NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
103.24 |
98.50 |
-4.74 |
-4.6% |
105.55 |
| High |
103.33 |
98.86 |
-4.47 |
-4.3% |
106.99 |
| Low |
98.21 |
96.18 |
-2.03 |
-2.1% |
98.21 |
| Close |
99.16 |
98.59 |
-0.57 |
-0.6% |
99.16 |
| Range |
5.12 |
2.68 |
-2.44 |
-47.7% |
8.78 |
| ATR |
2.01 |
2.08 |
0.07 |
3.4% |
0.00 |
| Volume |
50,358 |
47,524 |
-2,834 |
-5.6% |
183,612 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
104.93 |
100.06 |
|
| R3 |
103.24 |
102.25 |
99.33 |
|
| R2 |
100.56 |
100.56 |
99.08 |
|
| R1 |
99.57 |
99.57 |
98.84 |
100.07 |
| PP |
97.88 |
97.88 |
97.88 |
98.12 |
| S1 |
96.89 |
96.89 |
98.34 |
97.39 |
| S2 |
95.20 |
95.20 |
98.10 |
|
| S3 |
92.52 |
94.21 |
97.85 |
|
| S4 |
89.84 |
91.53 |
97.12 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
122.26 |
103.99 |
|
| R3 |
119.01 |
113.48 |
101.57 |
|
| R2 |
110.23 |
110.23 |
100.77 |
|
| R1 |
104.70 |
104.70 |
99.96 |
103.08 |
| PP |
101.45 |
101.45 |
101.45 |
100.64 |
| S1 |
95.92 |
95.92 |
98.36 |
94.30 |
| S2 |
92.67 |
92.67 |
97.55 |
|
| S3 |
83.89 |
87.14 |
96.75 |
|
| S4 |
75.11 |
78.36 |
94.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.99 |
96.18 |
10.81 |
11.0% |
2.75 |
2.8% |
22% |
False |
True |
42,680 |
| 10 |
106.99 |
96.18 |
10.81 |
11.0% |
1.96 |
2.0% |
22% |
False |
True |
33,458 |
| 20 |
106.99 |
96.18 |
10.81 |
11.0% |
1.88 |
1.9% |
22% |
False |
True |
31,002 |
| 40 |
109.69 |
96.18 |
13.51 |
13.7% |
1.90 |
1.9% |
18% |
False |
True |
25,265 |
| 60 |
111.38 |
96.18 |
15.20 |
15.4% |
1.85 |
1.9% |
16% |
False |
True |
22,596 |
| 80 |
111.38 |
96.18 |
15.20 |
15.4% |
1.78 |
1.8% |
16% |
False |
True |
19,425 |
| 100 |
111.38 |
93.40 |
17.98 |
18.2% |
1.74 |
1.8% |
29% |
False |
False |
16,531 |
| 120 |
111.38 |
93.40 |
17.98 |
18.2% |
1.69 |
1.7% |
29% |
False |
False |
14,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.25 |
|
2.618 |
105.88 |
|
1.618 |
103.20 |
|
1.000 |
101.54 |
|
0.618 |
100.52 |
|
HIGH |
98.86 |
|
0.618 |
97.84 |
|
0.500 |
97.52 |
|
0.382 |
97.20 |
|
LOW |
96.18 |
|
0.618 |
94.52 |
|
1.000 |
93.50 |
|
1.618 |
91.84 |
|
2.618 |
89.16 |
|
4.250 |
84.79 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.23 |
101.11 |
| PP |
97.88 |
100.27 |
| S1 |
97.52 |
99.43 |
|