NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.46 |
85.82 |
1.36 |
1.6% |
91.23 |
| High |
86.53 |
87.32 |
0.79 |
0.9% |
92.52 |
| Low |
84.36 |
83.77 |
-0.59 |
-0.7% |
82.63 |
| Close |
85.33 |
85.13 |
-0.20 |
-0.2% |
83.56 |
| Range |
2.17 |
3.55 |
1.38 |
63.6% |
9.89 |
| ATR |
2.29 |
2.38 |
0.09 |
3.9% |
0.00 |
| Volume |
52,699 |
79,167 |
26,468 |
50.2% |
185,850 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.06 |
94.14 |
87.08 |
|
| R3 |
92.51 |
90.59 |
86.11 |
|
| R2 |
88.96 |
88.96 |
85.78 |
|
| R1 |
87.04 |
87.04 |
85.46 |
86.23 |
| PP |
85.41 |
85.41 |
85.41 |
85.00 |
| S1 |
83.49 |
83.49 |
84.80 |
82.68 |
| S2 |
81.86 |
81.86 |
84.48 |
|
| S3 |
78.31 |
79.94 |
84.15 |
|
| S4 |
74.76 |
76.39 |
83.18 |
|
|
| 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 |
87.32 |
81.53 |
5.79 |
6.8% |
2.94 |
3.5% |
62% |
True |
False |
67,757 |
| 10 |
92.52 |
81.53 |
10.99 |
12.9% |
2.55 |
3.0% |
33% |
False |
False |
55,055 |
| 20 |
98.28 |
81.53 |
16.75 |
19.7% |
2.28 |
2.7% |
21% |
False |
False |
47,895 |
| 40 |
106.99 |
81.53 |
25.46 |
29.9% |
2.09 |
2.5% |
14% |
False |
False |
40,245 |
| 60 |
109.69 |
81.53 |
28.16 |
33.1% |
2.06 |
2.4% |
13% |
False |
False |
33,389 |
| 80 |
111.38 |
81.53 |
29.85 |
35.1% |
1.98 |
2.3% |
12% |
False |
False |
29,615 |
| 100 |
111.38 |
81.53 |
29.85 |
35.1% |
1.88 |
2.2% |
12% |
False |
False |
25,780 |
| 120 |
111.38 |
81.53 |
29.85 |
35.1% |
1.81 |
2.1% |
12% |
False |
False |
22,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.41 |
|
2.618 |
96.61 |
|
1.618 |
93.06 |
|
1.000 |
90.87 |
|
0.618 |
89.51 |
|
HIGH |
87.32 |
|
0.618 |
85.96 |
|
0.500 |
85.55 |
|
0.382 |
85.13 |
|
LOW |
83.77 |
|
0.618 |
81.58 |
|
1.000 |
80.22 |
|
1.618 |
78.03 |
|
2.618 |
74.48 |
|
4.250 |
68.68 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.55 |
85.47 |
| PP |
85.41 |
85.35 |
| S1 |
85.27 |
85.24 |
|