NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.93 |
97.05 |
-0.88 |
-0.9% |
105.55 |
| High |
97.95 |
98.28 |
0.33 |
0.3% |
106.99 |
| Low |
95.85 |
96.70 |
0.85 |
0.9% |
98.21 |
| Close |
97.42 |
97.65 |
0.23 |
0.2% |
99.16 |
| Range |
2.10 |
1.58 |
-0.52 |
-24.8% |
8.78 |
| ATR |
2.11 |
2.07 |
-0.04 |
-1.8% |
0.00 |
| Volume |
43,604 |
41,228 |
-2,376 |
-5.4% |
183,612 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.28 |
101.55 |
98.52 |
|
| R3 |
100.70 |
99.97 |
98.08 |
|
| R2 |
99.12 |
99.12 |
97.94 |
|
| R1 |
98.39 |
98.39 |
97.79 |
98.76 |
| PP |
97.54 |
97.54 |
97.54 |
97.73 |
| S1 |
96.81 |
96.81 |
97.51 |
97.18 |
| S2 |
95.96 |
95.96 |
97.36 |
|
| S3 |
94.38 |
95.23 |
97.22 |
|
| S4 |
92.80 |
93.65 |
96.78 |
|
|
| 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 |
103.33 |
95.85 |
7.48 |
7.7% |
2.79 |
2.9% |
24% |
False |
False |
43,692 |
| 10 |
106.99 |
95.85 |
11.14 |
11.4% |
2.23 |
2.3% |
16% |
False |
False |
37,563 |
| 20 |
106.99 |
95.85 |
11.14 |
11.4% |
1.90 |
1.9% |
16% |
False |
False |
33,342 |
| 40 |
109.69 |
95.85 |
13.84 |
14.2% |
1.95 |
2.0% |
13% |
False |
False |
26,456 |
| 60 |
111.38 |
95.85 |
15.53 |
15.9% |
1.89 |
1.9% |
12% |
False |
False |
24,089 |
| 80 |
111.38 |
95.85 |
15.53 |
15.9% |
1.79 |
1.8% |
12% |
False |
False |
20,642 |
| 100 |
111.38 |
93.40 |
17.98 |
18.4% |
1.71 |
1.8% |
24% |
False |
False |
17,600 |
| 120 |
111.38 |
93.40 |
17.98 |
18.4% |
1.70 |
1.7% |
24% |
False |
False |
15,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.00 |
|
2.618 |
102.42 |
|
1.618 |
100.84 |
|
1.000 |
99.86 |
|
0.618 |
99.26 |
|
HIGH |
98.28 |
|
0.618 |
97.68 |
|
0.500 |
97.49 |
|
0.382 |
97.30 |
|
LOW |
96.70 |
|
0.618 |
95.72 |
|
1.000 |
95.12 |
|
1.618 |
94.14 |
|
2.618 |
92.56 |
|
4.250 |
89.99 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.60 |
97.53 |
| PP |
97.54 |
97.40 |
| S1 |
97.49 |
97.28 |
|