NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
80.20 |
79.23 |
-0.97 |
-1.2% |
85.50 |
| High |
80.68 |
79.68 |
-1.00 |
-1.2% |
85.89 |
| Low |
78.03 |
78.36 |
0.33 |
0.4% |
77.56 |
| Close |
79.21 |
79.36 |
0.15 |
0.2% |
79.76 |
| Range |
2.65 |
1.32 |
-1.33 |
-50.2% |
8.33 |
| ATR |
2.68 |
2.58 |
-0.10 |
-3.6% |
0.00 |
| Volume |
238,111 |
241,350 |
3,239 |
1.4% |
1,480,471 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.09 |
82.55 |
80.09 |
|
| R3 |
81.77 |
81.23 |
79.72 |
|
| R2 |
80.45 |
80.45 |
79.60 |
|
| R1 |
79.91 |
79.91 |
79.48 |
80.18 |
| PP |
79.13 |
79.13 |
79.13 |
79.27 |
| S1 |
78.59 |
78.59 |
79.24 |
78.86 |
| S2 |
77.81 |
77.81 |
79.12 |
|
| S3 |
76.49 |
77.27 |
79.00 |
|
| S4 |
75.17 |
75.95 |
78.63 |
|
|
| 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 |
84.72 |
77.56 |
7.16 |
9.0% |
2.78 |
3.5% |
25% |
False |
False |
304,782 |
| 10 |
85.89 |
77.56 |
8.33 |
10.5% |
2.50 |
3.1% |
22% |
False |
False |
228,253 |
| 20 |
91.19 |
77.56 |
13.63 |
17.2% |
2.82 |
3.6% |
13% |
False |
False |
150,221 |
| 40 |
106.99 |
77.56 |
29.43 |
37.1% |
2.49 |
3.1% |
6% |
False |
False |
95,539 |
| 60 |
106.99 |
77.56 |
29.43 |
37.1% |
2.25 |
2.8% |
6% |
False |
False |
72,459 |
| 80 |
109.69 |
77.56 |
32.13 |
40.5% |
2.13 |
2.7% |
6% |
False |
False |
58,971 |
| 100 |
111.38 |
77.56 |
33.82 |
42.6% |
2.04 |
2.6% |
5% |
False |
False |
50,494 |
| 120 |
111.38 |
77.56 |
33.82 |
42.6% |
1.96 |
2.5% |
5% |
False |
False |
43,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.29 |
|
2.618 |
83.14 |
|
1.618 |
81.82 |
|
1.000 |
81.00 |
|
0.618 |
80.50 |
|
HIGH |
79.68 |
|
0.618 |
79.18 |
|
0.500 |
79.02 |
|
0.382 |
78.86 |
|
LOW |
78.36 |
|
0.618 |
77.54 |
|
1.000 |
77.04 |
|
1.618 |
76.22 |
|
2.618 |
74.90 |
|
4.250 |
72.75 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.25 |
79.28 |
| PP |
79.13 |
79.20 |
| S1 |
79.02 |
79.12 |
|