NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
78.11 |
80.20 |
2.09 |
2.7% |
85.50 |
| High |
80.37 |
80.68 |
0.31 |
0.4% |
85.89 |
| Low |
77.56 |
78.03 |
0.47 |
0.6% |
77.56 |
| Close |
79.76 |
79.21 |
-0.55 |
-0.7% |
79.76 |
| Range |
2.81 |
2.65 |
-0.16 |
-5.7% |
8.33 |
| ATR |
2.68 |
2.68 |
0.00 |
-0.1% |
0.00 |
| Volume |
277,899 |
238,111 |
-39,788 |
-14.3% |
1,480,471 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.26 |
85.88 |
80.67 |
|
| R3 |
84.61 |
83.23 |
79.94 |
|
| R2 |
81.96 |
81.96 |
79.70 |
|
| R1 |
80.58 |
80.58 |
79.45 |
79.95 |
| PP |
79.31 |
79.31 |
79.31 |
78.99 |
| S1 |
77.93 |
77.93 |
78.97 |
77.30 |
| S2 |
76.66 |
76.66 |
78.72 |
|
| S3 |
74.01 |
75.28 |
78.48 |
|
| S4 |
71.36 |
72.63 |
77.75 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.06 |
101.24 |
84.34 |
|
| R3 |
97.73 |
92.91 |
82.05 |
|
| R2 |
89.40 |
89.40 |
81.29 |
|
| R1 |
84.58 |
84.58 |
80.52 |
82.83 |
| PP |
81.07 |
81.07 |
81.07 |
80.19 |
| S1 |
76.25 |
76.25 |
79.00 |
74.50 |
| S2 |
72.74 |
72.74 |
78.23 |
|
| S3 |
64.41 |
67.92 |
77.47 |
|
| S4 |
56.08 |
59.59 |
75.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.75 |
77.56 |
7.19 |
9.1% |
2.95 |
3.7% |
23% |
False |
False |
310,202 |
| 10 |
85.89 |
77.56 |
8.33 |
10.5% |
2.63 |
3.3% |
20% |
False |
False |
213,736 |
| 20 |
92.52 |
77.56 |
14.96 |
18.9% |
2.85 |
3.6% |
11% |
False |
False |
139,521 |
| 40 |
106.99 |
77.56 |
29.43 |
37.2% |
2.49 |
3.1% |
6% |
False |
False |
89,949 |
| 60 |
106.99 |
77.56 |
29.43 |
37.2% |
2.25 |
2.8% |
6% |
False |
False |
68,705 |
| 80 |
109.69 |
77.56 |
32.13 |
40.6% |
2.15 |
2.7% |
5% |
False |
False |
56,242 |
| 100 |
111.38 |
77.56 |
33.82 |
42.7% |
2.05 |
2.6% |
5% |
False |
False |
48,235 |
| 120 |
111.38 |
77.56 |
33.82 |
42.7% |
1.96 |
2.5% |
5% |
False |
False |
41,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.94 |
|
2.618 |
87.62 |
|
1.618 |
84.97 |
|
1.000 |
83.33 |
|
0.618 |
82.32 |
|
HIGH |
80.68 |
|
0.618 |
79.67 |
|
0.500 |
79.36 |
|
0.382 |
79.04 |
|
LOW |
78.03 |
|
0.618 |
76.39 |
|
1.000 |
75.38 |
|
1.618 |
73.74 |
|
2.618 |
71.09 |
|
4.250 |
66.77 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.36 |
79.38 |
| PP |
79.31 |
79.32 |
| S1 |
79.26 |
79.27 |
|