NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
80.90 |
78.91 |
-1.99 |
-2.5% |
80.47 |
| High |
81.22 |
85.74 |
4.52 |
5.6% |
85.74 |
| Low |
77.70 |
78.69 |
0.99 |
1.3% |
77.70 |
| Close |
78.10 |
85.37 |
7.27 |
9.3% |
85.37 |
| Range |
3.52 |
7.05 |
3.53 |
100.3% |
8.04 |
| ATR |
2.59 |
2.95 |
0.36 |
13.9% |
0.00 |
| Volume |
53,659 |
61,777 |
8,118 |
15.1% |
271,869 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
101.94 |
89.25 |
|
| R3 |
97.37 |
94.89 |
87.31 |
|
| R2 |
90.32 |
90.32 |
86.66 |
|
| R1 |
87.84 |
87.84 |
86.02 |
89.08 |
| PP |
83.27 |
83.27 |
83.27 |
83.89 |
| S1 |
80.79 |
80.79 |
84.72 |
82.03 |
| S2 |
76.22 |
76.22 |
84.08 |
|
| S3 |
69.17 |
73.74 |
83.43 |
|
| S4 |
62.12 |
66.69 |
81.49 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.06 |
104.25 |
89.79 |
|
| R3 |
99.02 |
96.21 |
87.58 |
|
| R2 |
90.98 |
90.98 |
86.84 |
|
| R1 |
88.17 |
88.17 |
86.11 |
89.58 |
| PP |
82.94 |
82.94 |
82.94 |
83.64 |
| S1 |
80.13 |
80.13 |
84.63 |
81.54 |
| S2 |
74.90 |
74.90 |
83.90 |
|
| S3 |
66.86 |
72.09 |
83.16 |
|
| S4 |
58.82 |
64.05 |
80.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.74 |
77.70 |
8.04 |
9.4% |
3.33 |
3.9% |
95% |
True |
False |
54,373 |
| 10 |
86.15 |
77.70 |
8.45 |
9.9% |
3.22 |
3.8% |
91% |
False |
False |
53,555 |
| 20 |
87.62 |
77.70 |
9.92 |
11.6% |
2.91 |
3.4% |
77% |
False |
False |
50,341 |
| 40 |
103.47 |
77.70 |
25.77 |
30.2% |
2.63 |
3.1% |
30% |
False |
False |
40,135 |
| 60 |
107.12 |
77.70 |
29.42 |
34.5% |
2.29 |
2.7% |
26% |
False |
False |
35,754 |
| 80 |
109.84 |
77.70 |
32.14 |
37.6% |
2.17 |
2.5% |
24% |
False |
False |
31,525 |
| 100 |
110.87 |
77.70 |
33.17 |
38.9% |
2.05 |
2.4% |
23% |
False |
False |
28,925 |
| 120 |
110.87 |
77.70 |
33.17 |
38.9% |
1.98 |
2.3% |
23% |
False |
False |
25,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.70 |
|
2.618 |
104.20 |
|
1.618 |
97.15 |
|
1.000 |
92.79 |
|
0.618 |
90.10 |
|
HIGH |
85.74 |
|
0.618 |
83.05 |
|
0.500 |
82.22 |
|
0.382 |
81.38 |
|
LOW |
78.69 |
|
0.618 |
74.33 |
|
1.000 |
71.64 |
|
1.618 |
67.28 |
|
2.618 |
60.23 |
|
4.250 |
48.73 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.32 |
84.15 |
| PP |
83.27 |
82.94 |
| S1 |
82.22 |
81.72 |
|