NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.52 |
98.40 |
-0.12 |
-0.1% |
105.28 |
| High |
98.60 |
98.48 |
-0.12 |
-0.1% |
106.77 |
| Low |
95.80 |
95.90 |
0.10 |
0.1% |
97.90 |
| Close |
98.31 |
97.37 |
-0.94 |
-1.0% |
98.88 |
| Range |
2.80 |
2.58 |
-0.22 |
-7.9% |
8.87 |
| ATR |
2.16 |
2.19 |
0.03 |
1.4% |
0.00 |
| Volume |
97,547 |
83,004 |
-14,543 |
-14.9% |
337,128 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.99 |
103.76 |
98.79 |
|
| R3 |
102.41 |
101.18 |
98.08 |
|
| R2 |
99.83 |
99.83 |
97.84 |
|
| R1 |
98.60 |
98.60 |
97.61 |
97.93 |
| PP |
97.25 |
97.25 |
97.25 |
96.91 |
| S1 |
96.02 |
96.02 |
97.13 |
95.35 |
| S2 |
94.67 |
94.67 |
96.90 |
|
| S3 |
92.09 |
93.44 |
96.66 |
|
| S4 |
89.51 |
90.86 |
95.95 |
|
|
| 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 |
106.36 |
95.80 |
10.56 |
10.8% |
2.94 |
3.0% |
15% |
False |
False |
84,864 |
| 10 |
106.77 |
95.80 |
10.97 |
11.3% |
2.17 |
2.2% |
14% |
False |
False |
67,650 |
| 20 |
106.77 |
95.80 |
10.97 |
11.3% |
1.98 |
2.0% |
14% |
False |
False |
58,627 |
| 40 |
109.51 |
95.80 |
13.71 |
14.1% |
2.03 |
2.1% |
11% |
False |
False |
46,535 |
| 60 |
111.49 |
95.80 |
15.69 |
16.1% |
2.00 |
2.0% |
10% |
False |
False |
41,103 |
| 80 |
111.49 |
95.80 |
15.69 |
16.1% |
1.97 |
2.0% |
10% |
False |
False |
35,212 |
| 100 |
111.49 |
93.45 |
18.04 |
18.5% |
1.97 |
2.0% |
22% |
False |
False |
29,610 |
| 120 |
111.49 |
93.45 |
18.04 |
18.5% |
1.96 |
2.0% |
22% |
False |
False |
25,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.45 |
|
2.618 |
105.23 |
|
1.618 |
102.65 |
|
1.000 |
101.06 |
|
0.618 |
100.07 |
|
HIGH |
98.48 |
|
0.618 |
97.49 |
|
0.500 |
97.19 |
|
0.382 |
96.89 |
|
LOW |
95.90 |
|
0.618 |
94.31 |
|
1.000 |
93.32 |
|
1.618 |
91.73 |
|
2.618 |
89.15 |
|
4.250 |
84.94 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.31 |
99.44 |
| PP |
97.25 |
98.75 |
| S1 |
97.19 |
98.06 |
|