NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.40 |
97.74 |
-0.66 |
-0.7% |
105.28 |
| High |
98.48 |
97.74 |
-0.74 |
-0.8% |
106.77 |
| Low |
95.90 |
95.53 |
-0.37 |
-0.4% |
97.90 |
| Close |
97.37 |
97.15 |
-0.22 |
-0.2% |
98.88 |
| Range |
2.58 |
2.21 |
-0.37 |
-14.3% |
8.87 |
| ATR |
2.19 |
2.19 |
0.00 |
0.1% |
0.00 |
| Volume |
83,004 |
105,972 |
22,968 |
27.7% |
337,128 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.44 |
102.50 |
98.37 |
|
| R3 |
101.23 |
100.29 |
97.76 |
|
| R2 |
99.02 |
99.02 |
97.56 |
|
| R1 |
98.08 |
98.08 |
97.35 |
97.45 |
| PP |
96.81 |
96.81 |
96.81 |
96.49 |
| S1 |
95.87 |
95.87 |
96.95 |
95.24 |
| S2 |
94.60 |
94.60 |
96.74 |
|
| S3 |
92.39 |
93.66 |
96.54 |
|
| S4 |
90.18 |
91.45 |
95.93 |
|
|
| 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 |
105.77 |
95.53 |
10.24 |
10.5% |
3.16 |
3.2% |
16% |
False |
True |
91,192 |
| 10 |
106.77 |
95.53 |
11.24 |
11.6% |
2.24 |
2.3% |
14% |
False |
True |
74,111 |
| 20 |
106.77 |
95.53 |
11.24 |
11.6% |
1.98 |
2.0% |
14% |
False |
True |
61,556 |
| 40 |
109.51 |
95.53 |
13.98 |
14.4% |
2.04 |
2.1% |
12% |
False |
True |
48,466 |
| 60 |
111.49 |
95.53 |
15.96 |
16.4% |
2.01 |
2.1% |
10% |
False |
True |
42,472 |
| 80 |
111.49 |
95.53 |
15.96 |
16.4% |
1.98 |
2.0% |
10% |
False |
True |
36,381 |
| 100 |
111.49 |
93.45 |
18.04 |
18.6% |
1.95 |
2.0% |
21% |
False |
False |
30,590 |
| 120 |
111.49 |
93.45 |
18.04 |
18.6% |
1.96 |
2.0% |
21% |
False |
False |
26,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.13 |
|
2.618 |
103.53 |
|
1.618 |
101.32 |
|
1.000 |
99.95 |
|
0.618 |
99.11 |
|
HIGH |
97.74 |
|
0.618 |
96.90 |
|
0.500 |
96.64 |
|
0.382 |
96.37 |
|
LOW |
95.53 |
|
0.618 |
94.16 |
|
1.000 |
93.32 |
|
1.618 |
91.95 |
|
2.618 |
89.74 |
|
4.250 |
86.14 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.98 |
97.12 |
| PP |
96.81 |
97.09 |
| S1 |
96.64 |
97.07 |
|