NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
95.79 |
93.91 |
-1.88 |
-2.0% |
98.05 |
| High |
95.83 |
95.48 |
-0.35 |
-0.4% |
98.24 |
| Low |
93.65 |
93.02 |
-0.63 |
-0.7% |
95.17 |
| Close |
94.78 |
93.98 |
-0.80 |
-0.8% |
96.13 |
| Range |
2.18 |
2.46 |
0.28 |
12.8% |
3.07 |
| ATR |
2.17 |
2.19 |
0.02 |
0.9% |
0.00 |
| Volume |
230,638 |
258,808 |
28,170 |
12.2% |
1,360,485 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.54 |
100.22 |
95.33 |
|
| R3 |
99.08 |
97.76 |
94.66 |
|
| R2 |
96.62 |
96.62 |
94.43 |
|
| R1 |
95.30 |
95.30 |
94.21 |
95.96 |
| PP |
94.16 |
94.16 |
94.16 |
94.49 |
| S1 |
92.84 |
92.84 |
93.75 |
93.50 |
| S2 |
91.70 |
91.70 |
93.53 |
|
| S3 |
89.24 |
90.38 |
93.30 |
|
| S4 |
86.78 |
87.92 |
92.63 |
|
|
| 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 |
97.69 |
93.02 |
4.67 |
5.0% |
2.02 |
2.2% |
21% |
False |
True |
254,063 |
| 10 |
106.05 |
93.02 |
13.03 |
13.9% |
2.50 |
2.7% |
7% |
False |
True |
281,875 |
| 20 |
106.43 |
93.02 |
13.41 |
14.3% |
2.06 |
2.2% |
7% |
False |
True |
242,112 |
| 40 |
108.75 |
93.02 |
15.73 |
16.7% |
2.09 |
2.2% |
6% |
False |
True |
165,498 |
| 60 |
111.30 |
93.02 |
18.28 |
19.5% |
2.12 |
2.3% |
5% |
False |
True |
137,560 |
| 80 |
111.30 |
93.02 |
18.28 |
19.5% |
2.08 |
2.2% |
5% |
False |
True |
119,423 |
| 100 |
111.30 |
93.02 |
18.28 |
19.5% |
2.07 |
2.2% |
5% |
False |
True |
102,714 |
| 120 |
111.30 |
93.02 |
18.28 |
19.5% |
2.13 |
2.3% |
5% |
False |
True |
90,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.94 |
|
2.618 |
101.92 |
|
1.618 |
99.46 |
|
1.000 |
97.94 |
|
0.618 |
97.00 |
|
HIGH |
95.48 |
|
0.618 |
94.54 |
|
0.500 |
94.25 |
|
0.382 |
93.96 |
|
LOW |
93.02 |
|
0.618 |
91.50 |
|
1.000 |
90.56 |
|
1.618 |
89.04 |
|
2.618 |
86.58 |
|
4.250 |
82.57 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.25 |
95.11 |
| PP |
94.16 |
94.73 |
| S1 |
94.07 |
94.36 |
|