NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
103.02 |
98.52 |
-4.50 |
-4.4% |
105.28 |
| High |
103.08 |
98.60 |
-4.48 |
-4.3% |
106.77 |
| Low |
97.90 |
95.80 |
-2.10 |
-2.1% |
97.90 |
| Close |
98.88 |
98.31 |
-0.57 |
-0.6% |
98.88 |
| Range |
5.18 |
2.80 |
-2.38 |
-45.9% |
8.87 |
| ATR |
2.09 |
2.16 |
0.07 |
3.4% |
0.00 |
| Volume |
87,588 |
97,547 |
9,959 |
11.4% |
337,128 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.97 |
104.94 |
99.85 |
|
| R3 |
103.17 |
102.14 |
99.08 |
|
| R2 |
100.37 |
100.37 |
98.82 |
|
| R1 |
99.34 |
99.34 |
98.57 |
98.46 |
| PP |
97.57 |
97.57 |
97.57 |
97.13 |
| S1 |
96.54 |
96.54 |
98.05 |
95.66 |
| S2 |
94.77 |
94.77 |
97.80 |
|
| S3 |
91.97 |
93.74 |
97.54 |
|
| S4 |
89.17 |
90.94 |
96.77 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
122.21 |
103.76 |
|
| R3 |
118.92 |
113.34 |
101.32 |
|
| R2 |
110.05 |
110.05 |
100.51 |
|
| R1 |
104.47 |
104.47 |
99.69 |
102.83 |
| PP |
101.18 |
101.18 |
101.18 |
100.36 |
| S1 |
95.60 |
95.60 |
98.07 |
93.96 |
| S2 |
92.31 |
92.31 |
97.25 |
|
| S3 |
83.44 |
86.73 |
96.44 |
|
| S4 |
74.57 |
77.86 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.77 |
95.80 |
10.97 |
11.2% |
2.82 |
2.9% |
23% |
False |
True |
78,841 |
| 10 |
106.77 |
95.80 |
10.97 |
11.2% |
2.03 |
2.1% |
23% |
False |
True |
63,162 |
| 20 |
106.77 |
95.80 |
10.97 |
11.2% |
1.96 |
2.0% |
23% |
False |
True |
56,348 |
| 40 |
109.51 |
95.80 |
13.71 |
13.9% |
2.01 |
2.0% |
18% |
False |
True |
45,310 |
| 60 |
111.49 |
95.80 |
15.69 |
16.0% |
1.99 |
2.0% |
16% |
False |
True |
40,047 |
| 80 |
111.49 |
95.80 |
15.69 |
16.0% |
1.99 |
2.0% |
16% |
False |
True |
34,283 |
| 100 |
111.49 |
93.45 |
18.04 |
18.4% |
1.97 |
2.0% |
27% |
False |
False |
28,842 |
| 120 |
111.49 |
93.45 |
18.04 |
18.4% |
1.95 |
2.0% |
27% |
False |
False |
25,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.50 |
|
2.618 |
105.93 |
|
1.618 |
103.13 |
|
1.000 |
101.40 |
|
0.618 |
100.33 |
|
HIGH |
98.60 |
|
0.618 |
97.53 |
|
0.500 |
97.20 |
|
0.382 |
96.87 |
|
LOW |
95.80 |
|
0.618 |
94.07 |
|
1.000 |
93.00 |
|
1.618 |
91.27 |
|
2.618 |
88.47 |
|
4.250 |
83.90 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.94 |
100.79 |
| PP |
97.57 |
99.96 |
| S1 |
97.20 |
99.14 |
|