NYMEX Light Sweet Crude Oil Future July 2012
| 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 |
84.14 |
84.12 |
-0.02 |
0.0% |
91.00 |
| High |
84.92 |
86.27 |
1.35 |
1.6% |
92.21 |
| Low |
83.31 |
84.03 |
0.72 |
0.9% |
82.29 |
| Close |
84.29 |
85.02 |
0.73 |
0.9% |
83.23 |
| Range |
1.61 |
2.24 |
0.63 |
39.1% |
9.92 |
| ATR |
2.34 |
2.33 |
-0.01 |
-0.3% |
0.00 |
| Volume |
223,169 |
289,723 |
66,554 |
29.8% |
1,241,153 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.83 |
90.66 |
86.25 |
|
| R3 |
89.59 |
88.42 |
85.64 |
|
| R2 |
87.35 |
87.35 |
85.43 |
|
| R1 |
86.18 |
86.18 |
85.23 |
86.77 |
| PP |
85.11 |
85.11 |
85.11 |
85.40 |
| S1 |
83.94 |
83.94 |
84.81 |
84.53 |
| S2 |
82.87 |
82.87 |
84.61 |
|
| S3 |
80.63 |
81.70 |
84.40 |
|
| S4 |
78.39 |
79.46 |
83.79 |
|
|
| 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 |
88.28 |
81.21 |
7.07 |
8.3% |
2.75 |
3.2% |
54% |
False |
False |
302,031 |
| 10 |
92.21 |
81.21 |
11.00 |
12.9% |
2.46 |
2.9% |
35% |
False |
False |
265,956 |
| 20 |
98.04 |
81.21 |
16.83 |
19.8% |
2.26 |
2.7% |
23% |
False |
False |
198,420 |
| 40 |
106.77 |
81.21 |
25.56 |
30.1% |
2.12 |
2.5% |
15% |
False |
False |
128,523 |
| 60 |
109.51 |
81.21 |
28.30 |
33.3% |
2.10 |
2.5% |
13% |
False |
False |
97,163 |
| 80 |
111.49 |
81.21 |
30.28 |
35.6% |
2.06 |
2.4% |
13% |
False |
False |
80,432 |
| 100 |
111.49 |
81.21 |
30.28 |
35.6% |
2.03 |
2.4% |
13% |
False |
False |
67,854 |
| 120 |
111.49 |
81.21 |
30.28 |
35.6% |
2.02 |
2.4% |
13% |
False |
False |
57,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.79 |
|
2.618 |
92.13 |
|
1.618 |
89.89 |
|
1.000 |
88.51 |
|
0.618 |
87.65 |
|
HIGH |
86.27 |
|
0.618 |
85.41 |
|
0.500 |
85.15 |
|
0.382 |
84.89 |
|
LOW |
84.03 |
|
0.618 |
82.65 |
|
1.000 |
81.79 |
|
1.618 |
80.41 |
|
2.618 |
78.17 |
|
4.250 |
74.51 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.15 |
84.59 |
| PP |
85.11 |
84.17 |
| S1 |
85.06 |
83.74 |
|