NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
79.89 |
80.90 |
1.01 |
1.3% |
85.40 |
| High |
81.27 |
81.22 |
-0.05 |
-0.1% |
86.15 |
| Low |
79.09 |
77.70 |
-1.39 |
-1.8% |
77.92 |
| Close |
80.61 |
78.10 |
-2.51 |
-3.1% |
80.14 |
| Range |
2.18 |
3.52 |
1.34 |
61.5% |
8.23 |
| ATR |
2.52 |
2.59 |
0.07 |
2.8% |
0.00 |
| Volume |
51,965 |
53,659 |
1,694 |
3.3% |
263,682 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.57 |
87.35 |
80.04 |
|
| R3 |
86.05 |
83.83 |
79.07 |
|
| R2 |
82.53 |
82.53 |
78.75 |
|
| R1 |
80.31 |
80.31 |
78.42 |
79.66 |
| PP |
79.01 |
79.01 |
79.01 |
78.68 |
| S1 |
76.79 |
76.79 |
77.78 |
76.14 |
| S2 |
75.49 |
75.49 |
77.45 |
|
| S3 |
71.97 |
73.27 |
77.13 |
|
| S4 |
68.45 |
69.75 |
76.16 |
|
|
| 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 |
81.27 |
77.70 |
3.57 |
4.6% |
2.48 |
3.2% |
11% |
False |
True |
57,847 |
| 10 |
86.15 |
77.70 |
8.45 |
10.8% |
2.65 |
3.4% |
5% |
False |
True |
52,030 |
| 20 |
87.62 |
77.70 |
9.92 |
12.7% |
2.77 |
3.5% |
4% |
False |
True |
49,563 |
| 40 |
106.10 |
77.70 |
28.40 |
36.4% |
2.52 |
3.2% |
1% |
False |
True |
39,501 |
| 60 |
107.12 |
77.70 |
29.42 |
37.7% |
2.22 |
2.8% |
1% |
False |
True |
35,131 |
| 80 |
109.84 |
77.70 |
32.14 |
41.2% |
2.10 |
2.7% |
1% |
False |
True |
30,983 |
| 100 |
110.87 |
77.70 |
33.17 |
42.5% |
2.01 |
2.6% |
1% |
False |
True |
28,443 |
| 120 |
110.87 |
77.70 |
33.17 |
42.5% |
1.94 |
2.5% |
1% |
False |
True |
25,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.18 |
|
2.618 |
90.44 |
|
1.618 |
86.92 |
|
1.000 |
84.74 |
|
0.618 |
83.40 |
|
HIGH |
81.22 |
|
0.618 |
79.88 |
|
0.500 |
79.46 |
|
0.382 |
79.04 |
|
LOW |
77.70 |
|
0.618 |
75.52 |
|
1.000 |
74.18 |
|
1.618 |
72.00 |
|
2.618 |
68.48 |
|
4.250 |
62.74 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.46 |
79.49 |
| PP |
79.01 |
79.02 |
| S1 |
78.55 |
78.56 |
|