NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
79.51 |
79.89 |
0.38 |
0.5% |
85.40 |
| High |
80.06 |
81.27 |
1.21 |
1.5% |
86.15 |
| Low |
78.77 |
79.09 |
0.32 |
0.4% |
77.92 |
| Close |
79.77 |
80.61 |
0.84 |
1.1% |
80.14 |
| Range |
1.29 |
2.18 |
0.89 |
69.0% |
8.23 |
| ATR |
2.54 |
2.52 |
-0.03 |
-1.0% |
0.00 |
| Volume |
54,026 |
51,965 |
-2,061 |
-3.8% |
263,682 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
85.92 |
81.81 |
|
| R3 |
84.68 |
83.74 |
81.21 |
|
| R2 |
82.50 |
82.50 |
81.01 |
|
| R1 |
81.56 |
81.56 |
80.81 |
82.03 |
| PP |
80.32 |
80.32 |
80.32 |
80.56 |
| S1 |
79.38 |
79.38 |
80.41 |
79.85 |
| S2 |
78.14 |
78.14 |
80.21 |
|
| S3 |
75.96 |
77.20 |
80.01 |
|
| S4 |
73.78 |
75.02 |
79.41 |
|
|
| 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 |
81.61 |
77.92 |
3.69 |
4.6% |
2.44 |
3.0% |
73% |
False |
False |
62,356 |
| 10 |
86.15 |
77.92 |
8.23 |
10.2% |
2.50 |
3.1% |
33% |
False |
False |
51,762 |
| 20 |
88.90 |
77.92 |
10.98 |
13.6% |
2.72 |
3.4% |
24% |
False |
False |
48,441 |
| 40 |
106.73 |
77.92 |
28.81 |
35.7% |
2.46 |
3.1% |
9% |
False |
False |
39,128 |
| 60 |
107.12 |
77.92 |
29.20 |
36.2% |
2.18 |
2.7% |
9% |
False |
False |
34,596 |
| 80 |
109.84 |
77.92 |
31.92 |
39.6% |
2.09 |
2.6% |
8% |
False |
False |
30,430 |
| 100 |
110.87 |
77.92 |
32.95 |
40.9% |
1.98 |
2.5% |
8% |
False |
False |
28,031 |
| 120 |
110.87 |
77.92 |
32.95 |
40.9% |
1.92 |
2.4% |
8% |
False |
False |
24,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.54 |
|
2.618 |
86.98 |
|
1.618 |
84.80 |
|
1.000 |
83.45 |
|
0.618 |
82.62 |
|
HIGH |
81.27 |
|
0.618 |
80.44 |
|
0.500 |
80.18 |
|
0.382 |
79.92 |
|
LOW |
79.09 |
|
0.618 |
77.74 |
|
1.000 |
76.91 |
|
1.618 |
75.56 |
|
2.618 |
73.38 |
|
4.250 |
69.83 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.47 |
80.36 |
| PP |
80.32 |
80.10 |
| S1 |
80.18 |
79.85 |
|