NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.85 |
82.19 |
-3.66 |
-4.3% |
84.19 |
| High |
87.50 |
84.58 |
-2.92 |
-3.3% |
87.85 |
| Low |
82.07 |
82.19 |
0.12 |
0.1% |
82.13 |
| Close |
83.62 |
84.20 |
0.58 |
0.7% |
85.03 |
| Range |
5.43 |
2.39 |
-3.04 |
-56.0% |
5.72 |
| ATR |
2.50 |
2.49 |
-0.01 |
-0.3% |
0.00 |
| Volume |
29,829 |
24,884 |
-4,945 |
-16.6% |
108,182 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.83 |
89.90 |
85.51 |
|
| R3 |
88.44 |
87.51 |
84.86 |
|
| R2 |
86.05 |
86.05 |
84.64 |
|
| R1 |
85.12 |
85.12 |
84.42 |
85.59 |
| PP |
83.66 |
83.66 |
83.66 |
83.89 |
| S1 |
82.73 |
82.73 |
83.98 |
83.20 |
| S2 |
81.27 |
81.27 |
83.76 |
|
| S3 |
78.88 |
80.34 |
83.54 |
|
| S4 |
76.49 |
77.95 |
82.89 |
|
|
| 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% |
3.12 |
3.7% |
37% |
False |
False |
24,476 |
| 10 |
91.61 |
82.07 |
9.54 |
11.3% |
3.00 |
3.6% |
22% |
False |
False |
21,016 |
| 20 |
96.58 |
82.07 |
14.51 |
17.2% |
2.42 |
2.9% |
15% |
False |
False |
16,910 |
| 40 |
107.12 |
82.07 |
25.05 |
29.8% |
2.07 |
2.5% |
9% |
False |
False |
15,042 |
| 60 |
109.80 |
82.07 |
27.73 |
32.9% |
1.94 |
2.3% |
8% |
False |
False |
13,022 |
| 80 |
110.65 |
82.07 |
28.58 |
33.9% |
1.85 |
2.2% |
7% |
False |
False |
12,485 |
| 100 |
110.65 |
82.07 |
28.58 |
33.9% |
1.67 |
2.0% |
7% |
False |
False |
11,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.74 |
|
2.618 |
90.84 |
|
1.618 |
88.45 |
|
1.000 |
86.97 |
|
0.618 |
86.06 |
|
HIGH |
84.58 |
|
0.618 |
83.67 |
|
0.500 |
83.39 |
|
0.382 |
83.10 |
|
LOW |
82.19 |
|
0.618 |
80.71 |
|
1.000 |
79.80 |
|
1.618 |
78.32 |
|
2.618 |
75.93 |
|
4.250 |
72.03 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.93 |
84.79 |
| PP |
83.66 |
84.59 |
| S1 |
83.39 |
84.40 |
|