NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.00 |
84.87 |
0.87 |
1.0% |
85.85 |
| High |
85.36 |
85.33 |
-0.03 |
0.0% |
87.50 |
| Low |
83.27 |
81.70 |
-1.57 |
-1.9% |
82.07 |
| Close |
85.00 |
82.23 |
-2.77 |
-3.3% |
84.90 |
| Range |
2.09 |
3.63 |
1.54 |
73.7% |
5.43 |
| ATR |
2.37 |
2.46 |
0.09 |
3.8% |
0.00 |
| Volume |
24,372 |
16,267 |
-8,105 |
-33.3% |
131,741 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.98 |
91.73 |
84.23 |
|
| R3 |
90.35 |
88.10 |
83.23 |
|
| R2 |
86.72 |
86.72 |
82.90 |
|
| R1 |
84.47 |
84.47 |
82.56 |
83.78 |
| PP |
83.09 |
83.09 |
83.09 |
82.74 |
| S1 |
80.84 |
80.84 |
81.90 |
80.15 |
| S2 |
79.46 |
79.46 |
81.56 |
|
| S3 |
75.83 |
77.21 |
81.23 |
|
| S4 |
72.20 |
73.58 |
80.23 |
|
|
| 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 |
81.70 |
4.52 |
5.5% |
2.45 |
3.0% |
12% |
False |
True |
23,188 |
| 10 |
87.85 |
81.70 |
6.15 |
7.5% |
2.77 |
3.4% |
9% |
False |
True |
24,437 |
| 20 |
93.02 |
81.70 |
11.32 |
13.8% |
2.52 |
3.1% |
5% |
False |
True |
19,549 |
| 40 |
107.12 |
81.70 |
25.42 |
30.9% |
2.20 |
2.7% |
2% |
False |
True |
16,806 |
| 60 |
109.15 |
81.70 |
27.45 |
33.4% |
2.02 |
2.5% |
2% |
False |
True |
14,399 |
| 80 |
110.65 |
81.70 |
28.95 |
35.2% |
1.92 |
2.3% |
2% |
False |
True |
13,250 |
| 100 |
110.65 |
81.70 |
28.95 |
35.2% |
1.75 |
2.1% |
2% |
False |
True |
12,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.76 |
|
2.618 |
94.83 |
|
1.618 |
91.20 |
|
1.000 |
88.96 |
|
0.618 |
87.57 |
|
HIGH |
85.33 |
|
0.618 |
83.94 |
|
0.500 |
83.52 |
|
0.382 |
83.09 |
|
LOW |
81.70 |
|
0.618 |
79.46 |
|
1.000 |
78.07 |
|
1.618 |
75.83 |
|
2.618 |
72.20 |
|
4.250 |
66.27 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.52 |
83.96 |
| PP |
83.09 |
83.38 |
| S1 |
82.66 |
82.81 |
|