NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.40 |
83.72 |
-1.68 |
-2.0% |
86.33 |
| High |
86.15 |
85.05 |
-1.10 |
-1.3% |
87.23 |
| Low |
82.68 |
82.92 |
0.24 |
0.3% |
81.70 |
| Close |
83.93 |
84.68 |
0.75 |
0.9% |
84.63 |
| Range |
3.47 |
2.13 |
-1.34 |
-38.6% |
5.53 |
| ATR |
2.49 |
2.47 |
-0.03 |
-1.0% |
0.00 |
| Volume |
35,961 |
37,016 |
1,055 |
2.9% |
258,130 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.61 |
89.77 |
85.85 |
|
| R3 |
88.48 |
87.64 |
85.27 |
|
| R2 |
86.35 |
86.35 |
85.07 |
|
| R1 |
85.51 |
85.51 |
84.88 |
85.93 |
| PP |
84.22 |
84.22 |
84.22 |
84.43 |
| S1 |
83.38 |
83.38 |
84.48 |
83.80 |
| S2 |
82.09 |
82.09 |
84.29 |
|
| S3 |
79.96 |
81.25 |
84.09 |
|
| S4 |
77.83 |
79.12 |
83.51 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.11 |
98.40 |
87.67 |
|
| R3 |
95.58 |
92.87 |
86.15 |
|
| R2 |
90.05 |
90.05 |
85.64 |
|
| R1 |
87.34 |
87.34 |
85.14 |
85.93 |
| PP |
84.52 |
84.52 |
84.52 |
83.82 |
| S1 |
81.81 |
81.81 |
84.12 |
80.40 |
| S2 |
78.99 |
78.99 |
83.62 |
|
| S3 |
73.46 |
76.28 |
83.11 |
|
| S4 |
67.93 |
70.75 |
81.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.15 |
82.68 |
3.47 |
4.1% |
2.17 |
2.6% |
58% |
False |
False |
44,173 |
| 10 |
87.62 |
81.70 |
5.92 |
7.0% |
2.71 |
3.2% |
50% |
False |
False |
45,974 |
| 20 |
93.80 |
81.70 |
12.10 |
14.3% |
2.54 |
3.0% |
25% |
False |
False |
37,654 |
| 40 |
107.12 |
81.70 |
25.42 |
30.0% |
2.25 |
2.7% |
12% |
False |
False |
33,321 |
| 60 |
109.01 |
81.70 |
27.31 |
32.3% |
2.11 |
2.5% |
11% |
False |
False |
30,278 |
| 80 |
110.87 |
81.70 |
29.17 |
34.4% |
2.05 |
2.4% |
10% |
False |
False |
27,675 |
| 100 |
110.87 |
81.70 |
29.17 |
34.4% |
1.91 |
2.3% |
10% |
False |
False |
25,194 |
| 120 |
110.87 |
81.70 |
29.17 |
34.4% |
1.84 |
2.2% |
10% |
False |
False |
22,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.10 |
|
2.618 |
90.63 |
|
1.618 |
88.50 |
|
1.000 |
87.18 |
|
0.618 |
86.37 |
|
HIGH |
85.05 |
|
0.618 |
84.24 |
|
0.500 |
83.99 |
|
0.382 |
83.73 |
|
LOW |
82.92 |
|
0.618 |
81.60 |
|
1.000 |
80.79 |
|
1.618 |
79.47 |
|
2.618 |
77.34 |
|
4.250 |
73.87 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.45 |
84.59 |
| PP |
84.22 |
84.50 |
| S1 |
83.99 |
84.42 |
|