NYMEX Light Sweet Crude Oil Future November 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 |
80.62 |
81.68 |
1.06 |
1.3% |
86.54 |
| High |
81.90 |
82.00 |
0.10 |
0.1% |
86.54 |
| Low |
80.03 |
78.83 |
-1.20 |
-1.5% |
78.84 |
| Close |
81.46 |
79.01 |
-2.45 |
-3.0% |
80.94 |
| Range |
1.87 |
3.17 |
1.30 |
69.5% |
7.70 |
| ATR |
2.32 |
2.38 |
0.06 |
2.6% |
0.00 |
| Volume |
17,036 |
21,618 |
4,582 |
26.9% |
98,464 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.46 |
87.40 |
80.75 |
|
| R3 |
86.29 |
84.23 |
79.88 |
|
| R2 |
83.12 |
83.12 |
79.59 |
|
| R1 |
81.06 |
81.06 |
79.30 |
80.51 |
| PP |
79.95 |
79.95 |
79.95 |
79.67 |
| S1 |
77.89 |
77.89 |
78.72 |
77.34 |
| S2 |
76.78 |
76.78 |
78.43 |
|
| S3 |
73.61 |
74.72 |
78.14 |
|
| S4 |
70.44 |
71.55 |
77.27 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.21 |
100.77 |
85.18 |
|
| R3 |
97.51 |
93.07 |
83.06 |
|
| R2 |
89.81 |
89.81 |
82.35 |
|
| R1 |
85.37 |
85.37 |
81.65 |
83.74 |
| PP |
82.11 |
82.11 |
82.11 |
81.29 |
| S1 |
77.67 |
77.67 |
80.23 |
76.04 |
| S2 |
74.41 |
74.41 |
79.53 |
|
| S3 |
66.71 |
69.97 |
78.82 |
|
| S4 |
59.01 |
62.27 |
76.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.00 |
78.83 |
3.17 |
4.0% |
2.25 |
2.9% |
6% |
True |
True |
20,543 |
| 10 |
86.54 |
78.83 |
7.71 |
9.8% |
2.43 |
3.1% |
2% |
False |
True |
18,888 |
| 20 |
88.11 |
78.83 |
9.28 |
11.7% |
2.56 |
3.2% |
2% |
False |
True |
17,686 |
| 40 |
106.34 |
78.83 |
27.51 |
34.8% |
2.25 |
2.8% |
1% |
False |
True |
13,460 |
| 60 |
107.15 |
78.83 |
28.32 |
35.8% |
1.93 |
2.4% |
1% |
False |
True |
11,711 |
| 80 |
109.80 |
78.83 |
30.97 |
39.2% |
1.82 |
2.3% |
1% |
False |
True |
10,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.47 |
|
2.618 |
90.30 |
|
1.618 |
87.13 |
|
1.000 |
85.17 |
|
0.618 |
83.96 |
|
HIGH |
82.00 |
|
0.618 |
80.79 |
|
0.500 |
80.42 |
|
0.382 |
80.04 |
|
LOW |
78.83 |
|
0.618 |
76.87 |
|
1.000 |
75.66 |
|
1.618 |
73.70 |
|
2.618 |
70.53 |
|
4.250 |
65.36 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.42 |
80.42 |
| PP |
79.95 |
79.95 |
| S1 |
79.48 |
79.48 |
|