NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
88.29 |
87.21 |
-1.08 |
-1.2% |
91.59 |
| High |
88.90 |
87.22 |
-1.68 |
-1.9% |
92.78 |
| Low |
86.50 |
82.97 |
-3.53 |
-4.1% |
82.97 |
| Close |
87.17 |
83.89 |
-3.28 |
-3.8% |
83.89 |
| Range |
2.40 |
4.25 |
1.85 |
77.1% |
9.81 |
| ATR |
2.09 |
2.25 |
0.15 |
7.4% |
0.00 |
| Volume |
31,219 |
46,219 |
15,000 |
48.0% |
121,800 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.44 |
94.92 |
86.23 |
|
| R3 |
93.19 |
90.67 |
85.06 |
|
| R2 |
88.94 |
88.94 |
84.67 |
|
| R1 |
86.42 |
86.42 |
84.28 |
85.56 |
| PP |
84.69 |
84.69 |
84.69 |
84.26 |
| S1 |
82.17 |
82.17 |
83.50 |
81.31 |
| S2 |
80.44 |
80.44 |
83.11 |
|
| S3 |
76.19 |
77.92 |
82.72 |
|
| S4 |
71.94 |
73.67 |
81.55 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.98 |
109.74 |
89.29 |
|
| R3 |
106.17 |
99.93 |
86.59 |
|
| R2 |
96.36 |
96.36 |
85.69 |
|
| R1 |
90.12 |
90.12 |
84.79 |
88.34 |
| PP |
86.55 |
86.55 |
86.55 |
85.65 |
| S1 |
80.31 |
80.31 |
82.99 |
78.53 |
| S2 |
76.74 |
76.74 |
82.09 |
|
| S3 |
66.93 |
70.50 |
81.19 |
|
| S4 |
57.12 |
60.69 |
78.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.78 |
82.97 |
9.81 |
11.7% |
2.63 |
3.1% |
9% |
False |
True |
29,343 |
| 10 |
93.88 |
82.97 |
10.91 |
13.0% |
2.32 |
2.8% |
8% |
False |
True |
26,870 |
| 20 |
103.47 |
82.97 |
20.50 |
24.4% |
2.34 |
2.8% |
4% |
False |
True |
29,930 |
| 40 |
107.12 |
82.97 |
24.15 |
28.8% |
1.98 |
2.4% |
4% |
False |
True |
28,461 |
| 60 |
109.84 |
82.97 |
26.87 |
32.0% |
1.92 |
2.3% |
3% |
False |
True |
25,253 |
| 80 |
110.87 |
82.97 |
27.90 |
33.3% |
1.84 |
2.2% |
3% |
False |
True |
23,571 |
| 100 |
110.87 |
82.97 |
27.90 |
33.3% |
1.79 |
2.1% |
3% |
False |
True |
20,853 |
| 120 |
110.87 |
82.97 |
27.90 |
33.3% |
1.72 |
2.1% |
3% |
False |
True |
18,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.28 |
|
2.618 |
98.35 |
|
1.618 |
94.10 |
|
1.000 |
91.47 |
|
0.618 |
89.85 |
|
HIGH |
87.22 |
|
0.618 |
85.60 |
|
0.500 |
85.10 |
|
0.382 |
84.59 |
|
LOW |
82.97 |
|
0.618 |
80.34 |
|
1.000 |
78.72 |
|
1.618 |
76.09 |
|
2.618 |
71.84 |
|
4.250 |
64.91 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.10 |
87.24 |
| PP |
84.69 |
86.12 |
| S1 |
84.29 |
85.01 |
|