NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.50 |
83.63 |
-1.87 |
-2.2% |
82.96 |
| High |
87.03 |
84.67 |
-2.36 |
-2.7% |
87.03 |
| Low |
83.43 |
82.00 |
-1.43 |
-1.7% |
81.21 |
| Close |
84.82 |
84.10 |
-0.72 |
-0.8% |
84.10 |
| Range |
3.60 |
2.67 |
-0.93 |
-25.8% |
5.82 |
| ATR |
2.42 |
2.45 |
0.03 |
1.2% |
0.00 |
| Volume |
303,691 |
276,501 |
-27,190 |
-9.0% |
1,381,025 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.60 |
90.52 |
85.57 |
|
| R3 |
88.93 |
87.85 |
84.83 |
|
| R2 |
86.26 |
86.26 |
84.59 |
|
| R1 |
85.18 |
85.18 |
84.34 |
85.72 |
| PP |
83.59 |
83.59 |
83.59 |
83.86 |
| S1 |
82.51 |
82.51 |
83.86 |
83.05 |
| S2 |
80.92 |
80.92 |
83.61 |
|
| S3 |
78.25 |
79.84 |
83.37 |
|
| S4 |
75.58 |
77.17 |
82.63 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
98.66 |
87.30 |
|
| R3 |
95.75 |
92.84 |
85.70 |
|
| R2 |
89.93 |
89.93 |
85.17 |
|
| R1 |
87.02 |
87.02 |
84.63 |
88.48 |
| PP |
84.11 |
84.11 |
84.11 |
84.84 |
| S1 |
81.20 |
81.20 |
83.57 |
82.66 |
| S2 |
78.29 |
78.29 |
83.03 |
|
| S3 |
72.47 |
75.38 |
82.50 |
|
| S4 |
66.65 |
69.56 |
80.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.03 |
81.21 |
5.82 |
6.9% |
2.66 |
3.2% |
50% |
False |
False |
276,205 |
| 10 |
92.21 |
81.21 |
11.00 |
13.1% |
2.67 |
3.2% |
26% |
False |
False |
276,000 |
| 20 |
97.54 |
81.21 |
16.33 |
19.4% |
2.38 |
2.8% |
18% |
False |
False |
217,075 |
| 40 |
106.77 |
81.21 |
25.56 |
30.4% |
2.17 |
2.6% |
11% |
False |
False |
140,470 |
| 60 |
109.51 |
81.21 |
28.30 |
33.7% |
2.15 |
2.6% |
10% |
False |
False |
105,572 |
| 80 |
111.49 |
81.21 |
30.28 |
36.0% |
2.11 |
2.5% |
10% |
False |
False |
87,138 |
| 100 |
111.49 |
81.21 |
30.28 |
36.0% |
2.06 |
2.4% |
10% |
False |
False |
73,397 |
| 120 |
111.49 |
81.21 |
30.28 |
36.0% |
2.01 |
2.4% |
10% |
False |
False |
62,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.02 |
|
2.618 |
91.66 |
|
1.618 |
88.99 |
|
1.000 |
87.34 |
|
0.618 |
86.32 |
|
HIGH |
84.67 |
|
0.618 |
83.65 |
|
0.500 |
83.34 |
|
0.382 |
83.02 |
|
LOW |
82.00 |
|
0.618 |
80.35 |
|
1.000 |
79.33 |
|
1.618 |
77.68 |
|
2.618 |
75.01 |
|
4.250 |
70.65 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.85 |
84.52 |
| PP |
83.59 |
84.38 |
| S1 |
83.34 |
84.24 |
|