NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
81.18 |
83.51 |
2.33 |
2.9% |
82.96 |
| High |
83.72 |
84.01 |
0.29 |
0.3% |
87.03 |
| Low |
81.07 |
82.15 |
1.08 |
1.3% |
81.21 |
| Close |
83.32 |
82.62 |
-0.70 |
-0.8% |
84.10 |
| Range |
2.65 |
1.86 |
-0.79 |
-29.8% |
5.82 |
| ATR |
2.67 |
2.61 |
-0.06 |
-2.2% |
0.00 |
| Volume |
294,227 |
288,969 |
-5,258 |
-1.8% |
1,381,025 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.51 |
87.42 |
83.64 |
|
| R3 |
86.65 |
85.56 |
83.13 |
|
| R2 |
84.79 |
84.79 |
82.96 |
|
| R1 |
83.70 |
83.70 |
82.79 |
83.32 |
| PP |
82.93 |
82.93 |
82.93 |
82.73 |
| S1 |
81.84 |
81.84 |
82.45 |
81.46 |
| S2 |
81.07 |
81.07 |
82.28 |
|
| S3 |
79.21 |
79.98 |
82.11 |
|
| S4 |
77.35 |
78.12 |
81.60 |
|
|
| 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% |
3.26 |
3.9% |
26% |
False |
False |
293,571 |
| 10 |
88.28 |
81.07 |
7.21 |
8.7% |
3.01 |
3.6% |
21% |
False |
False |
297,801 |
| 20 |
94.53 |
81.07 |
13.46 |
16.3% |
2.57 |
3.1% |
12% |
False |
False |
247,374 |
| 40 |
106.77 |
81.07 |
25.70 |
31.1% |
2.30 |
2.8% |
6% |
False |
False |
158,528 |
| 60 |
109.21 |
81.07 |
28.14 |
34.1% |
2.23 |
2.7% |
6% |
False |
False |
118,644 |
| 80 |
111.49 |
81.07 |
30.42 |
36.8% |
2.19 |
2.6% |
5% |
False |
False |
97,193 |
| 100 |
111.49 |
81.07 |
30.42 |
36.8% |
2.10 |
2.5% |
5% |
False |
False |
81,950 |
| 120 |
111.49 |
81.07 |
30.42 |
36.8% |
2.04 |
2.5% |
5% |
False |
False |
69,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.92 |
|
2.618 |
88.88 |
|
1.618 |
87.02 |
|
1.000 |
85.87 |
|
0.618 |
85.16 |
|
HIGH |
84.01 |
|
0.618 |
83.30 |
|
0.500 |
83.08 |
|
0.382 |
82.86 |
|
LOW |
82.15 |
|
0.618 |
81.00 |
|
1.000 |
80.29 |
|
1.618 |
79.14 |
|
2.618 |
77.28 |
|
4.250 |
74.25 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.08 |
83.86 |
| PP |
82.93 |
83.44 |
| S1 |
82.77 |
83.03 |
|