NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.87 |
81.90 |
-2.97 |
-3.5% |
85.85 |
| High |
85.33 |
81.90 |
-3.43 |
-4.0% |
87.50 |
| Low |
81.70 |
78.70 |
-3.00 |
-3.7% |
82.07 |
| Close |
82.23 |
78.95 |
-3.28 |
-4.0% |
84.90 |
| Range |
3.63 |
3.20 |
-0.43 |
-11.8% |
5.43 |
| ATR |
2.46 |
2.53 |
0.08 |
3.1% |
0.00 |
| Volume |
16,267 |
43,853 |
27,586 |
169.6% |
131,741 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.45 |
87.40 |
80.71 |
|
| R3 |
86.25 |
84.20 |
79.83 |
|
| R2 |
83.05 |
83.05 |
79.54 |
|
| R1 |
81.00 |
81.00 |
79.24 |
80.43 |
| PP |
79.85 |
79.85 |
79.85 |
79.56 |
| S1 |
77.80 |
77.80 |
78.66 |
77.23 |
| S2 |
76.65 |
76.65 |
78.36 |
|
| S3 |
73.45 |
74.60 |
78.07 |
|
| S4 |
70.25 |
71.40 |
77.19 |
|
|
| 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 |
78.70 |
7.52 |
9.5% |
2.69 |
3.4% |
3% |
False |
True |
26,211 |
| 10 |
87.50 |
78.70 |
8.80 |
11.1% |
2.75 |
3.5% |
3% |
False |
True |
26,273 |
| 20 |
93.02 |
78.70 |
14.32 |
18.1% |
2.57 |
3.3% |
2% |
False |
True |
21,022 |
| 40 |
107.12 |
78.70 |
28.42 |
36.0% |
2.25 |
2.8% |
1% |
False |
True |
17,682 |
| 60 |
108.60 |
78.70 |
29.90 |
37.9% |
2.06 |
2.6% |
1% |
False |
True |
15,076 |
| 80 |
110.65 |
78.70 |
31.95 |
40.5% |
1.94 |
2.5% |
1% |
False |
True |
13,645 |
| 100 |
110.65 |
78.70 |
31.95 |
40.5% |
1.78 |
2.3% |
1% |
False |
True |
12,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.50 |
|
2.618 |
90.28 |
|
1.618 |
87.08 |
|
1.000 |
85.10 |
|
0.618 |
83.88 |
|
HIGH |
81.90 |
|
0.618 |
80.68 |
|
0.500 |
80.30 |
|
0.382 |
79.92 |
|
LOW |
78.70 |
|
0.618 |
76.72 |
|
1.000 |
75.50 |
|
1.618 |
73.52 |
|
2.618 |
70.32 |
|
4.250 |
65.10 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.30 |
82.03 |
| PP |
79.85 |
81.00 |
| S1 |
79.40 |
79.98 |
|