NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
85.23 |
85.80 |
0.57 |
0.7% |
85.85 |
| High |
85.60 |
86.22 |
0.62 |
0.7% |
87.50 |
| Low |
84.33 |
82.98 |
-1.35 |
-1.6% |
82.07 |
| Close |
84.90 |
84.23 |
-0.67 |
-0.8% |
84.90 |
| Range |
1.27 |
3.24 |
1.97 |
155.1% |
5.43 |
| ATR |
2.32 |
2.39 |
0.07 |
2.8% |
0.00 |
| Volume |
28,968 |
17,596 |
-11,372 |
-39.3% |
131,741 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.20 |
92.45 |
86.01 |
|
| R3 |
90.96 |
89.21 |
85.12 |
|
| R2 |
87.72 |
87.72 |
84.82 |
|
| R1 |
85.97 |
85.97 |
84.53 |
85.23 |
| PP |
84.48 |
84.48 |
84.48 |
84.10 |
| S1 |
82.73 |
82.73 |
83.93 |
81.99 |
| S2 |
81.24 |
81.24 |
83.64 |
|
| S3 |
78.00 |
79.49 |
83.34 |
|
| S4 |
74.76 |
76.25 |
82.45 |
|
|
| 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 |
86.22 |
82.19 |
4.03 |
4.8% |
2.12 |
2.5% |
51% |
True |
False |
23,901 |
| 10 |
87.85 |
82.07 |
5.78 |
6.9% |
2.54 |
3.0% |
37% |
False |
False |
23,465 |
| 20 |
94.10 |
82.07 |
12.03 |
14.3% |
2.43 |
2.9% |
18% |
False |
False |
18,649 |
| 40 |
107.12 |
82.07 |
25.05 |
29.7% |
2.12 |
2.5% |
9% |
False |
False |
16,129 |
| 60 |
109.50 |
82.07 |
27.43 |
32.6% |
1.98 |
2.4% |
8% |
False |
False |
14,022 |
| 80 |
110.65 |
82.07 |
28.58 |
33.9% |
1.89 |
2.2% |
8% |
False |
False |
13,195 |
| 100 |
110.65 |
82.07 |
28.58 |
33.9% |
1.71 |
2.0% |
8% |
False |
False |
11,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.99 |
|
2.618 |
94.70 |
|
1.618 |
91.46 |
|
1.000 |
89.46 |
|
0.618 |
88.22 |
|
HIGH |
86.22 |
|
0.618 |
84.98 |
|
0.500 |
84.60 |
|
0.382 |
84.22 |
|
LOW |
82.98 |
|
0.618 |
80.98 |
|
1.000 |
79.74 |
|
1.618 |
77.74 |
|
2.618 |
74.50 |
|
4.250 |
69.21 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.60 |
84.60 |
| PP |
84.48 |
84.48 |
| S1 |
84.35 |
84.35 |
|