NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
99.06 |
98.96 |
-0.10 |
-0.1% |
105.65 |
| High |
99.10 |
98.97 |
-0.13 |
-0.1% |
107.12 |
| Low |
96.36 |
96.49 |
0.13 |
0.1% |
98.45 |
| Close |
98.83 |
97.91 |
-0.92 |
-0.9% |
99.38 |
| Range |
2.74 |
2.48 |
-0.26 |
-9.5% |
8.67 |
| ATR |
2.03 |
2.06 |
0.03 |
1.6% |
0.00 |
| Volume |
44,367 |
34,145 |
-10,222 |
-23.0% |
154,496 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
104.05 |
99.27 |
|
| R3 |
102.75 |
101.57 |
98.59 |
|
| R2 |
100.27 |
100.27 |
98.36 |
|
| R1 |
99.09 |
99.09 |
98.14 |
98.44 |
| PP |
97.79 |
97.79 |
97.79 |
97.47 |
| S1 |
96.61 |
96.61 |
97.68 |
95.96 |
| S2 |
95.31 |
95.31 |
97.46 |
|
| S3 |
92.83 |
94.13 |
97.23 |
|
| S4 |
90.35 |
91.65 |
96.55 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.66 |
122.19 |
104.15 |
|
| R3 |
118.99 |
113.52 |
101.76 |
|
| R2 |
110.32 |
110.32 |
100.97 |
|
| R1 |
104.85 |
104.85 |
100.17 |
103.25 |
| PP |
101.65 |
101.65 |
101.65 |
100.85 |
| S1 |
96.18 |
96.18 |
98.59 |
94.58 |
| S2 |
92.98 |
92.98 |
97.79 |
|
| S3 |
84.31 |
87.51 |
97.00 |
|
| S4 |
75.64 |
78.84 |
94.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.73 |
96.36 |
10.37 |
10.6% |
2.84 |
2.9% |
15% |
False |
False |
39,404 |
| 10 |
107.12 |
96.36 |
10.76 |
11.0% |
2.06 |
2.1% |
14% |
False |
False |
29,191 |
| 20 |
107.12 |
96.36 |
10.76 |
11.0% |
1.85 |
1.9% |
14% |
False |
False |
29,667 |
| 40 |
109.84 |
96.36 |
13.48 |
13.8% |
1.86 |
1.9% |
11% |
False |
False |
24,327 |
| 60 |
110.87 |
96.36 |
14.51 |
14.8% |
1.78 |
1.8% |
11% |
False |
False |
22,541 |
| 80 |
110.87 |
96.36 |
14.51 |
14.8% |
1.70 |
1.7% |
11% |
False |
False |
19,830 |
| 100 |
110.87 |
93.44 |
17.43 |
17.8% |
1.66 |
1.7% |
26% |
False |
False |
17,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.51 |
|
2.618 |
105.46 |
|
1.618 |
102.98 |
|
1.000 |
101.45 |
|
0.618 |
100.50 |
|
HIGH |
98.97 |
|
0.618 |
98.02 |
|
0.500 |
97.73 |
|
0.382 |
97.44 |
|
LOW |
96.49 |
|
0.618 |
94.96 |
|
1.000 |
94.01 |
|
1.618 |
92.48 |
|
2.618 |
90.00 |
|
4.250 |
85.95 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.85 |
99.92 |
| PP |
97.79 |
99.25 |
| S1 |
97.73 |
98.58 |
|