NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.99 |
90.92 |
-1.07 |
-1.2% |
96.21 |
| High |
92.00 |
91.81 |
-0.19 |
-0.2% |
96.41 |
| Low |
89.59 |
90.13 |
0.54 |
0.6% |
91.54 |
| Close |
90.20 |
90.94 |
0.74 |
0.8% |
92.08 |
| Range |
2.41 |
1.68 |
-0.73 |
-30.3% |
4.87 |
| ATR |
2.11 |
2.08 |
-0.03 |
-1.4% |
0.00 |
| Volume |
34,471 |
48,052 |
13,581 |
39.4% |
209,917 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.00 |
95.15 |
91.86 |
|
| R3 |
94.32 |
93.47 |
91.40 |
|
| R2 |
92.64 |
92.64 |
91.25 |
|
| R1 |
91.79 |
91.79 |
91.09 |
92.22 |
| PP |
90.96 |
90.96 |
90.96 |
91.17 |
| S1 |
90.11 |
90.11 |
90.79 |
90.54 |
| S2 |
89.28 |
89.28 |
90.63 |
|
| S3 |
87.60 |
88.43 |
90.48 |
|
| S4 |
85.92 |
86.75 |
90.02 |
|
|
| 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 |
93.62 |
89.59 |
4.03 |
4.4% |
2.06 |
2.3% |
33% |
False |
False |
41,091 |
| 10 |
97.79 |
89.59 |
8.20 |
9.0% |
2.03 |
2.2% |
16% |
False |
False |
41,418 |
| 20 |
106.99 |
89.59 |
17.40 |
19.1% |
2.13 |
2.3% |
8% |
False |
False |
39,490 |
| 40 |
107.04 |
89.59 |
17.45 |
19.2% |
2.00 |
2.2% |
8% |
False |
False |
32,545 |
| 60 |
111.38 |
89.59 |
21.79 |
24.0% |
1.95 |
2.1% |
6% |
False |
False |
27,942 |
| 80 |
111.38 |
89.59 |
21.79 |
24.0% |
1.86 |
2.0% |
6% |
False |
False |
24,996 |
| 100 |
111.38 |
89.59 |
21.79 |
24.0% |
1.80 |
2.0% |
6% |
False |
False |
21,453 |
| 120 |
111.38 |
89.59 |
21.79 |
24.0% |
1.75 |
1.9% |
6% |
False |
False |
18,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.95 |
|
2.618 |
96.21 |
|
1.618 |
94.53 |
|
1.000 |
93.49 |
|
0.618 |
92.85 |
|
HIGH |
91.81 |
|
0.618 |
91.17 |
|
0.500 |
90.97 |
|
0.382 |
90.77 |
|
LOW |
90.13 |
|
0.618 |
89.09 |
|
1.000 |
88.45 |
|
1.618 |
87.41 |
|
2.618 |
85.73 |
|
4.250 |
82.99 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.97 |
91.58 |
| PP |
90.96 |
91.37 |
| S1 |
90.95 |
91.15 |
|