NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.72 |
81.18 |
-4.54 |
-5.3% |
82.96 |
| High |
86.64 |
83.72 |
-2.92 |
-3.4% |
87.03 |
| Low |
81.11 |
81.07 |
-0.04 |
0.0% |
81.21 |
| Close |
82.70 |
83.32 |
0.62 |
0.7% |
84.10 |
| Range |
5.53 |
2.65 |
-2.88 |
-52.1% |
5.82 |
| ATR |
2.67 |
2.67 |
0.00 |
-0.1% |
0.00 |
| Volume |
304,471 |
294,227 |
-10,244 |
-3.4% |
1,381,025 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.65 |
89.64 |
84.78 |
|
| R3 |
88.00 |
86.99 |
84.05 |
|
| R2 |
85.35 |
85.35 |
83.81 |
|
| R1 |
84.34 |
84.34 |
83.56 |
84.85 |
| PP |
82.70 |
82.70 |
82.70 |
82.96 |
| S1 |
81.69 |
81.69 |
83.08 |
82.20 |
| S2 |
80.05 |
80.05 |
82.83 |
|
| S3 |
77.40 |
79.04 |
82.59 |
|
| S4 |
74.75 |
76.39 |
81.86 |
|
|
| 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 |
81.07 |
5.96 |
7.2% |
3.34 |
4.0% |
38% |
False |
True |
293,722 |
| 10 |
90.92 |
81.07 |
9.85 |
11.8% |
3.18 |
3.8% |
23% |
False |
True |
297,051 |
| 20 |
95.83 |
81.07 |
14.76 |
17.7% |
2.60 |
3.1% |
15% |
False |
True |
236,919 |
| 40 |
106.77 |
81.07 |
25.70 |
30.8% |
2.31 |
2.8% |
9% |
False |
True |
152,483 |
| 60 |
109.51 |
81.07 |
28.44 |
34.1% |
2.22 |
2.7% |
8% |
False |
True |
114,252 |
| 80 |
111.49 |
81.07 |
30.42 |
36.5% |
2.18 |
2.6% |
7% |
False |
True |
93,832 |
| 100 |
111.49 |
81.07 |
30.42 |
36.5% |
2.10 |
2.5% |
7% |
False |
True |
79,194 |
| 120 |
111.49 |
81.07 |
30.42 |
36.5% |
2.05 |
2.5% |
7% |
False |
True |
67,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.98 |
|
2.618 |
90.66 |
|
1.618 |
88.01 |
|
1.000 |
86.37 |
|
0.618 |
85.36 |
|
HIGH |
83.72 |
|
0.618 |
82.71 |
|
0.500 |
82.40 |
|
0.382 |
82.08 |
|
LOW |
81.07 |
|
0.618 |
79.43 |
|
1.000 |
78.42 |
|
1.618 |
76.78 |
|
2.618 |
74.13 |
|
4.250 |
69.81 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.01 |
83.86 |
| PP |
82.70 |
83.68 |
| S1 |
82.40 |
83.50 |
|