NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
81.10 |
80.10 |
-1.00 |
-1.2% |
85.80 |
| High |
81.37 |
80.45 |
-0.92 |
-1.1% |
86.22 |
| Low |
78.80 |
79.21 |
0.41 |
0.5% |
78.31 |
| Close |
80.01 |
80.18 |
0.17 |
0.2% |
80.51 |
| Range |
2.57 |
1.24 |
-1.33 |
-51.8% |
7.91 |
| ATR |
2.55 |
2.46 |
-0.09 |
-3.7% |
0.00 |
| Volume |
26,671 |
27,892 |
1,221 |
4.6% |
142,913 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.67 |
83.16 |
80.86 |
|
| R3 |
82.43 |
81.92 |
80.52 |
|
| R2 |
81.19 |
81.19 |
80.41 |
|
| R1 |
80.68 |
80.68 |
80.29 |
80.94 |
| PP |
79.95 |
79.95 |
79.95 |
80.07 |
| S1 |
79.44 |
79.44 |
80.07 |
79.70 |
| S2 |
78.71 |
78.71 |
79.95 |
|
| S3 |
77.47 |
78.20 |
79.84 |
|
| S4 |
76.23 |
76.96 |
79.50 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.41 |
100.87 |
84.86 |
|
| R3 |
97.50 |
92.96 |
82.69 |
|
| R2 |
89.59 |
89.59 |
81.96 |
|
| R1 |
85.05 |
85.05 |
81.24 |
83.37 |
| PP |
81.68 |
81.68 |
81.68 |
80.84 |
| S1 |
77.14 |
77.14 |
79.78 |
75.46 |
| S2 |
73.77 |
73.77 |
79.06 |
|
| S3 |
65.86 |
69.23 |
78.33 |
|
| S4 |
57.95 |
61.32 |
76.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.33 |
78.31 |
7.02 |
8.8% |
2.69 |
3.3% |
27% |
False |
False |
31,101 |
| 10 |
86.22 |
78.31 |
7.91 |
9.9% |
2.37 |
3.0% |
24% |
False |
False |
27,450 |
| 20 |
91.61 |
78.31 |
13.30 |
16.6% |
2.69 |
3.4% |
14% |
False |
False |
24,233 |
| 40 |
107.12 |
78.31 |
28.81 |
35.9% |
2.34 |
2.9% |
6% |
False |
False |
19,483 |
| 60 |
107.38 |
78.31 |
29.07 |
36.3% |
2.06 |
2.6% |
6% |
False |
False |
16,347 |
| 80 |
109.80 |
78.31 |
31.49 |
39.3% |
1.94 |
2.4% |
6% |
False |
False |
14,550 |
| 100 |
110.65 |
78.31 |
32.34 |
40.3% |
1.81 |
2.3% |
6% |
False |
False |
13,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.72 |
|
2.618 |
83.70 |
|
1.618 |
82.46 |
|
1.000 |
81.69 |
|
0.618 |
81.22 |
|
HIGH |
80.45 |
|
0.618 |
79.98 |
|
0.500 |
79.83 |
|
0.382 |
79.68 |
|
LOW |
79.21 |
|
0.618 |
78.44 |
|
1.000 |
77.97 |
|
1.618 |
77.20 |
|
2.618 |
75.96 |
|
4.250 |
73.94 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.06 |
80.07 |
| PP |
79.95 |
79.95 |
| S1 |
79.83 |
79.84 |
|