NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.85 |
83.38 |
-3.47 |
-4.0% |
91.23 |
| High |
86.90 |
84.66 |
-2.24 |
-2.6% |
92.52 |
| Low |
82.63 |
81.53 |
-1.10 |
-1.3% |
82.63 |
| Close |
83.56 |
84.27 |
0.71 |
0.8% |
83.56 |
| Range |
4.27 |
3.13 |
-1.14 |
-26.7% |
9.89 |
| ATR |
2.29 |
2.35 |
0.06 |
2.6% |
0.00 |
| Volume |
63,774 |
78,512 |
14,738 |
23.1% |
185,850 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
91.70 |
85.99 |
|
| R3 |
89.75 |
88.57 |
85.13 |
|
| R2 |
86.62 |
86.62 |
84.84 |
|
| R1 |
85.44 |
85.44 |
84.56 |
86.03 |
| PP |
83.49 |
83.49 |
83.49 |
83.78 |
| S1 |
82.31 |
82.31 |
83.98 |
82.90 |
| S2 |
80.36 |
80.36 |
83.70 |
|
| S3 |
77.23 |
79.18 |
83.41 |
|
| S4 |
74.10 |
76.05 |
82.55 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.91 |
109.62 |
89.00 |
|
| R3 |
106.02 |
99.73 |
86.28 |
|
| R2 |
96.13 |
96.13 |
85.37 |
|
| R1 |
89.84 |
89.84 |
84.47 |
88.04 |
| PP |
86.24 |
86.24 |
86.24 |
85.34 |
| S1 |
79.95 |
79.95 |
82.65 |
78.15 |
| S2 |
76.35 |
76.35 |
81.75 |
|
| S3 |
66.46 |
70.06 |
80.84 |
|
| S4 |
56.57 |
60.17 |
78.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.52 |
81.53 |
10.99 |
13.0% |
3.07 |
3.6% |
25% |
False |
True |
52,872 |
| 10 |
93.62 |
81.53 |
12.09 |
14.3% |
2.48 |
2.9% |
23% |
False |
True |
46,748 |
| 20 |
98.86 |
81.53 |
17.33 |
20.6% |
2.28 |
2.7% |
16% |
False |
True |
44,414 |
| 40 |
106.99 |
81.53 |
25.46 |
30.2% |
2.06 |
2.4% |
11% |
False |
True |
37,010 |
| 60 |
109.69 |
81.53 |
28.16 |
33.4% |
2.01 |
2.4% |
10% |
False |
True |
31,327 |
| 80 |
111.38 |
81.53 |
29.85 |
35.4% |
1.94 |
2.3% |
9% |
False |
True |
27,709 |
| 100 |
111.38 |
81.53 |
29.85 |
35.4% |
1.86 |
2.2% |
9% |
False |
True |
23,996 |
| 120 |
111.38 |
81.53 |
29.85 |
35.4% |
1.82 |
2.2% |
9% |
False |
True |
20,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.96 |
|
2.618 |
92.85 |
|
1.618 |
89.72 |
|
1.000 |
87.79 |
|
0.618 |
86.59 |
|
HIGH |
84.66 |
|
0.618 |
83.46 |
|
0.500 |
83.10 |
|
0.382 |
82.73 |
|
LOW |
81.53 |
|
0.618 |
79.60 |
|
1.000 |
78.40 |
|
1.618 |
76.47 |
|
2.618 |
73.34 |
|
4.250 |
68.23 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.88 |
85.06 |
| PP |
83.49 |
84.80 |
| S1 |
83.10 |
84.53 |
|