
| 10 |
93.30 |
81.21 |
12.09 |
14.3% |
2.45 |
2.9% |
25% |
False |
False |
258,532 |
| 20 |
98.48 |
81.21 |
17.27 |
20.5% |
2.27 |
2.7% |
18% |
False |
False |
188,084 |
| 40 |
106.77 |
81.21 |
25.56 |
30.3% |
2.12 |
2.5% |
12% |
False |
False |
122,216 |
| 60 |
109.51 |
81.21 |
28.30 |
33.6% |
2.10 |
2.5% |
11% |
False |
False |
92,901 |
| 80 |
111.49 |
81.21 |
30.28 |
35.9% |
2.06 |
2.4% |
10% |
False |
False |
77,056 |
| 100 |
111.49 |
81.21 |
30.28 |
35.9% |
2.05 |
2.4% |
10% |
False |
False |
65,043 |
| 120 |
111.49 |
81.21 |
30.28 |
35.9% |
2.02 |
2.4% |
10% |
False |
False |
55,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.76 |
|
2.618 |
89.13 |
|
1.618 |
87.52 |
|
1.000 |
86.53 |
|
0.618 |
85.91 |
|
HIGH |
84.92 |
|
0.618 |
84.30 |
|
0.500 |
84.12 |
|
0.382 |
83.93 |
|
LOW |
83.31 |
|
0.618 |
82.32 |
|
1.000 |
81.70 |
|
1.618 |
80.71 |
|
2.618 |
79.10 |
|
4.250 |
76.47 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.23 |
84.16 |
| PP |
84.17 |
84.03 |
| S1 |
84.12 |
83.90 |
|