NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.09 |
93.42 |
-0.67 |
-0.7% |
98.50 |
| High |
94.83 |
94.50 |
-0.33 |
-0.3% |
98.86 |
| Low |
92.53 |
92.72 |
0.19 |
0.2% |
95.85 |
| Close |
93.48 |
93.19 |
-0.29 |
-0.3% |
96.75 |
| Range |
2.30 |
1.78 |
-0.52 |
-22.6% |
3.01 |
| ATR |
2.10 |
2.07 |
-0.02 |
-1.1% |
0.00 |
| Volume |
49,704 |
52,895 |
3,191 |
6.4% |
210,886 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.81 |
97.78 |
94.17 |
|
| R3 |
97.03 |
96.00 |
93.68 |
|
| R2 |
95.25 |
95.25 |
93.52 |
|
| R1 |
94.22 |
94.22 |
93.35 |
93.85 |
| PP |
93.47 |
93.47 |
93.47 |
93.28 |
| S1 |
92.44 |
92.44 |
93.03 |
92.07 |
| S2 |
91.69 |
91.69 |
92.86 |
|
| S3 |
89.91 |
90.66 |
92.70 |
|
| S4 |
88.13 |
88.88 |
92.21 |
|
|
| 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 |
97.79 |
92.53 |
5.26 |
5.6% |
2.00 |
2.1% |
13% |
False |
False |
41,744 |
| 10 |
103.33 |
92.53 |
10.80 |
11.6% |
2.40 |
2.6% |
6% |
False |
False |
42,718 |
| 20 |
106.99 |
92.53 |
14.46 |
15.5% |
1.97 |
2.1% |
5% |
False |
False |
35,463 |
| 40 |
109.08 |
92.53 |
16.55 |
17.8% |
1.98 |
2.1% |
4% |
False |
False |
28,974 |
| 60 |
111.38 |
92.53 |
18.85 |
20.2% |
1.95 |
2.1% |
4% |
False |
False |
26,193 |
| 80 |
111.38 |
92.53 |
18.85 |
20.2% |
1.82 |
2.0% |
4% |
False |
False |
22,812 |
| 100 |
111.38 |
92.53 |
18.85 |
20.2% |
1.74 |
1.9% |
4% |
False |
False |
19,505 |
| 120 |
111.38 |
92.53 |
18.85 |
20.2% |
1.72 |
1.8% |
4% |
False |
False |
16,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.07 |
|
2.618 |
99.16 |
|
1.618 |
97.38 |
|
1.000 |
96.28 |
|
0.618 |
95.60 |
|
HIGH |
94.50 |
|
0.618 |
93.82 |
|
0.500 |
93.61 |
|
0.382 |
93.40 |
|
LOW |
92.72 |
|
0.618 |
91.62 |
|
1.000 |
90.94 |
|
1.618 |
89.84 |
|
2.618 |
88.06 |
|
4.250 |
85.16 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.61 |
94.31 |
| PP |
93.47 |
93.93 |
| S1 |
93.33 |
93.56 |
|