NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.10 |
93.24 |
0.14 |
0.2% |
96.22 |
| High |
94.24 |
93.24 |
-1.00 |
-1.1% |
96.22 |
| Low |
92.47 |
91.25 |
-1.22 |
-1.3% |
91.25 |
| Close |
92.94 |
91.80 |
-1.14 |
-1.2% |
91.80 |
| Range |
1.77 |
1.99 |
0.22 |
12.4% |
4.97 |
| ATR |
2.14 |
2.13 |
-0.01 |
-0.5% |
0.00 |
| Volume |
127,508 |
164,189 |
36,681 |
28.8% |
588,685 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.07 |
96.92 |
92.89 |
|
| R3 |
96.08 |
94.93 |
92.35 |
|
| R2 |
94.09 |
94.09 |
92.16 |
|
| R1 |
92.94 |
92.94 |
91.98 |
92.52 |
| PP |
92.10 |
92.10 |
92.10 |
91.89 |
| S1 |
90.95 |
90.95 |
91.62 |
90.53 |
| S2 |
90.11 |
90.11 |
91.44 |
|
| S3 |
88.12 |
88.96 |
91.25 |
|
| S4 |
86.13 |
86.97 |
90.71 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.00 |
104.87 |
94.53 |
|
| R3 |
103.03 |
99.90 |
93.17 |
|
| R2 |
98.06 |
98.06 |
92.71 |
|
| R1 |
94.93 |
94.93 |
92.26 |
94.01 |
| PP |
93.09 |
93.09 |
93.09 |
92.63 |
| S1 |
89.96 |
89.96 |
91.34 |
89.04 |
| S2 |
88.12 |
88.12 |
90.89 |
|
| S3 |
83.15 |
84.99 |
90.43 |
|
| S4 |
78.18 |
80.02 |
89.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.22 |
91.25 |
4.97 |
5.4% |
2.15 |
2.3% |
11% |
False |
True |
117,737 |
| 10 |
98.60 |
91.25 |
7.35 |
8.0% |
2.15 |
2.3% |
7% |
False |
True |
107,761 |
| 20 |
106.77 |
91.25 |
15.52 |
16.9% |
2.06 |
2.2% |
4% |
False |
True |
82,749 |
| 40 |
109.21 |
91.25 |
17.96 |
19.6% |
2.05 |
2.2% |
3% |
False |
True |
62,281 |
| 60 |
111.49 |
91.25 |
20.24 |
22.0% |
2.07 |
2.3% |
3% |
False |
True |
52,250 |
| 80 |
111.49 |
91.25 |
20.24 |
22.0% |
1.97 |
2.1% |
3% |
False |
True |
45,260 |
| 100 |
111.49 |
91.25 |
20.24 |
22.0% |
1.97 |
2.1% |
3% |
False |
True |
38,156 |
| 120 |
111.49 |
91.25 |
20.24 |
22.0% |
1.94 |
2.1% |
3% |
False |
True |
32,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.70 |
|
2.618 |
98.45 |
|
1.618 |
96.46 |
|
1.000 |
95.23 |
|
0.618 |
94.47 |
|
HIGH |
93.24 |
|
0.618 |
92.48 |
|
0.500 |
92.25 |
|
0.382 |
92.01 |
|
LOW |
91.25 |
|
0.618 |
90.02 |
|
1.000 |
89.26 |
|
1.618 |
88.03 |
|
2.618 |
86.04 |
|
4.250 |
82.79 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.25 |
92.89 |
| PP |
92.10 |
92.53 |
| S1 |
91.95 |
92.16 |
|