NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.16 |
84.33 |
-1.83 |
-2.1% |
83.90 |
| High |
87.62 |
85.21 |
-2.41 |
-2.8% |
87.62 |
| Low |
84.11 |
82.63 |
-1.48 |
-1.8% |
81.90 |
| Close |
85.44 |
84.69 |
-0.75 |
-0.9% |
84.69 |
| Range |
3.51 |
2.58 |
-0.93 |
-26.5% |
5.72 |
| ATR |
2.33 |
2.36 |
0.03 |
1.5% |
0.00 |
| Volume |
48,212 |
47,829 |
-383 |
-0.8% |
213,139 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.92 |
90.88 |
86.11 |
|
| R3 |
89.34 |
88.30 |
85.40 |
|
| R2 |
86.76 |
86.76 |
85.16 |
|
| R1 |
85.72 |
85.72 |
84.93 |
86.24 |
| PP |
84.18 |
84.18 |
84.18 |
84.44 |
| S1 |
83.14 |
83.14 |
84.45 |
83.66 |
| S2 |
81.60 |
81.60 |
84.22 |
|
| S3 |
79.02 |
80.56 |
83.98 |
|
| S4 |
76.44 |
77.98 |
83.27 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.90 |
99.01 |
87.84 |
|
| R3 |
96.18 |
93.29 |
86.26 |
|
| R2 |
90.46 |
90.46 |
85.74 |
|
| R1 |
87.57 |
87.57 |
85.21 |
89.02 |
| PP |
84.74 |
84.74 |
84.74 |
85.46 |
| S1 |
81.85 |
81.85 |
84.17 |
83.30 |
| S2 |
79.02 |
79.02 |
83.64 |
|
| S3 |
73.30 |
76.13 |
83.12 |
|
| S4 |
67.58 |
70.41 |
81.54 |
|
|
| 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 |
6.8% |
2.56 |
3.0% |
49% |
False |
False |
42,627 |
| 10 |
92.78 |
81.90 |
10.88 |
12.8% |
2.59 |
3.1% |
26% |
False |
False |
35,985 |
| 20 |
98.02 |
81.90 |
16.12 |
19.0% |
2.29 |
2.7% |
17% |
False |
False |
31,230 |
| 40 |
107.12 |
81.90 |
25.22 |
29.8% |
2.07 |
2.4% |
11% |
False |
False |
30,568 |
| 60 |
109.84 |
81.90 |
27.94 |
33.0% |
2.01 |
2.4% |
10% |
False |
False |
27,001 |
| 80 |
110.87 |
81.90 |
28.97 |
34.2% |
1.92 |
2.3% |
10% |
False |
False |
25,287 |
| 100 |
110.87 |
81.90 |
28.97 |
34.2% |
1.82 |
2.1% |
10% |
False |
False |
22,575 |
| 120 |
110.87 |
81.90 |
28.97 |
34.2% |
1.75 |
2.1% |
10% |
False |
False |
19,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.18 |
|
2.618 |
91.96 |
|
1.618 |
89.38 |
|
1.000 |
87.79 |
|
0.618 |
86.80 |
|
HIGH |
85.21 |
|
0.618 |
84.22 |
|
0.500 |
83.92 |
|
0.382 |
83.62 |
|
LOW |
82.63 |
|
0.618 |
81.04 |
|
1.000 |
80.05 |
|
1.618 |
78.46 |
|
2.618 |
75.88 |
|
4.250 |
71.67 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.43 |
85.13 |
| PP |
84.18 |
84.98 |
| S1 |
83.92 |
84.84 |
|