NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.72 |
84.67 |
0.95 |
1.1% |
86.33 |
| High |
85.05 |
85.05 |
0.00 |
0.0% |
87.23 |
| Low |
82.92 |
81.28 |
-1.64 |
-2.0% |
81.70 |
| Close |
84.68 |
81.84 |
-2.84 |
-3.4% |
84.63 |
| Range |
2.13 |
3.77 |
1.64 |
77.0% |
5.53 |
| ATR |
2.47 |
2.56 |
0.09 |
3.8% |
0.00 |
| Volume |
37,016 |
35,357 |
-1,659 |
-4.5% |
258,130 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.03 |
91.71 |
83.91 |
|
| R3 |
90.26 |
87.94 |
82.88 |
|
| R2 |
86.49 |
86.49 |
82.53 |
|
| R1 |
84.17 |
84.17 |
82.19 |
83.45 |
| PP |
82.72 |
82.72 |
82.72 |
82.36 |
| S1 |
80.40 |
80.40 |
81.49 |
79.68 |
| S2 |
78.95 |
78.95 |
81.15 |
|
| S3 |
75.18 |
76.63 |
80.80 |
|
| S4 |
71.41 |
72.86 |
79.77 |
|
|
| 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 |
81.28 |
4.87 |
6.0% |
2.56 |
3.1% |
11% |
False |
True |
41,169 |
| 10 |
87.62 |
81.28 |
6.34 |
7.7% |
2.88 |
3.5% |
9% |
False |
True |
46,250 |
| 20 |
92.78 |
81.28 |
11.50 |
14.1% |
2.63 |
3.2% |
5% |
False |
True |
38,816 |
| 40 |
107.12 |
81.28 |
25.84 |
31.6% |
2.32 |
2.8% |
2% |
False |
True |
33,706 |
| 60 |
109.01 |
81.28 |
27.73 |
33.9% |
2.15 |
2.6% |
2% |
False |
True |
30,571 |
| 80 |
110.87 |
81.28 |
29.59 |
36.2% |
2.08 |
2.5% |
2% |
False |
True |
27,620 |
| 100 |
110.87 |
81.28 |
29.59 |
36.2% |
1.94 |
2.4% |
2% |
False |
True |
25,468 |
| 120 |
110.87 |
81.28 |
29.59 |
36.2% |
1.87 |
2.3% |
2% |
False |
True |
22,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.07 |
|
2.618 |
94.92 |
|
1.618 |
91.15 |
|
1.000 |
88.82 |
|
0.618 |
87.38 |
|
HIGH |
85.05 |
|
0.618 |
83.61 |
|
0.500 |
83.17 |
|
0.382 |
82.72 |
|
LOW |
81.28 |
|
0.618 |
78.95 |
|
1.000 |
77.51 |
|
1.618 |
75.18 |
|
2.618 |
71.41 |
|
4.250 |
65.26 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.17 |
83.72 |
| PP |
82.72 |
83.09 |
| S1 |
82.28 |
82.47 |
|