NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.27 |
92.64 |
1.37 |
1.5% |
95.79 |
| High |
93.06 |
93.01 |
-0.05 |
-0.1% |
95.83 |
| Low |
90.84 |
91.39 |
0.55 |
0.6% |
90.93 |
| Close |
92.57 |
91.66 |
-0.91 |
-1.0% |
91.48 |
| Range |
2.22 |
1.62 |
-0.60 |
-27.0% |
4.90 |
| ATR |
2.16 |
2.13 |
-0.04 |
-1.8% |
0.00 |
| Volume |
72,701 |
21,764 |
-50,937 |
-70.1% |
1,221,678 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.88 |
95.89 |
92.55 |
|
| R3 |
95.26 |
94.27 |
92.11 |
|
| R2 |
93.64 |
93.64 |
91.96 |
|
| R1 |
92.65 |
92.65 |
91.81 |
92.34 |
| PP |
92.02 |
92.02 |
92.02 |
91.86 |
| S1 |
91.03 |
91.03 |
91.51 |
90.72 |
| S2 |
90.40 |
90.40 |
91.36 |
|
| S3 |
88.78 |
89.41 |
91.21 |
|
| S4 |
87.16 |
87.79 |
90.77 |
|
|
| 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 |
94.16 |
90.84 |
3.32 |
3.6% |
1.99 |
2.2% |
25% |
False |
False |
165,339 |
| 10 |
97.69 |
90.84 |
6.85 |
7.5% |
2.00 |
2.2% |
12% |
False |
False |
209,701 |
| 20 |
106.43 |
90.84 |
15.59 |
17.0% |
2.10 |
2.3% |
5% |
False |
False |
233,470 |
| 40 |
108.22 |
90.84 |
17.38 |
19.0% |
2.07 |
2.3% |
5% |
False |
False |
176,985 |
| 60 |
111.30 |
90.84 |
20.46 |
22.3% |
2.11 |
2.3% |
4% |
False |
False |
143,563 |
| 80 |
111.30 |
90.84 |
20.46 |
22.3% |
2.08 |
2.3% |
4% |
False |
False |
126,758 |
| 100 |
111.30 |
90.84 |
20.46 |
22.3% |
2.09 |
2.3% |
4% |
False |
False |
110,078 |
| 120 |
111.30 |
90.84 |
20.46 |
22.3% |
2.12 |
2.3% |
4% |
False |
False |
96,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.90 |
|
2.618 |
97.25 |
|
1.618 |
95.63 |
|
1.000 |
94.63 |
|
0.618 |
94.01 |
|
HIGH |
93.01 |
|
0.618 |
92.39 |
|
0.500 |
92.20 |
|
0.382 |
92.01 |
|
LOW |
91.39 |
|
0.618 |
90.39 |
|
1.000 |
89.77 |
|
1.618 |
88.77 |
|
2.618 |
87.15 |
|
4.250 |
84.51 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.20 |
91.95 |
| PP |
92.02 |
91.85 |
| S1 |
91.84 |
91.76 |
|