NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.32 |
91.79 |
-1.53 |
-1.6% |
96.21 |
| High |
93.49 |
93.62 |
0.13 |
0.1% |
96.41 |
| Low |
91.54 |
91.44 |
-0.10 |
-0.1% |
91.54 |
| Close |
92.08 |
93.14 |
1.06 |
1.2% |
92.08 |
| Range |
1.95 |
2.18 |
0.23 |
11.8% |
4.87 |
| ATR |
2.06 |
2.07 |
0.01 |
0.4% |
0.00 |
| Volume |
43,978 |
48,515 |
4,537 |
10.3% |
209,917 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.27 |
98.39 |
94.34 |
|
| R3 |
97.09 |
96.21 |
93.74 |
|
| R2 |
94.91 |
94.91 |
93.54 |
|
| R1 |
94.03 |
94.03 |
93.34 |
94.47 |
| PP |
92.73 |
92.73 |
92.73 |
92.96 |
| S1 |
91.85 |
91.85 |
92.94 |
92.29 |
| S2 |
90.55 |
90.55 |
92.74 |
|
| S3 |
88.37 |
89.67 |
92.54 |
|
| S4 |
86.19 |
87.49 |
91.94 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.95 |
104.89 |
94.76 |
|
| R3 |
103.08 |
100.02 |
93.42 |
|
| R2 |
98.21 |
98.21 |
92.97 |
|
| R1 |
95.15 |
95.15 |
92.53 |
94.25 |
| PP |
93.34 |
93.34 |
93.34 |
92.89 |
| S1 |
90.28 |
90.28 |
91.63 |
89.38 |
| S2 |
88.47 |
88.47 |
91.19 |
|
| S3 |
83.60 |
85.41 |
90.74 |
|
| S4 |
78.73 |
80.54 |
89.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.08 |
91.44 |
4.64 |
5.0% |
2.11 |
2.3% |
37% |
False |
True |
44,569 |
| 10 |
98.70 |
91.44 |
7.26 |
7.8% |
2.03 |
2.2% |
23% |
False |
True |
42,179 |
| 20 |
106.99 |
91.44 |
15.55 |
16.7% |
2.00 |
2.1% |
11% |
False |
True |
37,818 |
| 40 |
108.87 |
91.44 |
17.43 |
18.7% |
1.95 |
2.1% |
10% |
False |
True |
30,560 |
| 60 |
111.38 |
91.44 |
19.94 |
21.4% |
1.95 |
2.1% |
9% |
False |
True |
27,213 |
| 80 |
111.38 |
91.44 |
19.94 |
21.4% |
1.84 |
2.0% |
9% |
False |
True |
23,794 |
| 100 |
111.38 |
91.44 |
19.94 |
21.4% |
1.76 |
1.9% |
9% |
False |
True |
20,393 |
| 120 |
111.38 |
91.44 |
19.94 |
21.4% |
1.72 |
1.9% |
9% |
False |
True |
17,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.89 |
|
2.618 |
99.33 |
|
1.618 |
97.15 |
|
1.000 |
95.80 |
|
0.618 |
94.97 |
|
HIGH |
93.62 |
|
0.618 |
92.79 |
|
0.500 |
92.53 |
|
0.382 |
92.27 |
|
LOW |
91.44 |
|
0.618 |
90.09 |
|
1.000 |
89.26 |
|
1.618 |
87.91 |
|
2.618 |
85.73 |
|
4.250 |
82.18 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.94 |
93.08 |
| PP |
92.73 |
93.03 |
| S1 |
92.53 |
92.97 |
|