NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.53 |
95.79 |
-0.74 |
-0.8% |
98.05 |
| High |
97.20 |
95.83 |
-1.37 |
-1.4% |
98.24 |
| Low |
95.56 |
93.65 |
-1.91 |
-2.0% |
95.17 |
| Close |
96.13 |
94.78 |
-1.35 |
-1.4% |
96.13 |
| Range |
1.64 |
2.18 |
0.54 |
32.9% |
3.07 |
| ATR |
2.15 |
2.17 |
0.02 |
1.1% |
0.00 |
| Volume |
228,531 |
230,638 |
2,107 |
0.9% |
1,360,485 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.29 |
100.22 |
95.98 |
|
| R3 |
99.11 |
98.04 |
95.38 |
|
| R2 |
96.93 |
96.93 |
95.18 |
|
| R1 |
95.86 |
95.86 |
94.98 |
95.31 |
| PP |
94.75 |
94.75 |
94.75 |
94.48 |
| S1 |
93.68 |
93.68 |
94.58 |
93.13 |
| S2 |
92.57 |
92.57 |
94.38 |
|
| S3 |
90.39 |
91.50 |
94.18 |
|
| S4 |
88.21 |
89.32 |
93.58 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.72 |
104.00 |
97.82 |
|
| R3 |
102.65 |
100.93 |
96.97 |
|
| R2 |
99.58 |
99.58 |
96.69 |
|
| R1 |
97.86 |
97.86 |
96.41 |
97.19 |
| PP |
96.51 |
96.51 |
96.51 |
96.18 |
| S1 |
94.79 |
94.79 |
95.85 |
94.12 |
| S2 |
93.44 |
93.44 |
95.57 |
|
| S3 |
90.37 |
91.72 |
95.29 |
|
| S4 |
87.30 |
88.65 |
94.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.12 |
93.65 |
4.47 |
4.7% |
2.05 |
2.2% |
25% |
False |
True |
262,934 |
| 10 |
106.43 |
93.65 |
12.78 |
13.5% |
2.46 |
2.6% |
9% |
False |
True |
279,016 |
| 20 |
106.43 |
93.65 |
12.78 |
13.5% |
2.06 |
2.2% |
9% |
False |
True |
236,563 |
| 40 |
109.13 |
93.65 |
15.48 |
16.3% |
2.07 |
2.2% |
7% |
False |
True |
160,603 |
| 60 |
111.30 |
93.65 |
17.65 |
18.6% |
2.11 |
2.2% |
6% |
False |
True |
134,364 |
| 80 |
111.30 |
93.65 |
17.65 |
18.6% |
2.08 |
2.2% |
6% |
False |
True |
116,804 |
| 100 |
111.30 |
93.65 |
17.65 |
18.6% |
2.08 |
2.2% |
6% |
False |
True |
100,314 |
| 120 |
111.30 |
93.40 |
17.90 |
18.9% |
2.13 |
2.2% |
8% |
False |
False |
88,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.10 |
|
2.618 |
101.54 |
|
1.618 |
99.36 |
|
1.000 |
98.01 |
|
0.618 |
97.18 |
|
HIGH |
95.83 |
|
0.618 |
95.00 |
|
0.500 |
94.74 |
|
0.382 |
94.48 |
|
LOW |
93.65 |
|
0.618 |
92.30 |
|
1.000 |
91.47 |
|
1.618 |
90.12 |
|
2.618 |
87.94 |
|
4.250 |
84.39 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.77 |
95.67 |
| PP |
94.75 |
95.37 |
| S1 |
94.74 |
95.08 |
|