NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.33 |
86.33 |
2.00 |
2.4% |
83.90 |
| High |
85.21 |
87.23 |
2.02 |
2.4% |
87.62 |
| Low |
82.63 |
81.73 |
-0.90 |
-1.1% |
81.90 |
| Close |
84.69 |
83.29 |
-1.40 |
-1.7% |
84.69 |
| Range |
2.58 |
5.50 |
2.92 |
113.2% |
5.72 |
| ATR |
2.36 |
2.59 |
0.22 |
9.5% |
0.00 |
| Volume |
47,829 |
58,336 |
10,507 |
22.0% |
213,139 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.58 |
97.44 |
86.32 |
|
| R3 |
95.08 |
91.94 |
84.80 |
|
| R2 |
89.58 |
89.58 |
84.30 |
|
| R1 |
86.44 |
86.44 |
83.79 |
85.26 |
| PP |
84.08 |
84.08 |
84.08 |
83.50 |
| S1 |
80.94 |
80.94 |
82.79 |
79.76 |
| S2 |
78.58 |
78.58 |
82.28 |
|
| S3 |
73.08 |
75.44 |
81.78 |
|
| S4 |
67.58 |
69.94 |
80.27 |
|
|
| 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 |
81.73 |
5.89 |
7.1% |
3.05 |
3.7% |
26% |
False |
True |
44,911 |
| 10 |
92.78 |
81.73 |
11.05 |
13.3% |
3.04 |
3.7% |
14% |
False |
True |
39,327 |
| 20 |
96.70 |
81.73 |
14.97 |
18.0% |
2.49 |
3.0% |
10% |
False |
True |
32,766 |
| 40 |
107.12 |
81.73 |
25.39 |
30.5% |
2.18 |
2.6% |
6% |
False |
True |
30,879 |
| 60 |
109.84 |
81.73 |
28.11 |
33.7% |
2.07 |
2.5% |
6% |
False |
True |
27,612 |
| 80 |
110.87 |
81.73 |
29.14 |
35.0% |
1.98 |
2.4% |
5% |
False |
True |
25,819 |
| 100 |
110.87 |
81.73 |
29.14 |
35.0% |
1.87 |
2.2% |
5% |
False |
True |
23,064 |
| 120 |
110.87 |
81.73 |
29.14 |
35.0% |
1.78 |
2.1% |
5% |
False |
True |
20,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.61 |
|
2.618 |
101.63 |
|
1.618 |
96.13 |
|
1.000 |
92.73 |
|
0.618 |
90.63 |
|
HIGH |
87.23 |
|
0.618 |
85.13 |
|
0.500 |
84.48 |
|
0.382 |
83.83 |
|
LOW |
81.73 |
|
0.618 |
78.33 |
|
1.000 |
76.23 |
|
1.618 |
72.83 |
|
2.618 |
67.33 |
|
4.250 |
58.36 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.48 |
84.68 |
| PP |
84.08 |
84.21 |
| S1 |
83.69 |
83.75 |
|