NYMEX Light Sweet Crude Oil Future December 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 |
84.83 |
85.43 |
0.60 |
0.7% |
92.18 |
| High |
85.71 |
86.22 |
0.51 |
0.6% |
93.44 |
| Low |
82.71 |
84.65 |
1.94 |
2.3% |
83.81 |
| Close |
85.33 |
85.53 |
0.20 |
0.2% |
84.71 |
| Range |
3.00 |
1.57 |
-1.43 |
-47.7% |
9.63 |
| ATR |
2.25 |
2.20 |
-0.05 |
-2.1% |
0.00 |
| Volume |
64,361 |
56,409 |
-7,952 |
-12.4% |
174,806 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
89.42 |
86.39 |
|
| R3 |
88.61 |
87.85 |
85.96 |
|
| R2 |
87.04 |
87.04 |
85.82 |
|
| R1 |
86.28 |
86.28 |
85.67 |
86.66 |
| PP |
85.47 |
85.47 |
85.47 |
85.66 |
| S1 |
84.71 |
84.71 |
85.39 |
85.09 |
| S2 |
83.90 |
83.90 |
85.24 |
|
| S3 |
82.33 |
83.14 |
85.10 |
|
| S4 |
80.76 |
81.57 |
84.67 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.21 |
110.09 |
90.01 |
|
| R3 |
106.58 |
100.46 |
87.36 |
|
| R2 |
96.95 |
96.95 |
86.48 |
|
| R1 |
90.83 |
90.83 |
85.59 |
89.08 |
| PP |
87.32 |
87.32 |
87.32 |
86.44 |
| S1 |
81.20 |
81.20 |
83.83 |
79.45 |
| S2 |
77.69 |
77.69 |
82.94 |
|
| S3 |
68.06 |
71.57 |
82.06 |
|
| S4 |
58.43 |
61.94 |
79.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.89 |
|
2.618 |
90.33 |
|
1.618 |
88.76 |
|
1.000 |
87.79 |
|
0.618 |
87.19 |
|
HIGH |
86.22 |
|
0.618 |
85.62 |
|
0.500 |
85.44 |
|
0.382 |
85.25 |
|
LOW |
84.65 |
|
0.618 |
83.68 |
|
1.000 |
83.08 |
|
1.618 |
82.11 |
|
2.618 |
80.54 |
|
4.250 |
77.98 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.50 |
85.46 |
| PP |
85.47 |
85.39 |
| S1 |
85.44 |
85.32 |
|