NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
87.21 |
83.90 |
-3.31 |
-3.8% |
91.59 |
| High |
87.22 |
84.94 |
-2.28 |
-2.6% |
92.78 |
| Low |
82.97 |
81.90 |
-1.07 |
-1.3% |
82.97 |
| Close |
83.89 |
84.56 |
0.67 |
0.8% |
83.89 |
| Range |
4.25 |
3.04 |
-1.21 |
-28.5% |
9.81 |
| ATR |
2.25 |
2.30 |
0.06 |
2.5% |
0.00 |
| Volume |
46,219 |
46,920 |
701 |
1.5% |
121,800 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.92 |
91.78 |
86.23 |
|
| R3 |
89.88 |
88.74 |
85.40 |
|
| R2 |
86.84 |
86.84 |
85.12 |
|
| R1 |
85.70 |
85.70 |
84.84 |
86.27 |
| PP |
83.80 |
83.80 |
83.80 |
84.09 |
| S1 |
82.66 |
82.66 |
84.28 |
83.23 |
| S2 |
80.76 |
80.76 |
84.00 |
|
| S3 |
77.72 |
79.62 |
83.72 |
|
| S4 |
74.68 |
76.58 |
82.89 |
|
|
| 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 |
81.90 |
10.88 |
12.9% |
3.04 |
3.6% |
24% |
False |
True |
33,744 |
| 10 |
93.88 |
81.90 |
11.98 |
14.2% |
2.43 |
2.9% |
22% |
False |
True |
28,549 |
| 20 |
99.10 |
81.90 |
17.20 |
20.3% |
2.24 |
2.7% |
15% |
False |
True |
30,109 |
| 40 |
107.12 |
81.90 |
25.22 |
29.8% |
2.01 |
2.4% |
11% |
False |
True |
29,010 |
| 60 |
109.84 |
81.90 |
27.94 |
33.0% |
1.95 |
2.3% |
10% |
False |
True |
25,661 |
| 80 |
110.87 |
81.90 |
28.97 |
34.3% |
1.86 |
2.2% |
9% |
False |
True |
23,865 |
| 100 |
110.87 |
81.90 |
28.97 |
34.3% |
1.81 |
2.1% |
9% |
False |
True |
21,239 |
| 120 |
110.87 |
81.90 |
28.97 |
34.3% |
1.74 |
2.1% |
9% |
False |
True |
18,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.86 |
|
2.618 |
92.90 |
|
1.618 |
89.86 |
|
1.000 |
87.98 |
|
0.618 |
86.82 |
|
HIGH |
84.94 |
|
0.618 |
83.78 |
|
0.500 |
83.42 |
|
0.382 |
83.06 |
|
LOW |
81.90 |
|
0.618 |
80.02 |
|
1.000 |
78.86 |
|
1.618 |
76.98 |
|
2.618 |
73.94 |
|
4.250 |
68.98 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.18 |
85.40 |
| PP |
83.80 |
85.12 |
| S1 |
83.42 |
84.84 |
|