NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.24 |
86.47 |
1.23 |
1.4% |
91.70 |
| High |
87.05 |
87.85 |
0.80 |
0.9% |
93.02 |
| Low |
85.21 |
84.46 |
-0.75 |
-0.9% |
83.35 |
| Close |
85.95 |
85.77 |
-0.18 |
-0.2% |
84.20 |
| Range |
1.84 |
3.39 |
1.55 |
84.2% |
9.67 |
| ATR |
2.14 |
2.23 |
0.09 |
4.1% |
0.00 |
| Volume |
13,267 |
25,494 |
12,227 |
92.2% |
54,164 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.20 |
94.37 |
87.63 |
|
| R3 |
92.81 |
90.98 |
86.70 |
|
| R2 |
89.42 |
89.42 |
86.39 |
|
| R1 |
87.59 |
87.59 |
86.08 |
86.81 |
| PP |
86.03 |
86.03 |
86.03 |
85.64 |
| S1 |
84.20 |
84.20 |
85.46 |
83.42 |
| S2 |
82.64 |
82.64 |
85.15 |
|
| S3 |
79.25 |
80.81 |
84.84 |
|
| S4 |
75.86 |
77.42 |
83.91 |
|
|
| 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 |
87.85 |
82.13 |
5.72 |
6.7% |
2.79 |
3.3% |
64% |
True |
False |
19,779 |
| 10 |
93.02 |
82.13 |
10.89 |
12.7% |
2.39 |
2.8% |
33% |
False |
False |
15,771 |
| 20 |
98.64 |
82.13 |
16.51 |
19.2% |
2.12 |
2.5% |
22% |
False |
False |
15,468 |
| 40 |
107.12 |
82.13 |
24.99 |
29.1% |
1.89 |
2.2% |
15% |
False |
False |
13,784 |
| 60 |
109.80 |
82.13 |
27.67 |
32.3% |
1.85 |
2.2% |
13% |
False |
False |
12,243 |
| 80 |
110.65 |
82.13 |
28.52 |
33.3% |
1.75 |
2.0% |
13% |
False |
False |
11,700 |
| 100 |
110.65 |
82.13 |
28.52 |
33.3% |
1.58 |
1.8% |
13% |
False |
False |
10,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.26 |
|
2.618 |
96.73 |
|
1.618 |
93.34 |
|
1.000 |
91.24 |
|
0.618 |
89.95 |
|
HIGH |
87.85 |
|
0.618 |
86.56 |
|
0.500 |
86.16 |
|
0.382 |
85.75 |
|
LOW |
84.46 |
|
0.618 |
82.36 |
|
1.000 |
81.07 |
|
1.618 |
78.97 |
|
2.618 |
75.58 |
|
4.250 |
70.05 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.16 |
86.02 |
| PP |
86.03 |
85.94 |
| S1 |
85.90 |
85.85 |
|