NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.24 |
91.71 |
-1.53 |
-1.6% |
96.22 |
| High |
93.24 |
93.34 |
0.10 |
0.1% |
96.22 |
| Low |
91.25 |
91.12 |
-0.13 |
-0.1% |
91.25 |
| Close |
91.80 |
92.86 |
1.06 |
1.2% |
91.80 |
| Range |
1.99 |
2.22 |
0.23 |
11.6% |
4.97 |
| ATR |
2.13 |
2.14 |
0.01 |
0.3% |
0.00 |
| Volume |
164,189 |
196,290 |
32,101 |
19.6% |
588,685 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
98.20 |
94.08 |
|
| R3 |
96.88 |
95.98 |
93.47 |
|
| R2 |
94.66 |
94.66 |
93.27 |
|
| R1 |
93.76 |
93.76 |
93.06 |
94.21 |
| PP |
92.44 |
92.44 |
92.44 |
92.67 |
| S1 |
91.54 |
91.54 |
92.66 |
91.99 |
| S2 |
90.22 |
90.22 |
92.45 |
|
| S3 |
88.00 |
89.32 |
92.25 |
|
| S4 |
85.78 |
87.10 |
91.64 |
|
|
| 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 |
95.83 |
91.12 |
4.71 |
5.1% |
2.15 |
2.3% |
37% |
False |
True |
136,891 |
| 10 |
98.48 |
91.12 |
7.36 |
7.9% |
2.10 |
2.3% |
24% |
False |
True |
117,635 |
| 20 |
106.77 |
91.12 |
15.65 |
16.9% |
2.06 |
2.2% |
11% |
False |
True |
90,399 |
| 40 |
108.63 |
91.12 |
17.51 |
18.9% |
2.03 |
2.2% |
10% |
False |
True |
66,423 |
| 60 |
111.49 |
91.12 |
20.37 |
21.9% |
2.08 |
2.2% |
9% |
False |
True |
54,939 |
| 80 |
111.49 |
91.12 |
20.37 |
21.9% |
1.98 |
2.1% |
9% |
False |
True |
47,571 |
| 100 |
111.49 |
91.12 |
20.37 |
21.9% |
1.97 |
2.1% |
9% |
False |
True |
40,091 |
| 120 |
111.49 |
91.12 |
20.37 |
21.9% |
1.94 |
2.1% |
9% |
False |
True |
34,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.78 |
|
2.618 |
99.15 |
|
1.618 |
96.93 |
|
1.000 |
95.56 |
|
0.618 |
94.71 |
|
HIGH |
93.34 |
|
0.618 |
92.49 |
|
0.500 |
92.23 |
|
0.382 |
91.97 |
|
LOW |
91.12 |
|
0.618 |
89.75 |
|
1.000 |
88.90 |
|
1.618 |
87.53 |
|
2.618 |
85.31 |
|
4.250 |
81.69 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.65 |
92.80 |
| PP |
92.44 |
92.74 |
| S1 |
92.23 |
92.68 |
|