NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
88.51 |
87.44 |
-1.07 |
-1.2% |
91.70 |
| High |
89.14 |
87.44 |
-1.70 |
-1.9% |
93.02 |
| Low |
86.83 |
83.35 |
-3.48 |
-4.0% |
83.35 |
| Close |
87.45 |
84.20 |
-3.25 |
-3.7% |
84.20 |
| Range |
2.31 |
4.09 |
1.78 |
77.1% |
9.67 |
| ATR |
1.98 |
2.14 |
0.15 |
7.6% |
0.00 |
| Volume |
12,738 |
19,626 |
6,888 |
54.1% |
54,164 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.27 |
94.82 |
86.45 |
|
| R3 |
93.18 |
90.73 |
85.32 |
|
| R2 |
89.09 |
89.09 |
84.95 |
|
| R1 |
86.64 |
86.64 |
84.57 |
85.82 |
| PP |
85.00 |
85.00 |
85.00 |
84.59 |
| S1 |
82.55 |
82.55 |
83.83 |
81.73 |
| S2 |
80.91 |
80.91 |
83.45 |
|
| S3 |
76.82 |
78.46 |
83.08 |
|
| S4 |
72.73 |
74.37 |
81.95 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.87 |
109.70 |
89.52 |
|
| R3 |
106.20 |
100.03 |
86.86 |
|
| R2 |
96.53 |
96.53 |
85.97 |
|
| R1 |
90.36 |
90.36 |
85.09 |
88.61 |
| PP |
86.86 |
86.86 |
86.86 |
85.98 |
| S1 |
80.69 |
80.69 |
83.31 |
78.94 |
| S2 |
77.19 |
77.19 |
82.43 |
|
| S3 |
67.52 |
71.02 |
81.54 |
|
| S4 |
57.85 |
61.35 |
78.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.02 |
83.35 |
9.67 |
11.5% |
2.51 |
3.0% |
9% |
False |
True |
12,673 |
| 10 |
94.10 |
83.35 |
10.75 |
12.8% |
2.20 |
2.6% |
8% |
False |
True |
13,213 |
| 20 |
103.63 |
83.35 |
20.28 |
24.1% |
2.22 |
2.6% |
4% |
False |
True |
15,055 |
| 40 |
107.12 |
83.35 |
23.77 |
28.2% |
1.82 |
2.2% |
4% |
False |
True |
12,889 |
| 60 |
109.80 |
83.35 |
26.45 |
31.4% |
1.77 |
2.1% |
3% |
False |
True |
11,702 |
| 80 |
110.65 |
83.35 |
27.30 |
32.4% |
1.67 |
2.0% |
3% |
False |
True |
11,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.82 |
|
2.618 |
98.15 |
|
1.618 |
94.06 |
|
1.000 |
91.53 |
|
0.618 |
89.97 |
|
HIGH |
87.44 |
|
0.618 |
85.88 |
|
0.500 |
85.40 |
|
0.382 |
84.91 |
|
LOW |
83.35 |
|
0.618 |
80.82 |
|
1.000 |
79.26 |
|
1.618 |
76.73 |
|
2.618 |
72.64 |
|
4.250 |
65.97 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.40 |
87.48 |
| PP |
85.00 |
86.39 |
| S1 |
84.60 |
85.29 |
|