NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.77 |
92.86 |
0.09 |
0.1% |
95.79 |
| High |
93.88 |
92.88 |
-1.00 |
-1.1% |
95.83 |
| Low |
92.09 |
90.93 |
-1.16 |
-1.3% |
90.93 |
| Close |
92.56 |
91.48 |
-1.08 |
-1.2% |
91.48 |
| Range |
1.79 |
1.95 |
0.16 |
8.9% |
4.90 |
| ATR |
2.18 |
2.16 |
-0.02 |
-0.7% |
0.00 |
| Volume |
256,204 |
190,001 |
-66,203 |
-25.8% |
1,221,678 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.61 |
96.50 |
92.55 |
|
| R3 |
95.66 |
94.55 |
92.02 |
|
| R2 |
93.71 |
93.71 |
91.84 |
|
| R1 |
92.60 |
92.60 |
91.66 |
92.18 |
| PP |
91.76 |
91.76 |
91.76 |
91.56 |
| S1 |
90.65 |
90.65 |
91.30 |
90.23 |
| S2 |
89.81 |
89.81 |
91.12 |
|
| S3 |
87.86 |
88.70 |
90.94 |
|
| S4 |
85.91 |
86.75 |
90.41 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.45 |
104.36 |
94.18 |
|
| R3 |
102.55 |
99.46 |
92.83 |
|
| R2 |
97.65 |
97.65 |
92.38 |
|
| R1 |
94.56 |
94.56 |
91.93 |
93.66 |
| PP |
92.75 |
92.75 |
92.75 |
92.29 |
| S1 |
89.66 |
89.66 |
91.03 |
88.76 |
| S2 |
87.85 |
87.85 |
90.58 |
|
| S3 |
82.95 |
84.76 |
90.13 |
|
| S4 |
78.05 |
79.86 |
88.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.83 |
90.93 |
4.90 |
5.4% |
2.15 |
2.3% |
11% |
False |
True |
244,335 |
| 10 |
98.24 |
90.93 |
7.31 |
8.0% |
2.17 |
2.4% |
8% |
False |
True |
258,216 |
| 20 |
106.43 |
90.93 |
15.50 |
16.9% |
2.08 |
2.3% |
4% |
False |
True |
247,809 |
| 40 |
108.75 |
90.93 |
17.82 |
19.5% |
2.08 |
2.3% |
3% |
False |
True |
178,029 |
| 60 |
111.30 |
90.93 |
20.37 |
22.3% |
2.12 |
2.3% |
3% |
False |
True |
145,528 |
| 80 |
111.30 |
90.93 |
20.37 |
22.3% |
2.07 |
2.3% |
3% |
False |
True |
126,836 |
| 100 |
111.30 |
90.93 |
20.37 |
22.3% |
2.09 |
2.3% |
3% |
False |
True |
109,359 |
| 120 |
111.30 |
90.93 |
20.37 |
22.3% |
2.13 |
2.3% |
3% |
False |
True |
96,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.17 |
|
2.618 |
97.99 |
|
1.618 |
96.04 |
|
1.000 |
94.83 |
|
0.618 |
94.09 |
|
HIGH |
92.88 |
|
0.618 |
92.14 |
|
0.500 |
91.91 |
|
0.382 |
91.67 |
|
LOW |
90.93 |
|
0.618 |
89.72 |
|
1.000 |
88.98 |
|
1.618 |
87.77 |
|
2.618 |
85.82 |
|
4.250 |
82.64 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.91 |
92.55 |
| PP |
91.76 |
92.19 |
| S1 |
91.62 |
91.84 |
|