NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.83 |
85.85 |
1.02 |
1.2% |
84.19 |
| High |
85.55 |
87.50 |
1.95 |
2.3% |
87.85 |
| Low |
82.99 |
82.07 |
-0.92 |
-1.1% |
82.13 |
| Close |
85.03 |
83.62 |
-1.41 |
-1.7% |
85.03 |
| Range |
2.56 |
5.43 |
2.87 |
112.1% |
5.72 |
| ATR |
2.27 |
2.50 |
0.23 |
9.9% |
0.00 |
| Volume |
28,909 |
29,829 |
920 |
3.2% |
108,182 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.69 |
97.58 |
86.61 |
|
| R3 |
95.26 |
92.15 |
85.11 |
|
| R2 |
89.83 |
89.83 |
84.62 |
|
| R1 |
86.72 |
86.72 |
84.12 |
85.56 |
| PP |
84.40 |
84.40 |
84.40 |
83.82 |
| S1 |
81.29 |
81.29 |
83.12 |
80.13 |
| S2 |
78.97 |
78.97 |
82.62 |
|
| S3 |
73.54 |
75.86 |
82.13 |
|
| S4 |
68.11 |
70.43 |
80.63 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.16 |
99.32 |
88.18 |
|
| R3 |
96.44 |
93.60 |
86.60 |
|
| R2 |
90.72 |
90.72 |
86.08 |
|
| R1 |
87.88 |
87.88 |
85.55 |
89.30 |
| PP |
85.00 |
85.00 |
85.00 |
85.72 |
| S1 |
82.16 |
82.16 |
84.51 |
83.58 |
| S2 |
79.28 |
79.28 |
83.98 |
|
| S3 |
73.56 |
76.44 |
83.46 |
|
| S4 |
67.84 |
70.72 |
81.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.85 |
82.07 |
5.78 |
6.9% |
2.96 |
3.5% |
27% |
False |
True |
23,029 |
| 10 |
93.02 |
82.07 |
10.95 |
13.1% |
2.95 |
3.5% |
14% |
False |
True |
19,217 |
| 20 |
96.60 |
82.07 |
14.53 |
17.4% |
2.38 |
2.8% |
11% |
False |
True |
16,566 |
| 40 |
107.12 |
82.07 |
25.05 |
30.0% |
2.04 |
2.4% |
6% |
False |
True |
14,620 |
| 60 |
109.80 |
82.07 |
27.73 |
33.2% |
1.93 |
2.3% |
6% |
False |
True |
12,878 |
| 80 |
110.65 |
82.07 |
28.58 |
34.2% |
1.84 |
2.2% |
5% |
False |
True |
12,289 |
| 100 |
110.65 |
82.07 |
28.58 |
34.2% |
1.65 |
2.0% |
5% |
False |
True |
10,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.58 |
|
2.618 |
101.72 |
|
1.618 |
96.29 |
|
1.000 |
92.93 |
|
0.618 |
90.86 |
|
HIGH |
87.50 |
|
0.618 |
85.43 |
|
0.500 |
84.79 |
|
0.382 |
84.14 |
|
LOW |
82.07 |
|
0.618 |
78.71 |
|
1.000 |
76.64 |
|
1.618 |
73.28 |
|
2.618 |
67.85 |
|
4.250 |
58.99 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.79 |
84.96 |
| PP |
84.40 |
84.51 |
| S1 |
84.01 |
84.07 |
|