NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
81.23 |
79.23 |
-2.00 |
-2.5% |
81.10 |
| High |
81.54 |
86.10 |
4.56 |
5.6% |
86.10 |
| Low |
78.16 |
79.23 |
1.07 |
1.4% |
78.16 |
| Close |
78.53 |
85.76 |
7.23 |
9.2% |
85.76 |
| Range |
3.38 |
6.87 |
3.49 |
103.3% |
7.94 |
| ATR |
2.50 |
2.86 |
0.36 |
14.5% |
0.00 |
| Volume |
27,480 |
39,677 |
12,197 |
44.4% |
149,319 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.31 |
101.90 |
89.54 |
|
| R3 |
97.44 |
95.03 |
87.65 |
|
| R2 |
90.57 |
90.57 |
87.02 |
|
| R1 |
88.16 |
88.16 |
86.39 |
89.37 |
| PP |
83.70 |
83.70 |
83.70 |
84.30 |
| S1 |
81.29 |
81.29 |
85.13 |
82.50 |
| S2 |
76.83 |
76.83 |
84.50 |
|
| S3 |
69.96 |
74.42 |
83.87 |
|
| S4 |
63.09 |
67.55 |
81.98 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
104.40 |
90.13 |
|
| R3 |
99.22 |
96.46 |
87.94 |
|
| R2 |
91.28 |
91.28 |
87.22 |
|
| R1 |
88.52 |
88.52 |
86.49 |
89.90 |
| PP |
83.34 |
83.34 |
83.34 |
84.03 |
| S1 |
80.58 |
80.58 |
85.03 |
81.96 |
| S2 |
75.40 |
75.40 |
84.30 |
|
| S3 |
67.46 |
72.64 |
83.58 |
|
| S4 |
59.52 |
64.70 |
81.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.10 |
78.16 |
7.94 |
9.3% |
3.22 |
3.8% |
96% |
True |
False |
29,863 |
| 10 |
86.22 |
78.16 |
8.06 |
9.4% |
3.11 |
3.6% |
94% |
False |
False |
29,223 |
| 20 |
87.85 |
78.16 |
9.69 |
11.3% |
2.81 |
3.3% |
78% |
False |
False |
26,607 |
| 40 |
103.63 |
78.16 |
25.47 |
29.7% |
2.52 |
2.9% |
30% |
False |
False |
20,831 |
| 60 |
107.12 |
78.16 |
28.96 |
33.8% |
2.15 |
2.5% |
26% |
False |
False |
17,462 |
| 80 |
109.80 |
78.16 |
31.64 |
36.9% |
2.03 |
2.4% |
24% |
False |
False |
15,428 |
| 100 |
110.65 |
78.16 |
32.49 |
37.9% |
1.90 |
2.2% |
23% |
False |
False |
14,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.30 |
|
2.618 |
104.09 |
|
1.618 |
97.22 |
|
1.000 |
92.97 |
|
0.618 |
90.35 |
|
HIGH |
86.10 |
|
0.618 |
83.48 |
|
0.500 |
82.67 |
|
0.382 |
81.85 |
|
LOW |
79.23 |
|
0.618 |
74.98 |
|
1.000 |
72.36 |
|
1.618 |
68.11 |
|
2.618 |
61.24 |
|
4.250 |
50.03 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.73 |
84.55 |
| PP |
83.70 |
83.34 |
| S1 |
82.67 |
82.13 |
|