NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
102.59 |
98.05 |
-4.54 |
-4.4% |
104.93 |
| High |
102.72 |
98.24 |
-4.48 |
-4.4% |
106.43 |
| Low |
97.51 |
95.34 |
-2.17 |
-2.2% |
97.51 |
| Close |
98.49 |
97.94 |
-0.55 |
-0.6% |
98.49 |
| Range |
5.21 |
2.90 |
-2.31 |
-44.3% |
8.92 |
| ATR |
2.14 |
2.21 |
0.07 |
3.4% |
0.00 |
| Volume |
423,376 |
276,451 |
-146,925 |
-34.7% |
1,390,255 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.87 |
104.81 |
99.54 |
|
| R3 |
102.97 |
101.91 |
98.74 |
|
| R2 |
100.07 |
100.07 |
98.47 |
|
| R1 |
99.01 |
99.01 |
98.21 |
98.09 |
| PP |
97.17 |
97.17 |
97.17 |
96.72 |
| S1 |
96.11 |
96.11 |
97.67 |
95.19 |
| S2 |
94.27 |
94.27 |
97.41 |
|
| S3 |
91.37 |
93.21 |
97.14 |
|
| S4 |
88.47 |
90.31 |
96.35 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
121.95 |
103.40 |
|
| R3 |
118.65 |
113.03 |
100.94 |
|
| R2 |
109.73 |
109.73 |
100.13 |
|
| R1 |
104.11 |
104.11 |
99.31 |
102.46 |
| PP |
100.81 |
100.81 |
100.81 |
99.99 |
| S1 |
95.19 |
95.19 |
97.67 |
93.54 |
| S2 |
91.89 |
91.89 |
96.85 |
|
| S3 |
82.97 |
86.27 |
96.04 |
|
| S4 |
74.05 |
77.35 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.43 |
95.34 |
11.09 |
11.3% |
2.87 |
2.9% |
23% |
False |
True |
295,098 |
| 10 |
106.43 |
95.34 |
11.09 |
11.3% |
2.07 |
2.1% |
23% |
False |
True |
245,120 |
| 20 |
106.43 |
95.34 |
11.09 |
11.3% |
2.00 |
2.0% |
23% |
False |
True |
200,519 |
| 40 |
109.13 |
95.34 |
13.79 |
14.1% |
2.06 |
2.1% |
19% |
False |
True |
137,048 |
| 60 |
111.30 |
95.34 |
15.96 |
16.3% |
2.09 |
2.1% |
16% |
False |
True |
118,201 |
| 80 |
111.30 |
95.34 |
15.96 |
16.3% |
2.11 |
2.2% |
16% |
False |
True |
103,376 |
| 100 |
111.30 |
93.40 |
17.90 |
18.3% |
2.13 |
2.2% |
25% |
False |
False |
88,722 |
| 120 |
111.30 |
93.40 |
17.90 |
18.3% |
2.17 |
2.2% |
25% |
False |
False |
79,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.57 |
|
2.618 |
105.83 |
|
1.618 |
102.93 |
|
1.000 |
101.14 |
|
0.618 |
100.03 |
|
HIGH |
98.24 |
|
0.618 |
97.13 |
|
0.500 |
96.79 |
|
0.382 |
96.45 |
|
LOW |
95.34 |
|
0.618 |
93.55 |
|
1.000 |
92.44 |
|
1.618 |
90.65 |
|
2.618 |
87.75 |
|
4.250 |
83.02 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.56 |
100.38 |
| PP |
97.17 |
99.57 |
| S1 |
96.79 |
98.75 |
|