NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.43 |
85.23 |
1.80 |
2.2% |
85.85 |
| High |
85.23 |
85.60 |
0.37 |
0.4% |
87.50 |
| Low |
83.22 |
84.33 |
1.11 |
1.3% |
82.07 |
| Close |
84.76 |
84.90 |
0.14 |
0.2% |
84.90 |
| Range |
2.01 |
1.27 |
-0.74 |
-36.8% |
5.43 |
| ATR |
2.40 |
2.32 |
-0.08 |
-3.4% |
0.00 |
| Volume |
28,741 |
28,968 |
227 |
0.8% |
131,741 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.75 |
88.10 |
85.60 |
|
| R3 |
87.48 |
86.83 |
85.25 |
|
| R2 |
86.21 |
86.21 |
85.13 |
|
| R1 |
85.56 |
85.56 |
85.02 |
85.25 |
| PP |
84.94 |
84.94 |
84.94 |
84.79 |
| S1 |
84.29 |
84.29 |
84.78 |
83.98 |
| S2 |
83.67 |
83.67 |
84.67 |
|
| S3 |
82.40 |
83.02 |
84.55 |
|
| S4 |
81.13 |
81.75 |
84.20 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.11 |
98.44 |
87.89 |
|
| R3 |
95.68 |
93.01 |
86.39 |
|
| R2 |
90.25 |
90.25 |
85.90 |
|
| R1 |
87.58 |
87.58 |
85.40 |
86.20 |
| PP |
84.82 |
84.82 |
84.82 |
84.14 |
| S1 |
82.15 |
82.15 |
84.40 |
80.77 |
| S2 |
79.39 |
79.39 |
83.90 |
|
| S3 |
73.96 |
76.72 |
83.41 |
|
| S4 |
68.53 |
71.29 |
81.91 |
|
|
| 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% |
2.56 |
3.0% |
52% |
False |
False |
26,348 |
| 10 |
87.85 |
82.07 |
5.78 |
6.8% |
2.52 |
3.0% |
49% |
False |
False |
23,992 |
| 20 |
94.10 |
82.07 |
12.03 |
14.2% |
2.36 |
2.8% |
24% |
False |
False |
18,602 |
| 40 |
107.12 |
82.07 |
25.05 |
29.5% |
2.08 |
2.4% |
11% |
False |
False |
15,945 |
| 60 |
109.50 |
82.07 |
27.43 |
32.3% |
1.96 |
2.3% |
10% |
False |
False |
13,839 |
| 80 |
110.65 |
82.07 |
28.58 |
33.7% |
1.88 |
2.2% |
10% |
False |
False |
13,099 |
| 100 |
110.65 |
82.07 |
28.58 |
33.7% |
1.69 |
2.0% |
10% |
False |
False |
11,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.00 |
|
2.618 |
88.92 |
|
1.618 |
87.65 |
|
1.000 |
86.87 |
|
0.618 |
86.38 |
|
HIGH |
85.60 |
|
0.618 |
85.11 |
|
0.500 |
84.97 |
|
0.382 |
84.82 |
|
LOW |
84.33 |
|
0.618 |
83.55 |
|
1.000 |
83.06 |
|
1.618 |
82.28 |
|
2.618 |
81.01 |
|
4.250 |
78.93 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.97 |
84.71 |
| PP |
84.94 |
84.53 |
| S1 |
84.92 |
84.34 |
|