NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
84.16 |
85.23 |
1.07 |
1.3% |
87.06 |
| High |
85.66 |
85.69 |
0.03 |
0.0% |
87.75 |
| Low |
83.61 |
82.17 |
-1.44 |
-1.7% |
82.48 |
| Close |
85.35 |
82.65 |
-2.70 |
-3.2% |
85.24 |
| Range |
2.05 |
3.52 |
1.47 |
71.7% |
5.27 |
| ATR |
2.26 |
2.35 |
0.09 |
4.0% |
0.00 |
| Volume |
17,043 |
10,137 |
-6,906 |
-40.5% |
107,760 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.06 |
91.88 |
84.59 |
|
| R3 |
90.54 |
88.36 |
83.62 |
|
| R2 |
87.02 |
87.02 |
83.30 |
|
| R1 |
84.84 |
84.84 |
82.97 |
84.17 |
| PP |
83.50 |
83.50 |
83.50 |
83.17 |
| S1 |
81.32 |
81.32 |
82.33 |
80.65 |
| S2 |
79.98 |
79.98 |
82.00 |
|
| S3 |
76.46 |
77.80 |
81.68 |
|
| S4 |
72.94 |
74.28 |
80.71 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.97 |
98.37 |
88.14 |
|
| R3 |
95.70 |
93.10 |
86.69 |
|
| R2 |
90.43 |
90.43 |
86.21 |
|
| R1 |
87.83 |
87.83 |
85.72 |
86.50 |
| PP |
85.16 |
85.16 |
85.16 |
84.49 |
| S1 |
82.56 |
82.56 |
84.76 |
81.23 |
| S2 |
79.89 |
79.89 |
84.27 |
|
| S3 |
74.62 |
77.29 |
83.79 |
|
| S4 |
69.35 |
72.02 |
82.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.54 |
82.17 |
4.37 |
5.3% |
2.38 |
2.9% |
11% |
False |
True |
14,923 |
| 10 |
88.11 |
82.17 |
5.94 |
7.2% |
2.68 |
3.2% |
8% |
False |
True |
17,780 |
| 20 |
93.25 |
82.17 |
11.08 |
13.4% |
2.42 |
2.9% |
4% |
False |
True |
13,131 |
| 40 |
107.15 |
82.17 |
24.98 |
30.2% |
2.05 |
2.5% |
2% |
False |
True |
11,241 |
| 60 |
109.21 |
82.17 |
27.04 |
32.7% |
1.88 |
2.3% |
2% |
False |
True |
9,923 |
| 80 |
109.80 |
82.17 |
27.63 |
33.4% |
1.74 |
2.1% |
2% |
False |
True |
9,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.65 |
|
2.618 |
94.91 |
|
1.618 |
91.39 |
|
1.000 |
89.21 |
|
0.618 |
87.87 |
|
HIGH |
85.69 |
|
0.618 |
84.35 |
|
0.500 |
83.93 |
|
0.382 |
83.51 |
|
LOW |
82.17 |
|
0.618 |
79.99 |
|
1.000 |
78.65 |
|
1.618 |
76.47 |
|
2.618 |
72.95 |
|
4.250 |
67.21 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
83.93 |
84.36 |
| PP |
83.50 |
83.79 |
| S1 |
83.08 |
83.22 |
|