NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
80.47 |
79.51 |
-0.96 |
-1.2% |
85.40 |
| High |
81.03 |
80.06 |
-0.97 |
-1.2% |
86.15 |
| Low |
78.42 |
78.77 |
0.35 |
0.4% |
77.92 |
| Close |
79.62 |
79.77 |
0.15 |
0.2% |
80.14 |
| Range |
2.61 |
1.29 |
-1.32 |
-50.6% |
8.23 |
| ATR |
2.64 |
2.54 |
-0.10 |
-3.7% |
0.00 |
| Volume |
50,442 |
54,026 |
3,584 |
7.1% |
263,682 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.40 |
82.88 |
80.48 |
|
| R3 |
82.11 |
81.59 |
80.12 |
|
| R2 |
80.82 |
80.82 |
80.01 |
|
| R1 |
80.30 |
80.30 |
79.89 |
80.56 |
| PP |
79.53 |
79.53 |
79.53 |
79.67 |
| S1 |
79.01 |
79.01 |
79.65 |
79.27 |
| S2 |
78.24 |
78.24 |
79.53 |
|
| S3 |
76.95 |
77.72 |
79.42 |
|
| S4 |
75.66 |
76.43 |
79.06 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.09 |
101.35 |
84.67 |
|
| R3 |
97.86 |
93.12 |
82.40 |
|
| R2 |
89.63 |
89.63 |
81.65 |
|
| R1 |
84.89 |
84.89 |
80.89 |
83.15 |
| PP |
81.40 |
81.40 |
81.40 |
80.53 |
| S1 |
76.66 |
76.66 |
79.39 |
74.92 |
| S2 |
73.17 |
73.17 |
78.63 |
|
| S3 |
64.94 |
68.43 |
77.88 |
|
| S4 |
56.71 |
60.20 |
75.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.05 |
77.92 |
7.13 |
8.9% |
2.76 |
3.5% |
26% |
False |
False |
59,034 |
| 10 |
86.15 |
77.92 |
8.23 |
10.3% |
2.47 |
3.1% |
22% |
False |
False |
51,604 |
| 20 |
91.50 |
77.92 |
13.58 |
17.0% |
2.79 |
3.5% |
14% |
False |
False |
47,217 |
| 40 |
107.12 |
77.92 |
29.20 |
36.6% |
2.45 |
3.1% |
6% |
False |
False |
38,383 |
| 60 |
107.16 |
77.92 |
29.24 |
36.7% |
2.20 |
2.8% |
6% |
False |
False |
33,975 |
| 80 |
109.84 |
77.92 |
31.92 |
40.0% |
2.08 |
2.6% |
6% |
False |
False |
29,999 |
| 100 |
110.87 |
77.92 |
32.95 |
41.3% |
1.98 |
2.5% |
6% |
False |
False |
27,665 |
| 120 |
110.87 |
77.92 |
32.95 |
41.3% |
1.91 |
2.4% |
6% |
False |
False |
24,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.54 |
|
2.618 |
83.44 |
|
1.618 |
82.15 |
|
1.000 |
81.35 |
|
0.618 |
80.86 |
|
HIGH |
80.06 |
|
0.618 |
79.57 |
|
0.500 |
79.42 |
|
0.382 |
79.26 |
|
LOW |
78.77 |
|
0.618 |
77.97 |
|
1.000 |
77.48 |
|
1.618 |
76.68 |
|
2.618 |
75.39 |
|
4.250 |
73.29 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.65 |
79.67 |
| PP |
79.53 |
79.57 |
| S1 |
79.42 |
79.48 |
|