NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.05 |
97.96 |
-0.09 |
-0.1% |
104.93 |
| High |
98.24 |
98.12 |
-0.12 |
-0.1% |
106.43 |
| Low |
95.34 |
95.52 |
0.18 |
0.2% |
97.51 |
| Close |
97.94 |
97.01 |
-0.93 |
-0.9% |
98.49 |
| Range |
2.90 |
2.60 |
-0.30 |
-10.3% |
8.92 |
| ATR |
2.21 |
2.24 |
0.03 |
1.3% |
0.00 |
| Volume |
276,451 |
303,163 |
26,712 |
9.7% |
1,390,255 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.68 |
103.45 |
98.44 |
|
| R3 |
102.08 |
100.85 |
97.73 |
|
| R2 |
99.48 |
99.48 |
97.49 |
|
| R1 |
98.25 |
98.25 |
97.25 |
97.57 |
| PP |
96.88 |
96.88 |
96.88 |
96.54 |
| S1 |
95.65 |
95.65 |
96.77 |
94.97 |
| S2 |
94.28 |
94.28 |
96.53 |
|
| S3 |
91.68 |
93.05 |
96.30 |
|
| S4 |
89.08 |
90.45 |
95.58 |
|
|
| 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 |
106.05 |
95.34 |
10.71 |
11.0% |
2.98 |
3.1% |
16% |
False |
False |
309,687 |
| 10 |
106.43 |
95.34 |
11.09 |
11.4% |
2.20 |
2.3% |
15% |
False |
False |
257,239 |
| 20 |
106.43 |
95.34 |
11.09 |
11.4% |
2.02 |
2.1% |
15% |
False |
False |
211,840 |
| 40 |
109.13 |
95.34 |
13.79 |
14.2% |
2.08 |
2.1% |
12% |
False |
False |
142,862 |
| 60 |
111.30 |
95.34 |
15.96 |
16.5% |
2.09 |
2.2% |
10% |
False |
False |
122,282 |
| 80 |
111.30 |
95.34 |
15.96 |
16.5% |
2.09 |
2.2% |
10% |
False |
False |
106,706 |
| 100 |
111.30 |
93.40 |
17.90 |
18.5% |
2.12 |
2.2% |
20% |
False |
False |
91,508 |
| 120 |
111.30 |
93.40 |
17.90 |
18.5% |
2.18 |
2.2% |
20% |
False |
False |
81,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.17 |
|
2.618 |
104.93 |
|
1.618 |
102.33 |
|
1.000 |
100.72 |
|
0.618 |
99.73 |
|
HIGH |
98.12 |
|
0.618 |
97.13 |
|
0.500 |
96.82 |
|
0.382 |
96.51 |
|
LOW |
95.52 |
|
0.618 |
93.91 |
|
1.000 |
92.92 |
|
1.618 |
91.31 |
|
2.618 |
88.71 |
|
4.250 |
84.47 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.95 |
99.03 |
| PP |
96.88 |
98.36 |
| S1 |
96.82 |
97.68 |
|