NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.66 |
84.70 |
0.04 |
0.0% |
91.59 |
| High |
85.47 |
86.80 |
1.33 |
1.6% |
92.78 |
| Low |
83.92 |
84.70 |
0.78 |
0.9% |
82.97 |
| Close |
84.83 |
85.64 |
0.81 |
1.0% |
83.89 |
| Range |
1.55 |
2.10 |
0.55 |
35.5% |
9.81 |
| ATR |
2.25 |
2.24 |
-0.01 |
-0.5% |
0.00 |
| Volume |
37,586 |
32,592 |
-4,994 |
-13.3% |
121,800 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.01 |
90.93 |
86.80 |
|
| R3 |
89.91 |
88.83 |
86.22 |
|
| R2 |
87.81 |
87.81 |
86.03 |
|
| R1 |
86.73 |
86.73 |
85.83 |
87.27 |
| PP |
85.71 |
85.71 |
85.71 |
85.99 |
| S1 |
84.63 |
84.63 |
85.45 |
85.17 |
| S2 |
83.61 |
83.61 |
85.26 |
|
| S3 |
81.51 |
82.53 |
85.06 |
|
| S4 |
79.41 |
80.43 |
84.49 |
|
|
| 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 |
88.90 |
81.90 |
7.00 |
8.2% |
2.67 |
3.1% |
53% |
False |
False |
38,907 |
| 10 |
92.78 |
81.90 |
10.88 |
12.7% |
2.39 |
2.8% |
34% |
False |
False |
31,383 |
| 20 |
98.50 |
81.90 |
16.60 |
19.4% |
2.17 |
2.5% |
23% |
False |
False |
29,692 |
| 40 |
107.12 |
81.90 |
25.22 |
29.4% |
2.01 |
2.3% |
15% |
False |
False |
29,680 |
| 60 |
109.84 |
81.90 |
27.94 |
32.6% |
1.96 |
2.3% |
13% |
False |
False |
26,115 |
| 80 |
110.87 |
81.90 |
28.97 |
33.8% |
1.88 |
2.2% |
13% |
False |
False |
24,329 |
| 100 |
110.87 |
81.90 |
28.97 |
33.8% |
1.80 |
2.1% |
13% |
False |
False |
21,802 |
| 120 |
110.87 |
81.90 |
28.97 |
33.8% |
1.74 |
2.0% |
13% |
False |
False |
19,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.73 |
|
2.618 |
92.30 |
|
1.618 |
90.20 |
|
1.000 |
88.90 |
|
0.618 |
88.10 |
|
HIGH |
86.80 |
|
0.618 |
86.00 |
|
0.500 |
85.75 |
|
0.382 |
85.50 |
|
LOW |
84.70 |
|
0.618 |
83.40 |
|
1.000 |
82.60 |
|
1.618 |
81.30 |
|
2.618 |
79.20 |
|
4.250 |
75.78 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.75 |
85.21 |
| PP |
85.71 |
84.78 |
| S1 |
85.68 |
84.35 |
|