NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.55 |
97.93 |
-0.62 |
-0.6% |
105.55 |
| High |
98.70 |
97.95 |
-0.75 |
-0.8% |
106.99 |
| Low |
96.22 |
95.85 |
-0.37 |
-0.4% |
98.21 |
| Close |
97.65 |
97.42 |
-0.23 |
-0.2% |
99.16 |
| Range |
2.48 |
2.10 |
-0.38 |
-15.3% |
8.78 |
| ATR |
2.11 |
2.11 |
0.00 |
0.0% |
0.00 |
| Volume |
35,747 |
43,604 |
7,857 |
22.0% |
183,612 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.37 |
102.50 |
98.58 |
|
| R3 |
101.27 |
100.40 |
98.00 |
|
| R2 |
99.17 |
99.17 |
97.81 |
|
| R1 |
98.30 |
98.30 |
97.61 |
97.69 |
| PP |
97.07 |
97.07 |
97.07 |
96.77 |
| S1 |
96.20 |
96.20 |
97.23 |
95.59 |
| S2 |
94.97 |
94.97 |
97.04 |
|
| S3 |
92.87 |
94.10 |
96.84 |
|
| S4 |
90.77 |
92.00 |
96.27 |
|
|
| 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 |
106.03 |
95.85 |
10.18 |
10.4% |
3.07 |
3.1% |
15% |
False |
True |
44,512 |
| 10 |
106.99 |
95.85 |
11.14 |
11.4% |
2.17 |
2.2% |
14% |
False |
True |
37,033 |
| 20 |
106.99 |
95.85 |
11.14 |
11.4% |
1.90 |
2.0% |
14% |
False |
True |
32,595 |
| 40 |
109.69 |
95.85 |
13.84 |
14.2% |
1.95 |
2.0% |
11% |
False |
True |
26,135 |
| 60 |
111.38 |
95.85 |
15.53 |
15.9% |
1.87 |
1.9% |
10% |
False |
True |
23,521 |
| 80 |
111.38 |
95.85 |
15.53 |
15.9% |
1.78 |
1.8% |
10% |
False |
True |
20,252 |
| 100 |
111.38 |
93.40 |
17.98 |
18.5% |
1.71 |
1.8% |
22% |
False |
False |
17,217 |
| 120 |
111.38 |
93.40 |
17.98 |
18.5% |
1.72 |
1.8% |
22% |
False |
False |
15,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.88 |
|
2.618 |
103.45 |
|
1.618 |
101.35 |
|
1.000 |
100.05 |
|
0.618 |
99.25 |
|
HIGH |
97.95 |
|
0.618 |
97.15 |
|
0.500 |
96.90 |
|
0.382 |
96.65 |
|
LOW |
95.85 |
|
0.618 |
94.55 |
|
1.000 |
93.75 |
|
1.618 |
92.45 |
|
2.618 |
90.35 |
|
4.250 |
86.93 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
97.40 |
| PP |
97.07 |
97.38 |
| S1 |
96.90 |
97.36 |
|