NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.80 |
93.10 |
-0.70 |
-0.7% |
98.52 |
| High |
94.53 |
94.24 |
-0.29 |
-0.3% |
98.60 |
| Low |
92.19 |
92.47 |
0.28 |
0.3% |
95.53 |
| Close |
93.19 |
92.94 |
-0.25 |
-0.3% |
96.49 |
| Range |
2.34 |
1.77 |
-0.57 |
-24.4% |
3.07 |
| ATR |
2.17 |
2.14 |
-0.03 |
-1.3% |
0.00 |
| Volume |
116,590 |
127,508 |
10,918 |
9.4% |
488,929 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
97.50 |
93.91 |
|
| R3 |
96.76 |
95.73 |
93.43 |
|
| R2 |
94.99 |
94.99 |
93.26 |
|
| R1 |
93.96 |
93.96 |
93.10 |
93.59 |
| PP |
93.22 |
93.22 |
93.22 |
93.03 |
| S1 |
92.19 |
92.19 |
92.78 |
91.82 |
| S2 |
91.45 |
91.45 |
92.62 |
|
| S3 |
89.68 |
90.42 |
92.45 |
|
| S4 |
87.91 |
88.65 |
91.97 |
|
|
| 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 |
97.54 |
92.19 |
5.35 |
5.8% |
2.07 |
2.2% |
14% |
False |
False |
105,156 |
| 10 |
103.08 |
92.19 |
10.89 |
11.7% |
2.47 |
2.7% |
7% |
False |
False |
100,101 |
| 20 |
106.77 |
92.19 |
14.58 |
15.7% |
2.04 |
2.2% |
5% |
False |
False |
76,306 |
| 40 |
109.21 |
92.19 |
17.02 |
18.3% |
2.06 |
2.2% |
4% |
False |
False |
58,855 |
| 60 |
111.49 |
92.19 |
19.30 |
20.8% |
2.08 |
2.2% |
4% |
False |
False |
49,846 |
| 80 |
111.49 |
92.19 |
19.30 |
20.8% |
1.98 |
2.1% |
4% |
False |
False |
43,341 |
| 100 |
111.49 |
92.19 |
19.30 |
20.8% |
1.95 |
2.1% |
4% |
False |
False |
36,544 |
| 120 |
111.49 |
92.19 |
19.30 |
20.8% |
1.94 |
2.1% |
4% |
False |
False |
31,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.76 |
|
2.618 |
98.87 |
|
1.618 |
97.10 |
|
1.000 |
96.01 |
|
0.618 |
95.33 |
|
HIGH |
94.24 |
|
0.618 |
93.56 |
|
0.500 |
93.36 |
|
0.382 |
93.15 |
|
LOW |
92.47 |
|
0.618 |
91.38 |
|
1.000 |
90.70 |
|
1.618 |
89.61 |
|
2.618 |
87.84 |
|
4.250 |
84.95 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.36 |
94.01 |
| PP |
93.22 |
93.65 |
| S1 |
93.08 |
93.30 |
|