NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.83 |
84.51 |
-2.32 |
-2.7% |
86.63 |
| High |
86.88 |
86.54 |
-0.34 |
-0.4% |
86.69 |
| Low |
84.50 |
84.50 |
0.00 |
0.0% |
84.00 |
| Close |
85.42 |
86.21 |
0.79 |
0.9% |
86.10 |
| Range |
2.38 |
2.04 |
-0.34 |
-14.3% |
2.69 |
| ATR |
1.59 |
1.62 |
0.03 |
2.0% |
0.00 |
| Volume |
3,258 |
6,527 |
3,269 |
100.3% |
20,776 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.87 |
91.08 |
87.33 |
|
| R3 |
89.83 |
89.04 |
86.77 |
|
| R2 |
87.79 |
87.79 |
86.58 |
|
| R1 |
87.00 |
87.00 |
86.40 |
87.40 |
| PP |
85.75 |
85.75 |
85.75 |
85.95 |
| S1 |
84.96 |
84.96 |
86.02 |
85.36 |
| S2 |
83.71 |
83.71 |
85.84 |
|
| S3 |
81.67 |
82.92 |
85.65 |
|
| S4 |
79.63 |
80.88 |
85.09 |
|
|
| 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 |
95.21 |
|
2.618 |
91.88 |
|
1.618 |
89.84 |
|
1.000 |
88.58 |
|
0.618 |
87.80 |
|
HIGH |
86.54 |
|
0.618 |
85.76 |
|
0.500 |
85.52 |
|
0.382 |
85.28 |
|
LOW |
84.50 |
|
0.618 |
83.24 |
|
1.000 |
82.46 |
|
1.618 |
81.20 |
|
2.618 |
79.16 |
|
4.250 |
75.83 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.98 |
86.04 |
| PP |
85.75 |
85.86 |
| S1 |
85.52 |
85.69 |
|