NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
79.23 |
85.70 |
6.47 |
8.2% |
81.10 |
| High |
86.10 |
85.70 |
-0.40 |
-0.5% |
86.10 |
| Low |
79.23 |
82.89 |
3.66 |
4.6% |
78.16 |
| Close |
85.76 |
84.54 |
-1.22 |
-1.4% |
85.76 |
| Range |
6.87 |
2.81 |
-4.06 |
-59.1% |
7.94 |
| ATR |
2.86 |
2.86 |
0.00 |
0.0% |
0.00 |
| Volume |
39,677 |
42,778 |
3,101 |
7.8% |
149,319 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.81 |
91.48 |
86.09 |
|
| R3 |
90.00 |
88.67 |
85.31 |
|
| R2 |
87.19 |
87.19 |
85.06 |
|
| R1 |
85.86 |
85.86 |
84.80 |
85.12 |
| PP |
84.38 |
84.38 |
84.38 |
84.01 |
| S1 |
83.05 |
83.05 |
84.28 |
82.31 |
| S2 |
81.57 |
81.57 |
84.02 |
|
| S3 |
78.76 |
80.24 |
83.77 |
|
| S4 |
75.95 |
77.43 |
82.99 |
|
|
| 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 |
9.4% |
3.27 |
3.9% |
80% |
False |
False |
33,085 |
| 10 |
86.10 |
78.16 |
7.94 |
9.4% |
3.06 |
3.6% |
80% |
False |
False |
31,741 |
| 20 |
87.85 |
78.16 |
9.69 |
11.5% |
2.80 |
3.3% |
66% |
False |
False |
27,603 |
| 40 |
99.24 |
78.16 |
21.08 |
24.9% |
2.46 |
2.9% |
30% |
False |
False |
21,507 |
| 60 |
107.12 |
78.16 |
28.96 |
34.3% |
2.17 |
2.6% |
22% |
False |
False |
18,011 |
| 80 |
109.80 |
78.16 |
31.64 |
37.4% |
2.05 |
2.4% |
20% |
False |
False |
15,819 |
| 100 |
110.65 |
78.16 |
32.49 |
38.4% |
1.92 |
2.3% |
20% |
False |
False |
14,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.64 |
|
2.618 |
93.06 |
|
1.618 |
90.25 |
|
1.000 |
88.51 |
|
0.618 |
87.44 |
|
HIGH |
85.70 |
|
0.618 |
84.63 |
|
0.500 |
84.30 |
|
0.382 |
83.96 |
|
LOW |
82.89 |
|
0.618 |
81.15 |
|
1.000 |
80.08 |
|
1.618 |
78.34 |
|
2.618 |
75.53 |
|
4.250 |
70.95 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
84.46 |
83.74 |
| PP |
84.38 |
82.93 |
| S1 |
84.30 |
82.13 |
|