NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.63 |
85.72 |
2.09 |
2.5% |
82.96 |
| High |
84.67 |
86.64 |
1.97 |
2.3% |
87.03 |
| Low |
82.00 |
81.11 |
-0.89 |
-1.1% |
81.21 |
| Close |
84.10 |
82.70 |
-1.40 |
-1.7% |
84.10 |
| Range |
2.67 |
5.53 |
2.86 |
107.1% |
5.82 |
| ATR |
2.45 |
2.67 |
0.22 |
9.0% |
0.00 |
| Volume |
276,501 |
304,471 |
27,970 |
10.1% |
1,381,025 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.07 |
96.92 |
85.74 |
|
| R3 |
94.54 |
91.39 |
84.22 |
|
| R2 |
89.01 |
89.01 |
83.71 |
|
| R1 |
85.86 |
85.86 |
83.21 |
84.67 |
| PP |
83.48 |
83.48 |
83.48 |
82.89 |
| S1 |
80.33 |
80.33 |
82.19 |
79.14 |
| S2 |
77.95 |
77.95 |
81.69 |
|
| S3 |
72.42 |
74.80 |
81.18 |
|
| S4 |
66.89 |
69.27 |
79.66 |
|
|
| 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 |
81.11 |
5.92 |
7.2% |
3.13 |
3.8% |
27% |
False |
True |
279,511 |
| 10 |
92.21 |
81.11 |
11.10 |
13.4% |
3.12 |
3.8% |
14% |
False |
True |
292,664 |
| 20 |
96.22 |
81.11 |
15.11 |
18.3% |
2.57 |
3.1% |
11% |
False |
True |
227,234 |
| 40 |
106.77 |
81.11 |
25.66 |
31.0% |
2.28 |
2.8% |
6% |
False |
True |
146,243 |
| 60 |
109.51 |
81.11 |
28.40 |
34.3% |
2.21 |
2.7% |
6% |
False |
True |
110,050 |
| 80 |
111.49 |
81.11 |
30.38 |
36.7% |
2.16 |
2.6% |
5% |
False |
True |
90,517 |
| 100 |
111.49 |
81.11 |
30.38 |
36.7% |
2.09 |
2.5% |
5% |
False |
True |
76,338 |
| 120 |
111.49 |
81.11 |
30.38 |
36.7% |
2.04 |
2.5% |
5% |
False |
True |
64,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.14 |
|
2.618 |
101.12 |
|
1.618 |
95.59 |
|
1.000 |
92.17 |
|
0.618 |
90.06 |
|
HIGH |
86.64 |
|
0.618 |
84.53 |
|
0.500 |
83.88 |
|
0.382 |
83.22 |
|
LOW |
81.11 |
|
0.618 |
77.69 |
|
1.000 |
75.58 |
|
1.618 |
72.16 |
|
2.618 |
66.63 |
|
4.250 |
57.61 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.88 |
84.07 |
| PP |
83.48 |
83.61 |
| S1 |
83.09 |
83.16 |
|