NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.86 |
91.27 |
-1.59 |
-1.7% |
95.79 |
| High |
92.88 |
93.06 |
0.18 |
0.2% |
95.83 |
| Low |
90.93 |
90.84 |
-0.09 |
-0.1% |
90.93 |
| Close |
91.48 |
92.57 |
1.09 |
1.2% |
91.48 |
| Range |
1.95 |
2.22 |
0.27 |
13.8% |
4.90 |
| ATR |
2.16 |
2.16 |
0.00 |
0.2% |
0.00 |
| Volume |
190,001 |
72,701 |
-117,300 |
-61.7% |
1,221,678 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.82 |
97.91 |
93.79 |
|
| R3 |
96.60 |
95.69 |
93.18 |
|
| R2 |
94.38 |
94.38 |
92.98 |
|
| R1 |
93.47 |
93.47 |
92.77 |
93.93 |
| PP |
92.16 |
92.16 |
92.16 |
92.38 |
| S1 |
91.25 |
91.25 |
92.37 |
91.71 |
| S2 |
89.94 |
89.94 |
92.16 |
|
| S3 |
87.72 |
89.03 |
91.96 |
|
| S4 |
85.50 |
86.81 |
91.35 |
|
|
| 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 |
95.48 |
90.84 |
4.64 |
5.0% |
2.15 |
2.3% |
37% |
False |
True |
212,748 |
| 10 |
98.12 |
90.84 |
7.28 |
7.9% |
2.10 |
2.3% |
24% |
False |
True |
237,841 |
| 20 |
106.43 |
90.84 |
15.59 |
16.8% |
2.09 |
2.3% |
11% |
False |
True |
241,480 |
| 40 |
108.22 |
90.84 |
17.38 |
18.8% |
2.05 |
2.2% |
10% |
False |
True |
177,940 |
| 60 |
111.30 |
90.84 |
20.46 |
22.1% |
2.13 |
2.3% |
8% |
False |
True |
145,137 |
| 80 |
111.30 |
90.84 |
20.46 |
22.1% |
2.07 |
2.2% |
8% |
False |
True |
127,077 |
| 100 |
111.30 |
90.84 |
20.46 |
22.1% |
2.09 |
2.3% |
8% |
False |
True |
109,980 |
| 120 |
111.30 |
90.84 |
20.46 |
22.1% |
2.13 |
2.3% |
8% |
False |
True |
96,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.50 |
|
2.618 |
98.87 |
|
1.618 |
96.65 |
|
1.000 |
95.28 |
|
0.618 |
94.43 |
|
HIGH |
93.06 |
|
0.618 |
92.21 |
|
0.500 |
91.95 |
|
0.382 |
91.69 |
|
LOW |
90.84 |
|
0.618 |
89.47 |
|
1.000 |
88.62 |
|
1.618 |
87.25 |
|
2.618 |
85.03 |
|
4.250 |
81.41 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.36 |
92.50 |
| PP |
92.16 |
92.43 |
| S1 |
91.95 |
92.36 |
|