NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
78.91 |
85.18 |
6.27 |
7.9% |
80.47 |
| High |
85.74 |
85.42 |
-0.32 |
-0.4% |
85.74 |
| Low |
78.69 |
82.50 |
3.81 |
4.8% |
77.70 |
| Close |
85.37 |
84.15 |
-1.22 |
-1.4% |
85.37 |
| Range |
7.05 |
2.92 |
-4.13 |
-58.6% |
8.04 |
| ATR |
2.95 |
2.95 |
0.00 |
-0.1% |
0.00 |
| Volume |
61,777 |
103,185 |
41,408 |
67.0% |
271,869 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.78 |
91.39 |
85.76 |
|
| R3 |
89.86 |
88.47 |
84.95 |
|
| R2 |
86.94 |
86.94 |
84.69 |
|
| R1 |
85.55 |
85.55 |
84.42 |
84.79 |
| PP |
84.02 |
84.02 |
84.02 |
83.64 |
| S1 |
82.63 |
82.63 |
83.88 |
81.87 |
| S2 |
81.10 |
81.10 |
83.61 |
|
| S3 |
78.18 |
79.71 |
83.35 |
|
| S4 |
75.26 |
76.79 |
82.54 |
|
|
| 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 |
9.6% |
3.39 |
4.0% |
80% |
False |
False |
64,922 |
| 10 |
85.74 |
77.70 |
8.04 |
9.6% |
3.16 |
3.8% |
80% |
False |
False |
60,277 |
| 20 |
87.62 |
77.70 |
9.92 |
11.8% |
2.91 |
3.5% |
65% |
False |
False |
53,154 |
| 40 |
99.10 |
77.70 |
21.40 |
25.4% |
2.58 |
3.1% |
30% |
False |
False |
41,631 |
| 60 |
107.12 |
77.70 |
29.42 |
35.0% |
2.31 |
2.7% |
22% |
False |
False |
37,058 |
| 80 |
109.84 |
77.70 |
32.14 |
38.2% |
2.19 |
2.6% |
20% |
False |
False |
32,534 |
| 100 |
110.87 |
77.70 |
33.17 |
39.4% |
2.07 |
2.5% |
19% |
False |
False |
29,723 |
| 120 |
110.87 |
77.70 |
33.17 |
39.4% |
1.99 |
2.4% |
19% |
False |
False |
26,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.83 |
|
2.618 |
93.06 |
|
1.618 |
90.14 |
|
1.000 |
88.34 |
|
0.618 |
87.22 |
|
HIGH |
85.42 |
|
0.618 |
84.30 |
|
0.500 |
83.96 |
|
0.382 |
83.62 |
|
LOW |
82.50 |
|
0.618 |
80.70 |
|
1.000 |
79.58 |
|
1.618 |
77.78 |
|
2.618 |
74.86 |
|
4.250 |
70.09 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.09 |
83.34 |
| PP |
84.02 |
82.53 |
| S1 |
83.96 |
81.72 |
|