NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.63 |
86.83 |
0.20 |
0.2% |
86.63 |
| High |
86.69 |
86.88 |
0.19 |
0.2% |
86.69 |
| Low |
85.95 |
84.50 |
-1.45 |
-1.7% |
84.00 |
| Close |
86.10 |
85.42 |
-0.68 |
-0.8% |
86.10 |
| Range |
0.74 |
2.38 |
1.64 |
221.6% |
2.69 |
| ATR |
1.53 |
1.59 |
0.06 |
4.0% |
0.00 |
| Volume |
2,536 |
3,258 |
722 |
28.5% |
20,776 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.74 |
91.46 |
86.73 |
|
| R3 |
90.36 |
89.08 |
86.07 |
|
| R2 |
87.98 |
87.98 |
85.86 |
|
| R1 |
86.70 |
86.70 |
85.64 |
86.15 |
| PP |
85.60 |
85.60 |
85.60 |
85.33 |
| S1 |
84.32 |
84.32 |
85.20 |
83.77 |
| S2 |
83.22 |
83.22 |
84.98 |
|
| S3 |
80.84 |
81.94 |
84.77 |
|
| S4 |
78.46 |
79.56 |
84.11 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.67 |
92.57 |
87.58 |
|
| R3 |
90.98 |
89.88 |
86.84 |
|
| R2 |
88.29 |
88.29 |
86.59 |
|
| R1 |
87.19 |
87.19 |
86.35 |
86.40 |
| PP |
85.60 |
85.60 |
85.60 |
85.20 |
| S1 |
84.50 |
84.50 |
85.85 |
83.71 |
| S2 |
82.91 |
82.91 |
85.61 |
|
| S3 |
80.22 |
81.81 |
85.36 |
|
| S4 |
77.53 |
79.12 |
84.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.00 |
|
2.618 |
93.11 |
|
1.618 |
90.73 |
|
1.000 |
89.26 |
|
0.618 |
88.35 |
|
HIGH |
86.88 |
|
0.618 |
85.97 |
|
0.500 |
85.69 |
|
0.382 |
85.41 |
|
LOW |
84.50 |
|
0.618 |
83.03 |
|
1.000 |
82.12 |
|
1.618 |
80.65 |
|
2.618 |
78.27 |
|
4.250 |
74.39 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.69 |
85.69 |
| PP |
85.60 |
85.60 |
| S1 |
85.51 |
85.51 |
|