NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.67 |
81.57 |
-3.10 |
-3.7% |
86.33 |
| High |
85.05 |
81.61 |
-3.44 |
-4.0% |
87.23 |
| Low |
81.28 |
78.28 |
-3.00 |
-3.7% |
81.70 |
| Close |
81.84 |
78.56 |
-3.28 |
-4.0% |
84.63 |
| Range |
3.77 |
3.33 |
-0.44 |
-11.7% |
5.53 |
| ATR |
2.56 |
2.63 |
0.07 |
2.8% |
0.00 |
| Volume |
35,357 |
76,204 |
40,847 |
115.5% |
258,130 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.47 |
87.35 |
80.39 |
|
| R3 |
86.14 |
84.02 |
79.48 |
|
| R2 |
82.81 |
82.81 |
79.17 |
|
| R1 |
80.69 |
80.69 |
78.87 |
80.09 |
| PP |
79.48 |
79.48 |
79.48 |
79.18 |
| S1 |
77.36 |
77.36 |
78.25 |
76.76 |
| S2 |
76.15 |
76.15 |
77.95 |
|
| S3 |
72.82 |
74.03 |
77.64 |
|
| S4 |
69.49 |
70.70 |
76.73 |
|
|
| 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 |
78.28 |
7.87 |
10.0% |
2.81 |
3.6% |
4% |
False |
True |
46,213 |
| 10 |
87.23 |
78.28 |
8.95 |
11.4% |
2.86 |
3.6% |
3% |
False |
True |
49,049 |
| 20 |
92.78 |
78.28 |
14.50 |
18.5% |
2.68 |
3.4% |
2% |
False |
True |
41,400 |
| 40 |
107.12 |
78.28 |
28.84 |
36.7% |
2.37 |
3.0% |
1% |
False |
True |
35,170 |
| 60 |
108.19 |
78.28 |
29.91 |
38.1% |
2.19 |
2.8% |
1% |
False |
True |
31,755 |
| 80 |
110.87 |
78.28 |
32.59 |
41.5% |
2.09 |
2.7% |
1% |
False |
True |
28,300 |
| 100 |
110.87 |
78.28 |
32.59 |
41.5% |
1.97 |
2.5% |
1% |
False |
True |
26,133 |
| 120 |
110.87 |
78.28 |
32.59 |
41.5% |
1.89 |
2.4% |
1% |
False |
True |
23,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.76 |
|
2.618 |
90.33 |
|
1.618 |
87.00 |
|
1.000 |
84.94 |
|
0.618 |
83.67 |
|
HIGH |
81.61 |
|
0.618 |
80.34 |
|
0.500 |
79.95 |
|
0.382 |
79.55 |
|
LOW |
78.28 |
|
0.618 |
76.22 |
|
1.000 |
74.95 |
|
1.618 |
72.89 |
|
2.618 |
69.56 |
|
4.250 |
64.13 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.95 |
81.67 |
| PP |
79.48 |
80.63 |
| S1 |
79.02 |
79.60 |
|