NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.63 |
85.52 |
-1.11 |
-1.3% |
84.04 |
| High |
86.63 |
85.77 |
-0.86 |
-1.0% |
88.76 |
| Low |
84.00 |
85.00 |
1.00 |
1.2% |
84.04 |
| Close |
84.90 |
85.46 |
0.56 |
0.7% |
86.36 |
| Range |
2.63 |
0.77 |
-1.86 |
-70.7% |
4.72 |
| ATR |
1.66 |
1.60 |
-0.06 |
-3.4% |
0.00 |
| Volume |
8,525 |
2,559 |
-5,966 |
-70.0% |
24,801 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.72 |
87.36 |
85.88 |
|
| R3 |
86.95 |
86.59 |
85.67 |
|
| R2 |
86.18 |
86.18 |
85.60 |
|
| R1 |
85.82 |
85.82 |
85.53 |
85.62 |
| PP |
85.41 |
85.41 |
85.41 |
85.31 |
| S1 |
85.05 |
85.05 |
85.39 |
84.85 |
| S2 |
84.64 |
84.64 |
85.32 |
|
| S3 |
83.87 |
84.28 |
85.25 |
|
| S4 |
83.10 |
83.51 |
85.04 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
98.17 |
88.96 |
|
| R3 |
95.83 |
93.45 |
87.66 |
|
| R2 |
91.11 |
91.11 |
87.23 |
|
| R1 |
88.73 |
88.73 |
86.79 |
89.92 |
| PP |
86.39 |
86.39 |
86.39 |
86.98 |
| S1 |
84.01 |
84.01 |
85.93 |
85.20 |
| S2 |
81.67 |
81.67 |
85.49 |
|
| S3 |
76.95 |
79.29 |
85.06 |
|
| S4 |
72.23 |
74.57 |
83.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.04 |
|
2.618 |
87.79 |
|
1.618 |
87.02 |
|
1.000 |
86.54 |
|
0.618 |
86.25 |
|
HIGH |
85.77 |
|
0.618 |
85.48 |
|
0.500 |
85.39 |
|
0.382 |
85.29 |
|
LOW |
85.00 |
|
0.618 |
84.52 |
|
1.000 |
84.23 |
|
1.618 |
83.75 |
|
2.618 |
82.98 |
|
4.250 |
81.73 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.44 |
85.41 |
| PP |
85.41 |
85.36 |
| S1 |
85.39 |
85.32 |
|