NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.21 |
94.71 |
-1.50 |
-1.6% |
98.50 |
| High |
96.41 |
96.08 |
-0.33 |
-0.3% |
98.86 |
| Low |
94.41 |
93.72 |
-0.69 |
-0.7% |
95.85 |
| Close |
95.39 |
94.63 |
-0.76 |
-0.8% |
96.75 |
| Range |
2.00 |
2.36 |
0.36 |
18.0% |
3.01 |
| ATR |
2.06 |
2.08 |
0.02 |
1.0% |
0.00 |
| Volume |
35,583 |
27,757 |
-7,826 |
-22.0% |
210,886 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.89 |
100.62 |
95.93 |
|
| R3 |
99.53 |
98.26 |
95.28 |
|
| R2 |
97.17 |
97.17 |
95.06 |
|
| R1 |
95.90 |
95.90 |
94.85 |
95.36 |
| PP |
94.81 |
94.81 |
94.81 |
94.54 |
| S1 |
93.54 |
93.54 |
94.41 |
93.00 |
| S2 |
92.45 |
92.45 |
94.20 |
|
| S3 |
90.09 |
91.18 |
93.98 |
|
| S4 |
87.73 |
88.82 |
93.33 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.18 |
104.48 |
98.41 |
|
| R3 |
103.17 |
101.47 |
97.58 |
|
| R2 |
100.16 |
100.16 |
97.30 |
|
| R1 |
98.46 |
98.46 |
97.03 |
97.81 |
| PP |
97.15 |
97.15 |
97.15 |
96.83 |
| S1 |
95.45 |
95.45 |
96.47 |
94.80 |
| S2 |
94.14 |
94.14 |
96.20 |
|
| S3 |
91.13 |
92.44 |
95.92 |
|
| S4 |
88.12 |
89.43 |
95.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.28 |
93.72 |
4.56 |
4.8% |
1.92 |
2.0% |
20% |
False |
True |
38,191 |
| 10 |
106.59 |
93.72 |
12.87 |
13.6% |
2.40 |
2.5% |
7% |
False |
True |
41,374 |
| 20 |
106.99 |
93.72 |
13.27 |
14.0% |
1.95 |
2.1% |
7% |
False |
True |
33,678 |
| 40 |
109.37 |
93.72 |
15.65 |
16.5% |
1.97 |
2.1% |
6% |
False |
True |
27,377 |
| 60 |
111.38 |
93.72 |
17.66 |
18.7% |
1.92 |
2.0% |
5% |
False |
True |
25,173 |
| 80 |
111.38 |
93.72 |
17.66 |
18.7% |
1.81 |
1.9% |
5% |
False |
True |
21,702 |
| 100 |
111.38 |
93.72 |
17.66 |
18.7% |
1.72 |
1.8% |
5% |
False |
True |
18,555 |
| 120 |
111.38 |
93.40 |
17.98 |
19.0% |
1.70 |
1.8% |
7% |
False |
False |
16,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.11 |
|
2.618 |
102.26 |
|
1.618 |
99.90 |
|
1.000 |
98.44 |
|
0.618 |
97.54 |
|
HIGH |
96.08 |
|
0.618 |
95.18 |
|
0.500 |
94.90 |
|
0.382 |
94.62 |
|
LOW |
93.72 |
|
0.618 |
92.26 |
|
1.000 |
91.36 |
|
1.618 |
89.90 |
|
2.618 |
87.54 |
|
4.250 |
83.69 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.90 |
95.76 |
| PP |
94.81 |
95.38 |
| S1 |
94.72 |
95.01 |
|