NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.44 |
84.36 |
0.92 |
1.1% |
85.70 |
| High |
84.75 |
84.72 |
-0.03 |
0.0% |
86.91 |
| Low |
82.60 |
80.86 |
-1.74 |
-2.1% |
81.39 |
| Close |
84.35 |
81.45 |
-2.90 |
-3.4% |
84.33 |
| Range |
2.15 |
3.86 |
1.71 |
79.5% |
5.52 |
| ATR |
2.51 |
2.60 |
0.10 |
3.9% |
0.00 |
| Volume |
268,450 |
401,962 |
133,512 |
49.7% |
521,279 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.92 |
91.55 |
83.57 |
|
| R3 |
90.06 |
87.69 |
82.51 |
|
| R2 |
86.20 |
86.20 |
82.16 |
|
| R1 |
83.83 |
83.83 |
81.80 |
83.09 |
| PP |
82.34 |
82.34 |
82.34 |
81.97 |
| S1 |
79.97 |
79.97 |
81.10 |
79.23 |
| S2 |
78.48 |
78.48 |
80.74 |
|
| S3 |
74.62 |
76.11 |
80.39 |
|
| S4 |
70.76 |
72.25 |
79.33 |
|
|
| 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 |
80.86 |
5.03 |
6.2% |
2.61 |
3.2% |
12% |
False |
True |
213,063 |
| 10 |
87.32 |
80.86 |
6.46 |
7.9% |
2.92 |
3.6% |
9% |
False |
True |
152,813 |
| 20 |
92.52 |
80.86 |
11.66 |
14.3% |
2.68 |
3.3% |
5% |
False |
True |
101,700 |
| 40 |
106.99 |
80.86 |
26.13 |
32.1% |
2.36 |
2.9% |
2% |
False |
True |
69,887 |
| 60 |
108.87 |
80.86 |
28.01 |
34.4% |
2.21 |
2.7% |
2% |
False |
True |
54,503 |
| 80 |
111.38 |
80.86 |
30.52 |
37.5% |
2.13 |
2.6% |
2% |
False |
True |
45,708 |
| 100 |
111.38 |
80.86 |
30.52 |
37.5% |
2.02 |
2.5% |
2% |
False |
True |
39,623 |
| 120 |
111.38 |
80.86 |
30.52 |
37.5% |
1.92 |
2.4% |
2% |
False |
True |
34,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.13 |
|
2.618 |
94.83 |
|
1.618 |
90.97 |
|
1.000 |
88.58 |
|
0.618 |
87.11 |
|
HIGH |
84.72 |
|
0.618 |
83.25 |
|
0.500 |
82.79 |
|
0.382 |
82.33 |
|
LOW |
80.86 |
|
0.618 |
78.47 |
|
1.000 |
77.00 |
|
1.618 |
74.61 |
|
2.618 |
70.75 |
|
4.250 |
64.46 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
82.79 |
83.38 |
| PP |
82.34 |
82.73 |
| S1 |
81.90 |
82.09 |
|