NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
81.70 |
84.02 |
2.32 |
2.8% |
83.90 |
| High |
84.27 |
84.51 |
0.24 |
0.3% |
87.62 |
| Low |
81.70 |
82.72 |
1.02 |
1.2% |
81.90 |
| Close |
83.89 |
83.19 |
-0.70 |
-0.8% |
84.69 |
| Range |
2.57 |
1.79 |
-0.78 |
-30.4% |
5.72 |
| ATR |
2.59 |
2.53 |
-0.06 |
-2.2% |
0.00 |
| Volume |
51,902 |
50,378 |
-1,524 |
-2.9% |
213,139 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.84 |
87.81 |
84.17 |
|
| R3 |
87.05 |
86.02 |
83.68 |
|
| R2 |
85.26 |
85.26 |
83.52 |
|
| R1 |
84.23 |
84.23 |
83.35 |
83.85 |
| PP |
83.47 |
83.47 |
83.47 |
83.29 |
| S1 |
82.44 |
82.44 |
83.03 |
82.06 |
| S2 |
81.68 |
81.68 |
82.86 |
|
| S3 |
79.89 |
80.65 |
82.70 |
|
| S4 |
78.10 |
78.86 |
82.21 |
|
|
| 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% |
3.19 |
3.8% |
25% |
False |
False |
51,331 |
| 10 |
88.90 |
81.70 |
7.20 |
8.7% |
2.93 |
3.5% |
21% |
False |
False |
45,119 |
| 20 |
95.10 |
81.70 |
13.40 |
16.1% |
2.50 |
3.0% |
11% |
False |
False |
35,415 |
| 40 |
107.12 |
81.70 |
25.42 |
30.6% |
2.20 |
2.6% |
6% |
False |
False |
31,849 |
| 60 |
109.43 |
81.70 |
27.73 |
33.3% |
2.09 |
2.5% |
5% |
False |
False |
28,624 |
| 80 |
110.87 |
81.70 |
29.17 |
35.1% |
2.02 |
2.4% |
5% |
False |
False |
26,620 |
| 100 |
110.87 |
81.70 |
29.17 |
35.1% |
1.88 |
2.3% |
5% |
False |
False |
23,827 |
| 120 |
110.87 |
81.70 |
29.17 |
35.1% |
1.80 |
2.2% |
5% |
False |
False |
21,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.12 |
|
2.618 |
89.20 |
|
1.618 |
87.41 |
|
1.000 |
86.30 |
|
0.618 |
85.62 |
|
HIGH |
84.51 |
|
0.618 |
83.83 |
|
0.500 |
83.62 |
|
0.382 |
83.40 |
|
LOW |
82.72 |
|
0.618 |
81.61 |
|
1.000 |
80.93 |
|
1.618 |
79.82 |
|
2.618 |
78.03 |
|
4.250 |
75.11 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.62 |
84.47 |
| PP |
83.47 |
84.04 |
| S1 |
83.33 |
83.62 |
|