NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.96 |
98.06 |
-0.90 |
-0.9% |
105.65 |
| High |
98.97 |
98.06 |
-0.91 |
-0.9% |
107.12 |
| Low |
96.49 |
96.10 |
-0.39 |
-0.4% |
98.45 |
| Close |
97.91 |
97.68 |
-0.23 |
-0.2% |
99.38 |
| Range |
2.48 |
1.96 |
-0.52 |
-21.0% |
8.67 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.3% |
0.00 |
| Volume |
34,145 |
31,150 |
-2,995 |
-8.8% |
154,496 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.16 |
102.38 |
98.76 |
|
| R3 |
101.20 |
100.42 |
98.22 |
|
| R2 |
99.24 |
99.24 |
98.04 |
|
| R1 |
98.46 |
98.46 |
97.86 |
97.87 |
| PP |
97.28 |
97.28 |
97.28 |
96.99 |
| S1 |
96.50 |
96.50 |
97.50 |
95.91 |
| S2 |
95.32 |
95.32 |
97.32 |
|
| S3 |
93.36 |
94.54 |
97.14 |
|
| S4 |
91.40 |
92.58 |
96.60 |
|
|
| 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 |
106.10 |
96.10 |
10.00 |
10.2% |
3.01 |
3.1% |
16% |
False |
True |
37,879 |
| 10 |
107.12 |
96.10 |
11.02 |
11.3% |
2.12 |
2.2% |
14% |
False |
True |
30,539 |
| 20 |
107.12 |
96.10 |
11.02 |
11.3% |
1.85 |
1.9% |
14% |
False |
True |
29,911 |
| 40 |
109.84 |
96.10 |
13.74 |
14.1% |
1.87 |
1.9% |
11% |
False |
True |
24,699 |
| 60 |
110.87 |
96.10 |
14.77 |
15.1% |
1.79 |
1.8% |
11% |
False |
True |
22,858 |
| 80 |
110.87 |
96.10 |
14.77 |
15.1% |
1.70 |
1.7% |
11% |
False |
True |
20,099 |
| 100 |
110.87 |
93.44 |
17.43 |
17.8% |
1.64 |
1.7% |
24% |
False |
False |
17,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.39 |
|
2.618 |
103.19 |
|
1.618 |
101.23 |
|
1.000 |
100.02 |
|
0.618 |
99.27 |
|
HIGH |
98.06 |
|
0.618 |
97.31 |
|
0.500 |
97.08 |
|
0.382 |
96.85 |
|
LOW |
96.10 |
|
0.618 |
94.89 |
|
1.000 |
94.14 |
|
1.618 |
92.93 |
|
2.618 |
90.97 |
|
4.250 |
87.77 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.48 |
97.65 |
| PP |
97.28 |
97.63 |
| S1 |
97.08 |
97.60 |
|