NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.50 |
98.55 |
0.05 |
0.1% |
105.55 |
| High |
98.86 |
98.70 |
-0.16 |
-0.2% |
106.99 |
| Low |
96.18 |
96.22 |
0.04 |
0.0% |
98.21 |
| Close |
98.59 |
97.65 |
-0.94 |
-1.0% |
99.16 |
| Range |
2.68 |
2.48 |
-0.20 |
-7.5% |
8.78 |
| ATR |
2.08 |
2.11 |
0.03 |
1.4% |
0.00 |
| Volume |
47,524 |
35,747 |
-11,777 |
-24.8% |
183,612 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.96 |
103.79 |
99.01 |
|
| R3 |
102.48 |
101.31 |
98.33 |
|
| R2 |
100.00 |
100.00 |
98.10 |
|
| R1 |
98.83 |
98.83 |
97.88 |
98.18 |
| PP |
97.52 |
97.52 |
97.52 |
97.20 |
| S1 |
96.35 |
96.35 |
97.42 |
95.70 |
| S2 |
95.04 |
95.04 |
97.20 |
|
| S3 |
92.56 |
93.87 |
96.97 |
|
| S4 |
90.08 |
91.39 |
96.29 |
|
|
| 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 |
106.59 |
96.18 |
10.41 |
10.7% |
2.87 |
2.9% |
14% |
False |
False |
44,558 |
| 10 |
106.99 |
96.18 |
10.81 |
11.1% |
2.10 |
2.1% |
14% |
False |
False |
34,502 |
| 20 |
106.99 |
96.18 |
10.81 |
11.1% |
1.90 |
1.9% |
14% |
False |
False |
31,699 |
| 40 |
109.69 |
96.18 |
13.51 |
13.8% |
1.93 |
2.0% |
11% |
False |
False |
25,477 |
| 60 |
111.38 |
96.18 |
15.20 |
15.6% |
1.86 |
1.9% |
10% |
False |
False |
23,009 |
| 80 |
111.38 |
96.18 |
15.20 |
15.6% |
1.77 |
1.8% |
10% |
False |
False |
19,798 |
| 100 |
111.38 |
93.40 |
17.98 |
18.4% |
1.74 |
1.8% |
24% |
False |
False |
16,856 |
| 120 |
111.38 |
93.40 |
17.98 |
18.4% |
1.70 |
1.7% |
24% |
False |
False |
14,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.24 |
|
2.618 |
105.19 |
|
1.618 |
102.71 |
|
1.000 |
101.18 |
|
0.618 |
100.23 |
|
HIGH |
98.70 |
|
0.618 |
97.75 |
|
0.500 |
97.46 |
|
0.382 |
97.17 |
|
LOW |
96.22 |
|
0.618 |
94.69 |
|
1.000 |
93.74 |
|
1.618 |
92.21 |
|
2.618 |
89.73 |
|
4.250 |
85.68 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.59 |
99.76 |
| PP |
97.52 |
99.05 |
| S1 |
97.46 |
98.35 |
|