NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.63 |
84.04 |
-2.59 |
-3.0% |
93.17 |
| High |
86.63 |
86.07 |
-0.56 |
-0.6% |
93.50 |
| Low |
84.68 |
84.04 |
-0.64 |
-0.8% |
84.68 |
| Close |
85.14 |
85.70 |
0.56 |
0.7% |
85.14 |
| Range |
1.95 |
2.03 |
0.08 |
4.1% |
8.82 |
| ATR |
0.00 |
1.53 |
1.53 |
|
0.00 |
| Volume |
4,502 |
4,877 |
375 |
8.3% |
12,288 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.36 |
90.56 |
86.82 |
|
| R3 |
89.33 |
88.53 |
86.26 |
|
| R2 |
87.30 |
87.30 |
86.07 |
|
| R1 |
86.50 |
86.50 |
85.89 |
86.90 |
| PP |
85.27 |
85.27 |
85.27 |
85.47 |
| S1 |
84.47 |
84.47 |
85.51 |
84.87 |
| S2 |
83.24 |
83.24 |
85.33 |
|
| S3 |
81.21 |
82.44 |
85.14 |
|
| S4 |
79.18 |
80.41 |
84.58 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.23 |
108.51 |
89.99 |
|
| R3 |
105.41 |
99.69 |
87.57 |
|
| R2 |
96.59 |
96.59 |
86.76 |
|
| R1 |
90.87 |
90.87 |
85.95 |
89.32 |
| PP |
87.77 |
87.77 |
87.77 |
87.00 |
| S1 |
82.05 |
82.05 |
84.33 |
80.50 |
| S2 |
78.95 |
78.95 |
83.52 |
|
| S3 |
70.13 |
73.23 |
82.71 |
|
| S4 |
61.31 |
64.41 |
80.29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.70 |
|
2.618 |
91.38 |
|
1.618 |
89.35 |
|
1.000 |
88.10 |
|
0.618 |
87.32 |
|
HIGH |
86.07 |
|
0.618 |
85.29 |
|
0.500 |
85.06 |
|
0.382 |
84.82 |
|
LOW |
84.04 |
|
0.618 |
82.79 |
|
1.000 |
82.01 |
|
1.618 |
80.76 |
|
2.618 |
78.73 |
|
4.250 |
75.41 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.49 |
86.42 |
| PP |
85.27 |
86.18 |
| S1 |
85.06 |
85.94 |
|