NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
83.19 |
85.72 |
2.53 |
3.0% |
92.20 |
| High |
85.38 |
85.76 |
0.38 |
0.4% |
93.25 |
| Low |
82.57 |
84.70 |
2.13 |
2.6% |
83.60 |
| Close |
85.09 |
85.31 |
0.22 |
0.3% |
84.46 |
| Range |
2.81 |
1.06 |
-1.75 |
-62.3% |
9.65 |
| ATR |
2.08 |
2.01 |
-0.07 |
-3.5% |
0.00 |
| Volume |
11,164 |
11,235 |
71 |
0.6% |
30,695 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.44 |
87.93 |
85.89 |
|
| R3 |
87.38 |
86.87 |
85.60 |
|
| R2 |
86.32 |
86.32 |
85.50 |
|
| R1 |
85.81 |
85.81 |
85.41 |
85.54 |
| PP |
85.26 |
85.26 |
85.26 |
85.12 |
| S1 |
84.75 |
84.75 |
85.21 |
84.48 |
| S2 |
84.20 |
84.20 |
85.12 |
|
| S3 |
83.14 |
83.69 |
85.02 |
|
| S4 |
82.08 |
82.63 |
84.73 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.05 |
109.91 |
89.77 |
|
| R3 |
106.40 |
100.26 |
87.11 |
|
| R2 |
96.75 |
96.75 |
86.23 |
|
| R1 |
90.61 |
90.61 |
85.34 |
88.86 |
| PP |
87.10 |
87.10 |
87.10 |
86.23 |
| S1 |
80.96 |
80.96 |
83.58 |
79.21 |
| S2 |
77.45 |
77.45 |
82.69 |
|
| S3 |
67.80 |
71.31 |
81.81 |
|
| S4 |
58.15 |
61.66 |
79.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.51 |
82.57 |
8.94 |
10.5% |
2.63 |
3.1% |
31% |
False |
False |
9,792 |
| 10 |
94.19 |
82.57 |
11.62 |
13.6% |
2.13 |
2.5% |
24% |
False |
False |
8,123 |
| 20 |
98.98 |
82.57 |
16.41 |
19.2% |
1.89 |
2.2% |
17% |
False |
False |
8,843 |
| 40 |
107.15 |
82.57 |
24.58 |
28.8% |
1.67 |
2.0% |
11% |
False |
False |
9,004 |
| 60 |
109.80 |
82.57 |
27.23 |
31.9% |
1.64 |
1.9% |
10% |
False |
False |
8,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.27 |
|
2.618 |
88.54 |
|
1.618 |
87.48 |
|
1.000 |
86.82 |
|
0.618 |
86.42 |
|
HIGH |
85.76 |
|
0.618 |
85.36 |
|
0.500 |
85.23 |
|
0.382 |
85.10 |
|
LOW |
84.70 |
|
0.618 |
84.04 |
|
1.000 |
83.64 |
|
1.618 |
82.98 |
|
2.618 |
81.92 |
|
4.250 |
80.20 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.28 |
85.24 |
| PP |
85.26 |
85.18 |
| S1 |
85.23 |
85.11 |
|