NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
80.33 |
81.23 |
0.90 |
1.1% |
85.80 |
| High |
81.54 |
81.54 |
0.00 |
0.0% |
86.22 |
| Low |
79.50 |
78.16 |
-1.34 |
-1.7% |
78.31 |
| Close |
81.01 |
78.53 |
-2.48 |
-3.1% |
80.51 |
| Range |
2.04 |
3.38 |
1.34 |
65.7% |
7.91 |
| ATR |
2.43 |
2.50 |
0.07 |
2.8% |
0.00 |
| Volume |
27,599 |
27,480 |
-119 |
-0.4% |
142,913 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.55 |
87.42 |
80.39 |
|
| R3 |
86.17 |
84.04 |
79.46 |
|
| R2 |
82.79 |
82.79 |
79.15 |
|
| R1 |
80.66 |
80.66 |
78.84 |
80.04 |
| PP |
79.41 |
79.41 |
79.41 |
79.10 |
| S1 |
77.28 |
77.28 |
78.22 |
76.66 |
| S2 |
76.03 |
76.03 |
77.91 |
|
| S3 |
72.65 |
73.90 |
77.60 |
|
| S4 |
69.27 |
70.52 |
76.67 |
|
|
| 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 |
81.54 |
78.16 |
3.38 |
4.3% |
2.40 |
3.1% |
11% |
True |
True |
30,093 |
| 10 |
86.22 |
78.16 |
8.06 |
10.3% |
2.55 |
3.2% |
5% |
False |
True |
28,152 |
| 20 |
87.85 |
78.16 |
9.69 |
12.3% |
2.67 |
3.4% |
4% |
False |
True |
25,605 |
| 40 |
106.00 |
78.16 |
27.84 |
35.5% |
2.41 |
3.1% |
1% |
False |
True |
20,243 |
| 60 |
107.12 |
78.16 |
28.96 |
36.9% |
2.08 |
2.6% |
1% |
False |
True |
17,011 |
| 80 |
109.80 |
78.16 |
31.64 |
40.3% |
1.97 |
2.5% |
1% |
False |
True |
15,076 |
| 100 |
110.65 |
78.16 |
32.49 |
41.4% |
1.84 |
2.3% |
1% |
False |
True |
13,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.91 |
|
2.618 |
90.39 |
|
1.618 |
87.01 |
|
1.000 |
84.92 |
|
0.618 |
83.63 |
|
HIGH |
81.54 |
|
0.618 |
80.25 |
|
0.500 |
79.85 |
|
0.382 |
79.45 |
|
LOW |
78.16 |
|
0.618 |
76.07 |
|
1.000 |
74.78 |
|
1.618 |
72.69 |
|
2.618 |
69.31 |
|
4.250 |
63.80 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.85 |
79.85 |
| PP |
79.41 |
79.41 |
| S1 |
78.97 |
78.97 |
|