NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
90.86 |
87.55 |
-3.31 |
-3.6% |
91.71 |
| High |
90.92 |
88.28 |
-2.64 |
-2.9% |
93.34 |
| Low |
87.27 |
85.86 |
-1.41 |
-1.6% |
89.28 |
| Close |
87.82 |
86.53 |
-1.29 |
-1.5% |
90.86 |
| Range |
3.65 |
2.42 |
-1.23 |
-33.7% |
4.06 |
| ATR |
2.17 |
2.19 |
0.02 |
0.8% |
0.00 |
| Volume |
281,470 |
325,326 |
43,856 |
15.6% |
1,029,353 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.15 |
92.76 |
87.86 |
|
| R3 |
91.73 |
90.34 |
87.20 |
|
| R2 |
89.31 |
89.31 |
86.97 |
|
| R1 |
87.92 |
87.92 |
86.75 |
87.41 |
| PP |
86.89 |
86.89 |
86.89 |
86.63 |
| S1 |
85.50 |
85.50 |
86.31 |
84.99 |
| S2 |
84.47 |
84.47 |
86.09 |
|
| S3 |
82.05 |
83.08 |
85.86 |
|
| S4 |
79.63 |
80.66 |
85.20 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.34 |
101.16 |
93.09 |
|
| R3 |
99.28 |
97.10 |
91.98 |
|
| R2 |
95.22 |
95.22 |
91.60 |
|
| R1 |
93.04 |
93.04 |
91.23 |
92.10 |
| PP |
91.16 |
91.16 |
91.16 |
90.69 |
| S1 |
88.98 |
88.98 |
90.49 |
88.04 |
| S2 |
87.10 |
87.10 |
90.12 |
|
| S3 |
83.04 |
84.92 |
89.74 |
|
| S4 |
78.98 |
80.86 |
88.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.21 |
85.86 |
6.35 |
7.3% |
2.17 |
2.5% |
11% |
False |
True |
242,270 |
| 10 |
94.24 |
85.86 |
8.38 |
9.7% |
2.14 |
2.5% |
8% |
False |
True |
217,820 |
| 20 |
105.77 |
85.86 |
19.91 |
23.0% |
2.37 |
2.7% |
3% |
False |
True |
156,678 |
| 40 |
106.77 |
85.86 |
20.91 |
24.2% |
2.06 |
2.4% |
3% |
False |
True |
103,257 |
| 60 |
109.51 |
85.86 |
23.65 |
27.3% |
2.03 |
2.3% |
3% |
False |
True |
79,834 |
| 80 |
111.49 |
85.86 |
25.63 |
29.6% |
2.01 |
2.3% |
3% |
False |
True |
67,188 |
| 100 |
111.49 |
85.86 |
25.63 |
29.6% |
2.01 |
2.3% |
3% |
False |
True |
56,428 |
| 120 |
111.49 |
85.86 |
25.63 |
29.6% |
1.99 |
2.3% |
3% |
False |
True |
48,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.57 |
|
2.618 |
94.62 |
|
1.618 |
92.20 |
|
1.000 |
90.70 |
|
0.618 |
89.78 |
|
HIGH |
88.28 |
|
0.618 |
87.36 |
|
0.500 |
87.07 |
|
0.382 |
86.78 |
|
LOW |
85.86 |
|
0.618 |
84.36 |
|
1.000 |
83.44 |
|
1.618 |
81.94 |
|
2.618 |
79.52 |
|
4.250 |
75.58 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.07 |
89.04 |
| PP |
86.89 |
88.20 |
| S1 |
86.71 |
87.37 |
|