NYMEX Light Sweet Crude Oil Future August 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 |
81.44 |
83.73 |
2.29 |
2.8% |
83.38 |
| High |
84.01 |
84.29 |
0.28 |
0.3% |
87.32 |
| Low |
81.39 |
82.44 |
1.05 |
1.3% |
81.53 |
| Close |
83.62 |
82.92 |
-0.70 |
-0.8% |
84.39 |
| Range |
2.62 |
1.85 |
-0.77 |
-29.4% |
5.79 |
| ATR |
2.63 |
2.57 |
-0.06 |
-2.1% |
0.00 |
| Volume |
96,184 |
95,264 |
-920 |
-1.0% |
364,725 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.77 |
87.69 |
83.94 |
|
| R3 |
86.92 |
85.84 |
83.43 |
|
| R2 |
85.07 |
85.07 |
83.26 |
|
| R1 |
83.99 |
83.99 |
83.09 |
83.61 |
| PP |
83.22 |
83.22 |
83.22 |
83.02 |
| S1 |
82.14 |
82.14 |
82.75 |
81.76 |
| S2 |
81.37 |
81.37 |
82.58 |
|
| S3 |
79.52 |
80.29 |
82.41 |
|
| S4 |
77.67 |
78.44 |
81.90 |
|
|
| 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 |
81.39 |
5.93 |
7.2% |
3.23 |
3.9% |
26% |
False |
False |
92,564 |
| 10 |
88.59 |
81.39 |
7.20 |
8.7% |
2.97 |
3.6% |
21% |
False |
False |
77,767 |
| 20 |
94.83 |
81.39 |
13.44 |
16.2% |
2.54 |
3.1% |
11% |
False |
False |
59,710 |
| 40 |
106.99 |
81.39 |
25.60 |
30.9% |
2.24 |
2.7% |
6% |
False |
False |
46,694 |
| 60 |
109.37 |
81.39 |
27.98 |
33.7% |
2.16 |
2.6% |
5% |
False |
False |
38,155 |
| 80 |
111.38 |
81.39 |
29.99 |
36.2% |
2.08 |
2.5% |
5% |
False |
False |
33,807 |
| 100 |
111.38 |
81.39 |
29.99 |
36.2% |
1.95 |
2.4% |
5% |
False |
False |
29,304 |
| 120 |
111.38 |
81.39 |
29.99 |
36.2% |
1.86 |
2.2% |
5% |
False |
False |
25,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.15 |
|
2.618 |
89.13 |
|
1.618 |
87.28 |
|
1.000 |
86.14 |
|
0.618 |
85.43 |
|
HIGH |
84.29 |
|
0.618 |
83.58 |
|
0.500 |
83.37 |
|
0.382 |
83.15 |
|
LOW |
82.44 |
|
0.618 |
81.30 |
|
1.000 |
80.59 |
|
1.618 |
79.45 |
|
2.618 |
77.60 |
|
4.250 |
74.58 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.37 |
84.15 |
| PP |
83.22 |
83.74 |
| S1 |
83.07 |
83.33 |
|