NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.53 |
97.32 |
-0.21 |
-0.2% |
99.06 |
| High |
98.50 |
98.02 |
-0.48 |
-0.5% |
99.10 |
| Low |
96.96 |
96.51 |
-0.45 |
-0.5% |
96.10 |
| Close |
97.89 |
97.02 |
-0.87 |
-0.9% |
97.02 |
| Range |
1.54 |
1.51 |
-0.03 |
-1.9% |
3.00 |
| ATR |
2.02 |
1.98 |
-0.04 |
-1.8% |
0.00 |
| Volume |
34,132 |
27,620 |
-6,512 |
-19.1% |
171,414 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
100.88 |
97.85 |
|
| R3 |
100.20 |
99.37 |
97.44 |
|
| R2 |
98.69 |
98.69 |
97.30 |
|
| R1 |
97.86 |
97.86 |
97.16 |
97.52 |
| PP |
97.18 |
97.18 |
97.18 |
97.02 |
| S1 |
96.35 |
96.35 |
96.88 |
96.01 |
| S2 |
95.67 |
95.67 |
96.74 |
|
| S3 |
94.16 |
94.84 |
96.60 |
|
| S4 |
92.65 |
93.33 |
96.19 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.41 |
104.71 |
98.67 |
|
| R3 |
103.41 |
101.71 |
97.85 |
|
| R2 |
100.41 |
100.41 |
97.57 |
|
| R1 |
98.71 |
98.71 |
97.30 |
98.06 |
| PP |
97.41 |
97.41 |
97.41 |
97.08 |
| S1 |
95.71 |
95.71 |
96.75 |
95.06 |
| S2 |
94.41 |
94.41 |
96.47 |
|
| S3 |
91.41 |
92.71 |
96.20 |
|
| S4 |
88.41 |
89.71 |
95.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.10 |
96.10 |
3.00 |
3.1% |
2.05 |
2.1% |
31% |
False |
False |
34,282 |
| 10 |
107.12 |
96.10 |
11.02 |
11.4% |
2.21 |
2.3% |
8% |
False |
False |
32,591 |
| 20 |
107.12 |
96.10 |
11.02 |
11.4% |
1.87 |
1.9% |
8% |
False |
False |
28,992 |
| 40 |
109.84 |
96.10 |
13.74 |
14.2% |
1.85 |
1.9% |
7% |
False |
False |
25,035 |
| 60 |
110.87 |
96.10 |
14.77 |
15.2% |
1.81 |
1.9% |
6% |
False |
False |
23,503 |
| 80 |
110.87 |
96.10 |
14.77 |
15.2% |
1.71 |
1.8% |
6% |
False |
False |
20,638 |
| 100 |
110.87 |
93.44 |
17.43 |
18.0% |
1.64 |
1.7% |
21% |
False |
False |
17,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.44 |
|
2.618 |
101.97 |
|
1.618 |
100.46 |
|
1.000 |
99.53 |
|
0.618 |
98.95 |
|
HIGH |
98.02 |
|
0.618 |
97.44 |
|
0.500 |
97.27 |
|
0.382 |
97.09 |
|
LOW |
96.51 |
|
0.618 |
95.58 |
|
1.000 |
95.00 |
|
1.618 |
94.07 |
|
2.618 |
92.56 |
|
4.250 |
90.09 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.27 |
97.30 |
| PP |
97.18 |
97.21 |
| S1 |
97.10 |
97.11 |
|