NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
80.48 |
78.46 |
-2.02 |
-2.5% |
80.20 |
| High |
80.84 |
85.34 |
4.50 |
5.6% |
85.34 |
| Low |
77.28 |
78.28 |
1.00 |
1.3% |
77.28 |
| Close |
77.69 |
84.96 |
7.27 |
9.4% |
84.96 |
| Range |
3.56 |
7.06 |
3.50 |
98.3% |
8.06 |
| ATR |
2.63 |
2.99 |
0.36 |
13.7% |
0.00 |
| Volume |
295,842 |
417,342 |
121,500 |
41.1% |
1,433,164 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.04 |
101.56 |
88.84 |
|
| R3 |
96.98 |
94.50 |
86.90 |
|
| R2 |
89.92 |
89.92 |
86.25 |
|
| R1 |
87.44 |
87.44 |
85.61 |
88.68 |
| PP |
82.86 |
82.86 |
82.86 |
83.48 |
| S1 |
80.38 |
80.38 |
84.31 |
81.62 |
| S2 |
75.80 |
75.80 |
83.67 |
|
| S3 |
68.74 |
73.32 |
83.02 |
|
| S4 |
61.68 |
66.26 |
81.08 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.71 |
103.89 |
89.39 |
|
| R3 |
98.65 |
95.83 |
87.18 |
|
| R2 |
90.59 |
90.59 |
86.44 |
|
| R1 |
87.77 |
87.77 |
85.70 |
89.18 |
| PP |
82.53 |
82.53 |
82.53 |
83.23 |
| S1 |
79.71 |
79.71 |
84.22 |
81.12 |
| S2 |
74.47 |
74.47 |
83.48 |
|
| S3 |
66.41 |
71.65 |
82.74 |
|
| S4 |
58.35 |
63.59 |
80.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.34 |
77.28 |
8.06 |
9.5% |
3.37 |
4.0% |
95% |
True |
False |
286,632 |
| 10 |
85.89 |
77.28 |
8.61 |
10.1% |
3.25 |
3.8% |
89% |
False |
False |
291,363 |
| 20 |
87.32 |
77.28 |
10.04 |
11.8% |
2.95 |
3.5% |
76% |
False |
False |
189,981 |
| 40 |
103.33 |
77.28 |
26.05 |
30.7% |
2.66 |
3.1% |
29% |
False |
False |
116,494 |
| 60 |
106.99 |
77.28 |
29.71 |
35.0% |
2.33 |
2.7% |
26% |
False |
False |
87,243 |
| 80 |
109.69 |
77.28 |
32.41 |
38.1% |
2.22 |
2.6% |
24% |
False |
False |
70,325 |
| 100 |
111.38 |
77.28 |
34.10 |
40.1% |
2.13 |
2.5% |
23% |
False |
False |
59,613 |
| 120 |
111.38 |
77.28 |
34.10 |
40.1% |
2.03 |
2.4% |
23% |
False |
False |
51,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.35 |
|
2.618 |
103.82 |
|
1.618 |
96.76 |
|
1.000 |
92.40 |
|
0.618 |
89.70 |
|
HIGH |
85.34 |
|
0.618 |
82.64 |
|
0.500 |
81.81 |
|
0.382 |
80.98 |
|
LOW |
78.28 |
|
0.618 |
73.92 |
|
1.000 |
71.22 |
|
1.618 |
66.86 |
|
2.618 |
59.80 |
|
4.250 |
48.28 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.91 |
83.74 |
| PP |
82.86 |
82.53 |
| S1 |
81.81 |
81.31 |
|