NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
86.61 |
83.00 |
-3.61 |
-4.2% |
86.63 |
| High |
86.61 |
83.26 |
-3.35 |
-3.9% |
86.69 |
| Low |
83.68 |
80.63 |
-3.05 |
-3.6% |
84.00 |
| Close |
83.72 |
80.63 |
-3.09 |
-3.7% |
86.10 |
| Range |
2.93 |
2.63 |
-0.30 |
-10.2% |
2.69 |
| ATR |
1.72 |
1.81 |
0.10 |
5.7% |
0.00 |
| Volume |
2,555 |
8,940 |
6,385 |
249.9% |
20,776 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.40 |
87.64 |
82.08 |
|
| R3 |
86.77 |
85.01 |
81.35 |
|
| R2 |
84.14 |
84.14 |
81.11 |
|
| R1 |
82.38 |
82.38 |
80.87 |
81.95 |
| PP |
81.51 |
81.51 |
81.51 |
81.29 |
| S1 |
79.75 |
79.75 |
80.39 |
79.32 |
| S2 |
78.88 |
78.88 |
80.15 |
|
| S3 |
76.25 |
77.12 |
79.91 |
|
| S4 |
73.62 |
74.49 |
79.18 |
|
|
| 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 |
94.44 |
|
2.618 |
90.15 |
|
1.618 |
87.52 |
|
1.000 |
85.89 |
|
0.618 |
84.89 |
|
HIGH |
83.26 |
|
0.618 |
82.26 |
|
0.500 |
81.95 |
|
0.382 |
81.63 |
|
LOW |
80.63 |
|
0.618 |
79.00 |
|
1.000 |
78.00 |
|
1.618 |
76.37 |
|
2.618 |
73.74 |
|
4.250 |
69.45 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
81.95 |
83.62 |
| PP |
81.51 |
82.62 |
| S1 |
81.07 |
81.63 |
|