NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
79.47 |
80.48 |
1.01 |
1.3% |
85.50 |
| High |
80.92 |
80.84 |
-0.08 |
-0.1% |
85.89 |
| Low |
78.68 |
77.28 |
-1.40 |
-1.8% |
77.56 |
| Close |
80.21 |
77.69 |
-2.52 |
-3.1% |
79.76 |
| Range |
2.24 |
3.56 |
1.32 |
58.9% |
8.33 |
| ATR |
2.56 |
2.63 |
0.07 |
2.8% |
0.00 |
| Volume |
240,519 |
295,842 |
55,323 |
23.0% |
1,480,471 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.28 |
87.05 |
79.65 |
|
| R3 |
85.72 |
83.49 |
78.67 |
|
| R2 |
82.16 |
82.16 |
78.34 |
|
| R1 |
79.93 |
79.93 |
78.02 |
79.27 |
| PP |
78.60 |
78.60 |
78.60 |
78.27 |
| S1 |
76.37 |
76.37 |
77.36 |
75.71 |
| S2 |
75.04 |
75.04 |
77.04 |
|
| S3 |
71.48 |
72.81 |
76.71 |
|
| S4 |
67.92 |
69.25 |
75.73 |
|
|
| 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 |
80.92 |
77.28 |
3.64 |
4.7% |
2.52 |
3.2% |
11% |
False |
True |
258,744 |
| 10 |
85.89 |
77.28 |
8.61 |
11.1% |
2.68 |
3.4% |
5% |
False |
True |
261,641 |
| 20 |
87.32 |
77.28 |
10.04 |
12.9% |
2.81 |
3.6% |
4% |
False |
True |
172,303 |
| 40 |
106.03 |
77.28 |
28.75 |
37.0% |
2.56 |
3.3% |
1% |
False |
True |
107,193 |
| 60 |
106.99 |
77.28 |
29.71 |
38.2% |
2.26 |
2.9% |
1% |
False |
True |
80,725 |
| 80 |
109.69 |
77.28 |
32.41 |
41.7% |
2.16 |
2.8% |
1% |
False |
True |
65,333 |
| 100 |
111.38 |
77.28 |
34.10 |
43.9% |
2.08 |
2.7% |
1% |
False |
True |
55,558 |
| 120 |
111.38 |
77.28 |
34.10 |
43.9% |
1.98 |
2.6% |
1% |
False |
True |
47,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.97 |
|
2.618 |
90.16 |
|
1.618 |
86.60 |
|
1.000 |
84.40 |
|
0.618 |
83.04 |
|
HIGH |
80.84 |
|
0.618 |
79.48 |
|
0.500 |
79.06 |
|
0.382 |
78.64 |
|
LOW |
77.28 |
|
0.618 |
75.08 |
|
1.000 |
73.72 |
|
1.618 |
71.52 |
|
2.618 |
67.96 |
|
4.250 |
62.15 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.06 |
79.10 |
| PP |
78.60 |
78.63 |
| S1 |
78.15 |
78.16 |
|