NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.33 |
81.70 |
-4.63 |
-5.4% |
83.90 |
| High |
87.23 |
84.27 |
-2.96 |
-3.4% |
87.62 |
| Low |
81.73 |
81.70 |
-0.03 |
0.0% |
81.90 |
| Close |
83.29 |
83.89 |
0.60 |
0.7% |
84.69 |
| Range |
5.50 |
2.57 |
-2.93 |
-53.3% |
5.72 |
| ATR |
2.59 |
2.59 |
0.00 |
-0.1% |
0.00 |
| Volume |
58,336 |
51,902 |
-6,434 |
-11.0% |
213,139 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.00 |
90.01 |
85.30 |
|
| R3 |
88.43 |
87.44 |
84.60 |
|
| R2 |
85.86 |
85.86 |
84.36 |
|
| R1 |
84.87 |
84.87 |
84.13 |
85.37 |
| PP |
83.29 |
83.29 |
83.29 |
83.53 |
| S1 |
82.30 |
82.30 |
83.65 |
82.80 |
| S2 |
80.72 |
80.72 |
83.42 |
|
| S3 |
78.15 |
79.73 |
83.18 |
|
| S4 |
75.58 |
77.16 |
82.48 |
|
|
| 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 |
81.70 |
5.92 |
7.1% |
3.25 |
3.9% |
37% |
False |
True |
47,774 |
| 10 |
91.50 |
81.70 |
9.80 |
11.7% |
3.11 |
3.7% |
22% |
False |
True |
42,830 |
| 20 |
96.35 |
81.70 |
14.65 |
17.5% |
2.52 |
3.0% |
15% |
False |
True |
34,000 |
| 40 |
107.12 |
81.70 |
25.42 |
30.3% |
2.21 |
2.6% |
9% |
False |
True |
31,568 |
| 60 |
109.84 |
81.70 |
28.14 |
33.5% |
2.08 |
2.5% |
8% |
False |
True |
28,062 |
| 80 |
110.87 |
81.70 |
29.17 |
34.8% |
2.00 |
2.4% |
8% |
False |
True |
26,217 |
| 100 |
110.87 |
81.70 |
29.17 |
34.8% |
1.88 |
2.2% |
8% |
False |
True |
23,477 |
| 120 |
110.87 |
81.70 |
29.17 |
34.8% |
1.80 |
2.1% |
8% |
False |
True |
20,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.19 |
|
2.618 |
91.00 |
|
1.618 |
88.43 |
|
1.000 |
86.84 |
|
0.618 |
85.86 |
|
HIGH |
84.27 |
|
0.618 |
83.29 |
|
0.500 |
82.99 |
|
0.382 |
82.68 |
|
LOW |
81.70 |
|
0.618 |
80.11 |
|
1.000 |
79.13 |
|
1.618 |
77.54 |
|
2.618 |
74.97 |
|
4.250 |
70.78 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.59 |
84.47 |
| PP |
83.29 |
84.27 |
| S1 |
82.99 |
84.08 |
|