NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
96.54 |
-0.78 |
-0.8% |
99.06 |
| High |
98.02 |
96.70 |
-1.32 |
-1.3% |
99.10 |
| Low |
96.51 |
94.70 |
-1.81 |
-1.9% |
96.10 |
| Close |
97.02 |
95.67 |
-1.35 |
-1.4% |
97.02 |
| Range |
1.51 |
2.00 |
0.49 |
32.5% |
3.00 |
| ATR |
1.98 |
2.00 |
0.02 |
1.2% |
0.00 |
| Volume |
27,620 |
27,221 |
-399 |
-1.4% |
171,414 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.69 |
100.68 |
96.77 |
|
| R3 |
99.69 |
98.68 |
96.22 |
|
| R2 |
97.69 |
97.69 |
96.04 |
|
| R1 |
96.68 |
96.68 |
95.85 |
96.19 |
| PP |
95.69 |
95.69 |
95.69 |
95.44 |
| S1 |
94.68 |
94.68 |
95.49 |
94.19 |
| S2 |
93.69 |
93.69 |
95.30 |
|
| S3 |
91.69 |
92.68 |
95.12 |
|
| S4 |
89.69 |
90.68 |
94.57 |
|
|
| 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 |
98.97 |
94.70 |
4.27 |
4.5% |
1.90 |
2.0% |
23% |
False |
True |
30,853 |
| 10 |
107.12 |
94.70 |
12.42 |
13.0% |
2.31 |
2.4% |
8% |
False |
True |
33,929 |
| 20 |
107.12 |
94.70 |
12.42 |
13.0% |
1.90 |
2.0% |
8% |
False |
True |
29,136 |
| 40 |
109.84 |
94.70 |
15.14 |
15.8% |
1.86 |
1.9% |
6% |
False |
True |
25,093 |
| 60 |
110.87 |
94.70 |
16.17 |
16.9% |
1.83 |
1.9% |
6% |
False |
True |
23,622 |
| 80 |
110.87 |
94.70 |
16.17 |
16.9% |
1.72 |
1.8% |
6% |
False |
True |
20,846 |
| 100 |
110.87 |
94.70 |
16.17 |
16.9% |
1.65 |
1.7% |
6% |
False |
True |
17,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.20 |
|
2.618 |
101.94 |
|
1.618 |
99.94 |
|
1.000 |
98.70 |
|
0.618 |
97.94 |
|
HIGH |
96.70 |
|
0.618 |
95.94 |
|
0.500 |
95.70 |
|
0.382 |
95.46 |
|
LOW |
94.70 |
|
0.618 |
93.46 |
|
1.000 |
92.70 |
|
1.618 |
91.46 |
|
2.618 |
89.46 |
|
4.250 |
86.20 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.70 |
96.60 |
| PP |
95.69 |
96.29 |
| S1 |
95.68 |
95.98 |
|