NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.82 |
83.96 |
-1.86 |
-2.2% |
83.38 |
| High |
87.32 |
84.94 |
-2.38 |
-2.7% |
87.32 |
| Low |
83.77 |
82.31 |
-1.46 |
-1.7% |
81.53 |
| Close |
85.13 |
84.39 |
-0.74 |
-0.9% |
84.39 |
| Range |
3.55 |
2.63 |
-0.92 |
-25.9% |
5.79 |
| ATR |
2.38 |
2.41 |
0.03 |
1.3% |
0.00 |
| Volume |
79,167 |
89,710 |
10,543 |
13.3% |
364,725 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.77 |
90.71 |
85.84 |
|
| R3 |
89.14 |
88.08 |
85.11 |
|
| R2 |
86.51 |
86.51 |
84.87 |
|
| R1 |
85.45 |
85.45 |
84.63 |
85.98 |
| PP |
83.88 |
83.88 |
83.88 |
84.15 |
| S1 |
82.82 |
82.82 |
84.15 |
83.35 |
| S2 |
81.25 |
81.25 |
83.91 |
|
| S3 |
78.62 |
80.19 |
83.67 |
|
| S4 |
75.99 |
77.56 |
82.94 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.78 |
98.88 |
87.57 |
|
| R3 |
95.99 |
93.09 |
85.98 |
|
| R2 |
90.20 |
90.20 |
85.45 |
|
| R1 |
87.30 |
87.30 |
84.92 |
88.75 |
| PP |
84.41 |
84.41 |
84.41 |
85.14 |
| S1 |
81.51 |
81.51 |
83.86 |
82.96 |
| S2 |
78.62 |
78.62 |
83.33 |
|
| S3 |
72.83 |
75.72 |
82.80 |
|
| S4 |
67.04 |
69.93 |
81.21 |
|
|
| 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 |
6.9% |
2.61 |
3.1% |
49% |
False |
False |
72,945 |
| 10 |
92.52 |
81.53 |
10.99 |
13.0% |
2.64 |
3.1% |
26% |
False |
False |
59,221 |
| 20 |
97.79 |
81.53 |
16.26 |
19.3% |
2.33 |
2.8% |
18% |
False |
False |
50,319 |
| 40 |
106.99 |
81.53 |
25.46 |
30.2% |
2.12 |
2.5% |
11% |
False |
False |
41,831 |
| 60 |
109.69 |
81.53 |
28.16 |
33.4% |
2.08 |
2.5% |
10% |
False |
False |
34,411 |
| 80 |
111.38 |
81.53 |
29.85 |
35.4% |
2.00 |
2.4% |
10% |
False |
False |
30,647 |
| 100 |
111.38 |
81.53 |
29.85 |
35.4% |
1.90 |
2.3% |
10% |
False |
False |
26,578 |
| 120 |
111.38 |
81.53 |
29.85 |
35.4% |
1.81 |
2.1% |
10% |
False |
False |
23,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.12 |
|
2.618 |
91.83 |
|
1.618 |
89.20 |
|
1.000 |
87.57 |
|
0.618 |
86.57 |
|
HIGH |
84.94 |
|
0.618 |
83.94 |
|
0.500 |
83.63 |
|
0.382 |
83.31 |
|
LOW |
82.31 |
|
0.618 |
80.68 |
|
1.000 |
79.68 |
|
1.618 |
78.05 |
|
2.618 |
75.42 |
|
4.250 |
71.13 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.14 |
84.82 |
| PP |
83.88 |
84.67 |
| S1 |
83.63 |
84.53 |
|