NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.87 |
91.54 |
-1.33 |
-1.4% |
96.22 |
| High |
93.30 |
91.72 |
-1.58 |
-1.7% |
96.22 |
| Low |
91.20 |
89.28 |
-1.92 |
-2.1% |
91.25 |
| Close |
91.85 |
89.90 |
-1.95 |
-2.1% |
91.80 |
| Range |
2.10 |
2.44 |
0.34 |
16.2% |
4.97 |
| ATR |
2.14 |
2.17 |
0.03 |
1.5% |
0.00 |
| Volume |
215,485 |
263,381 |
47,896 |
22.2% |
588,685 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.62 |
96.20 |
91.24 |
|
| R3 |
95.18 |
93.76 |
90.57 |
|
| R2 |
92.74 |
92.74 |
90.35 |
|
| R1 |
91.32 |
91.32 |
90.12 |
90.81 |
| PP |
90.30 |
90.30 |
90.30 |
90.05 |
| S1 |
88.88 |
88.88 |
89.68 |
88.37 |
| S2 |
87.86 |
87.86 |
89.45 |
|
| S3 |
85.42 |
86.44 |
89.23 |
|
| S4 |
82.98 |
84.00 |
88.56 |
|
|
| 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 |
94.24 |
89.28 |
4.96 |
5.5% |
2.10 |
2.3% |
13% |
False |
True |
193,370 |
| 10 |
98.04 |
89.28 |
8.76 |
9.7% |
2.07 |
2.3% |
7% |
False |
True |
146,624 |
| 20 |
106.77 |
89.28 |
17.49 |
19.5% |
2.16 |
2.4% |
4% |
False |
True |
110,368 |
| 40 |
107.91 |
89.28 |
18.63 |
20.7% |
2.09 |
2.3% |
3% |
False |
True |
77,221 |
| 60 |
111.49 |
89.28 |
22.21 |
24.7% |
2.08 |
2.3% |
3% |
False |
True |
61,510 |
| 80 |
111.49 |
89.28 |
22.21 |
24.7% |
2.01 |
2.2% |
3% |
False |
True |
53,340 |
| 100 |
111.49 |
89.28 |
22.21 |
24.7% |
1.99 |
2.2% |
3% |
False |
True |
44,821 |
| 120 |
111.49 |
89.28 |
22.21 |
24.7% |
1.95 |
2.2% |
3% |
False |
True |
38,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.09 |
|
2.618 |
98.11 |
|
1.618 |
95.67 |
|
1.000 |
94.16 |
|
0.618 |
93.23 |
|
HIGH |
91.72 |
|
0.618 |
90.79 |
|
0.500 |
90.50 |
|
0.382 |
90.21 |
|
LOW |
89.28 |
|
0.618 |
87.77 |
|
1.000 |
86.84 |
|
1.618 |
85.33 |
|
2.618 |
82.89 |
|
4.250 |
78.91 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.50 |
91.31 |
| PP |
90.30 |
90.84 |
| S1 |
90.10 |
90.37 |
|