NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.70 |
86.16 |
1.46 |
1.7% |
91.59 |
| High |
86.80 |
87.62 |
0.82 |
0.9% |
92.78 |
| Low |
84.70 |
84.11 |
-0.59 |
-0.7% |
82.97 |
| Close |
85.64 |
85.44 |
-0.20 |
-0.2% |
83.89 |
| Range |
2.10 |
3.51 |
1.41 |
67.1% |
9.81 |
| ATR |
2.24 |
2.33 |
0.09 |
4.1% |
0.00 |
| Volume |
32,592 |
48,212 |
15,620 |
47.9% |
121,800 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.25 |
94.36 |
87.37 |
|
| R3 |
92.74 |
90.85 |
86.41 |
|
| R2 |
89.23 |
89.23 |
86.08 |
|
| R1 |
87.34 |
87.34 |
85.76 |
86.53 |
| PP |
85.72 |
85.72 |
85.72 |
85.32 |
| S1 |
83.83 |
83.83 |
85.12 |
83.02 |
| S2 |
82.21 |
82.21 |
84.80 |
|
| S3 |
78.70 |
80.32 |
84.47 |
|
| S4 |
75.19 |
76.81 |
83.51 |
|
|
| 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 |
87.62 |
81.90 |
5.72 |
6.7% |
2.89 |
3.4% |
62% |
True |
False |
42,305 |
| 10 |
92.78 |
81.90 |
10.88 |
12.7% |
2.50 |
2.9% |
33% |
False |
False |
33,750 |
| 20 |
98.50 |
81.90 |
16.60 |
19.4% |
2.24 |
2.6% |
21% |
False |
False |
30,545 |
| 40 |
107.12 |
81.90 |
25.22 |
29.5% |
2.04 |
2.4% |
14% |
False |
False |
30,228 |
| 60 |
109.84 |
81.90 |
27.94 |
32.7% |
1.99 |
2.3% |
13% |
False |
False |
26,647 |
| 80 |
110.87 |
81.90 |
28.97 |
33.9% |
1.90 |
2.2% |
12% |
False |
False |
24,780 |
| 100 |
110.87 |
81.90 |
28.97 |
33.9% |
1.81 |
2.1% |
12% |
False |
False |
22,188 |
| 120 |
110.87 |
81.90 |
28.97 |
33.9% |
1.74 |
2.0% |
12% |
False |
False |
19,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.54 |
|
2.618 |
96.81 |
|
1.618 |
93.30 |
|
1.000 |
91.13 |
|
0.618 |
89.79 |
|
HIGH |
87.62 |
|
0.618 |
86.28 |
|
0.500 |
85.87 |
|
0.382 |
85.45 |
|
LOW |
84.11 |
|
0.618 |
81.94 |
|
1.000 |
80.60 |
|
1.618 |
78.43 |
|
2.618 |
74.92 |
|
4.250 |
69.19 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.87 |
85.77 |
| PP |
85.72 |
85.66 |
| S1 |
85.58 |
85.55 |
|