NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.50 |
83.44 |
-2.06 |
-2.4% |
85.70 |
| High |
85.89 |
84.75 |
-1.14 |
-1.3% |
86.91 |
| Low |
82.36 |
82.60 |
0.24 |
0.3% |
81.39 |
| Close |
83.60 |
84.35 |
0.75 |
0.9% |
84.33 |
| Range |
3.53 |
2.15 |
-1.38 |
-39.1% |
5.52 |
| ATR |
2.53 |
2.51 |
-0.03 |
-1.1% |
0.00 |
| Volume |
167,571 |
268,450 |
100,879 |
60.2% |
521,279 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.35 |
89.50 |
85.53 |
|
| R3 |
88.20 |
87.35 |
84.94 |
|
| R2 |
86.05 |
86.05 |
84.74 |
|
| R1 |
85.20 |
85.20 |
84.55 |
85.63 |
| PP |
83.90 |
83.90 |
83.90 |
84.11 |
| S1 |
83.05 |
83.05 |
84.15 |
83.48 |
| S2 |
81.75 |
81.75 |
83.96 |
|
| S3 |
79.60 |
80.90 |
83.76 |
|
| S4 |
77.45 |
78.75 |
83.17 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.77 |
98.07 |
87.37 |
|
| R3 |
95.25 |
92.55 |
85.85 |
|
| R2 |
89.73 |
89.73 |
85.34 |
|
| R1 |
87.03 |
87.03 |
84.84 |
85.62 |
| PP |
84.21 |
84.21 |
84.21 |
83.51 |
| S1 |
81.51 |
81.51 |
83.82 |
80.10 |
| S2 |
78.69 |
78.69 |
83.32 |
|
| S3 |
73.17 |
75.99 |
82.81 |
|
| S4 |
67.65 |
70.47 |
81.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.89 |
82.36 |
3.53 |
4.2% |
2.21 |
2.6% |
56% |
False |
False |
151,724 |
| 10 |
87.32 |
81.39 |
5.93 |
7.0% |
2.75 |
3.3% |
50% |
False |
False |
117,887 |
| 20 |
93.57 |
81.39 |
12.18 |
14.4% |
2.59 |
3.1% |
24% |
False |
False |
83,124 |
| 40 |
106.99 |
81.39 |
25.60 |
30.3% |
2.29 |
2.7% |
12% |
False |
False |
60,471 |
| 60 |
108.87 |
81.39 |
27.48 |
32.6% |
2.16 |
2.6% |
11% |
False |
False |
48,081 |
| 80 |
111.38 |
81.39 |
29.99 |
35.6% |
2.11 |
2.5% |
10% |
False |
False |
41,191 |
| 100 |
111.38 |
81.39 |
29.99 |
35.6% |
1.99 |
2.4% |
10% |
False |
False |
35,660 |
| 120 |
111.38 |
81.39 |
29.99 |
35.6% |
1.90 |
2.3% |
10% |
False |
False |
30,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.89 |
|
2.618 |
90.38 |
|
1.618 |
88.23 |
|
1.000 |
86.90 |
|
0.618 |
86.08 |
|
HIGH |
84.75 |
|
0.618 |
83.93 |
|
0.500 |
83.68 |
|
0.382 |
83.42 |
|
LOW |
82.60 |
|
0.618 |
81.27 |
|
1.000 |
80.45 |
|
1.618 |
79.12 |
|
2.618 |
76.97 |
|
4.250 |
73.46 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.13 |
84.28 |
| PP |
83.90 |
84.20 |
| S1 |
83.68 |
84.13 |
|