NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.22 |
94.35 |
-1.87 |
-1.9% |
98.52 |
| High |
96.22 |
95.83 |
-0.39 |
-0.4% |
98.60 |
| Low |
94.02 |
93.40 |
-0.62 |
-0.7% |
95.53 |
| Close |
95.13 |
94.35 |
-0.78 |
-0.8% |
96.49 |
| Range |
2.20 |
2.43 |
0.23 |
10.5% |
3.07 |
| ATR |
2.14 |
2.16 |
0.02 |
1.0% |
0.00 |
| Volume |
100,517 |
79,881 |
-20,636 |
-20.5% |
488,929 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.82 |
100.51 |
95.69 |
|
| R3 |
99.39 |
98.08 |
95.02 |
|
| R2 |
96.96 |
96.96 |
94.80 |
|
| R1 |
95.65 |
95.65 |
94.57 |
95.57 |
| PP |
94.53 |
94.53 |
94.53 |
94.48 |
| S1 |
93.22 |
93.22 |
94.13 |
93.14 |
| S2 |
92.10 |
92.10 |
93.90 |
|
| S3 |
89.67 |
90.79 |
93.68 |
|
| S4 |
87.24 |
88.36 |
93.01 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.08 |
104.36 |
98.18 |
|
| R3 |
103.01 |
101.29 |
97.33 |
|
| R2 |
99.94 |
99.94 |
97.05 |
|
| R1 |
98.22 |
98.22 |
96.77 |
97.55 |
| PP |
96.87 |
96.87 |
96.87 |
96.54 |
| S1 |
95.15 |
95.15 |
96.21 |
94.48 |
| S2 |
93.80 |
93.80 |
95.93 |
|
| S3 |
90.73 |
92.08 |
95.65 |
|
| S4 |
87.66 |
89.01 |
94.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.04 |
93.40 |
4.64 |
4.9% |
2.01 |
2.1% |
20% |
False |
True |
97,755 |
| 10 |
106.36 |
93.40 |
12.96 |
13.7% |
2.48 |
2.6% |
7% |
False |
True |
91,309 |
| 20 |
106.77 |
93.40 |
13.37 |
14.2% |
2.03 |
2.1% |
7% |
False |
True |
69,683 |
| 40 |
109.21 |
93.40 |
15.81 |
16.8% |
2.05 |
2.2% |
6% |
False |
True |
54,279 |
| 60 |
111.49 |
93.40 |
18.09 |
19.2% |
2.06 |
2.2% |
5% |
False |
True |
47,133 |
| 80 |
111.49 |
93.40 |
18.09 |
19.2% |
1.98 |
2.1% |
5% |
False |
True |
40,594 |
| 100 |
111.49 |
93.40 |
18.09 |
19.2% |
1.94 |
2.1% |
5% |
False |
True |
34,207 |
| 120 |
111.49 |
93.40 |
18.09 |
19.2% |
1.93 |
2.0% |
5% |
False |
True |
29,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.16 |
|
2.618 |
102.19 |
|
1.618 |
99.76 |
|
1.000 |
98.26 |
|
0.618 |
97.33 |
|
HIGH |
95.83 |
|
0.618 |
94.90 |
|
0.500 |
94.62 |
|
0.382 |
94.33 |
|
LOW |
93.40 |
|
0.618 |
91.90 |
|
1.000 |
90.97 |
|
1.618 |
89.47 |
|
2.618 |
87.04 |
|
4.250 |
83.07 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.62 |
95.47 |
| PP |
94.53 |
95.10 |
| S1 |
94.44 |
94.72 |
|