NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.15 |
83.43 |
-0.72 |
-0.9% |
84.19 |
| High |
84.76 |
85.23 |
0.47 |
0.6% |
87.85 |
| Low |
83.08 |
83.22 |
0.14 |
0.2% |
82.13 |
| Close |
83.48 |
84.76 |
1.28 |
1.5% |
85.03 |
| Range |
1.68 |
2.01 |
0.33 |
19.6% |
5.72 |
| ATR |
2.43 |
2.40 |
-0.03 |
-1.2% |
0.00 |
| Volume |
19,319 |
28,741 |
9,422 |
48.8% |
108,182 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.43 |
89.61 |
85.87 |
|
| R3 |
88.42 |
87.60 |
85.31 |
|
| R2 |
86.41 |
86.41 |
85.13 |
|
| R1 |
85.59 |
85.59 |
84.94 |
86.00 |
| PP |
84.40 |
84.40 |
84.40 |
84.61 |
| S1 |
83.58 |
83.58 |
84.58 |
83.99 |
| S2 |
82.39 |
82.39 |
84.39 |
|
| S3 |
80.38 |
81.57 |
84.21 |
|
| S4 |
78.37 |
79.56 |
83.65 |
|
|
| 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 |
87.50 |
82.07 |
5.43 |
6.4% |
2.81 |
3.3% |
50% |
False |
False |
26,336 |
| 10 |
87.85 |
82.07 |
5.78 |
6.8% |
2.80 |
3.3% |
47% |
False |
False |
23,058 |
| 20 |
94.95 |
82.07 |
12.88 |
15.2% |
2.38 |
2.8% |
21% |
False |
False |
17,915 |
| 40 |
107.12 |
82.07 |
25.05 |
29.6% |
2.07 |
2.4% |
11% |
False |
False |
15,493 |
| 60 |
109.50 |
82.07 |
27.43 |
32.4% |
1.96 |
2.3% |
10% |
False |
False |
13,536 |
| 80 |
110.65 |
82.07 |
28.58 |
33.7% |
1.87 |
2.2% |
9% |
False |
False |
12,874 |
| 100 |
110.65 |
82.07 |
28.58 |
33.7% |
1.68 |
2.0% |
9% |
False |
False |
11,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.77 |
|
2.618 |
90.49 |
|
1.618 |
88.48 |
|
1.000 |
87.24 |
|
0.618 |
86.47 |
|
HIGH |
85.23 |
|
0.618 |
84.46 |
|
0.500 |
84.23 |
|
0.382 |
83.99 |
|
LOW |
83.22 |
|
0.618 |
81.98 |
|
1.000 |
81.21 |
|
1.618 |
79.97 |
|
2.618 |
77.96 |
|
4.250 |
74.68 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.58 |
84.41 |
| PP |
84.40 |
84.06 |
| S1 |
84.23 |
83.71 |
|