NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.98 |
94.35 |
-0.63 |
-0.7% |
99.06 |
| High |
96.35 |
95.10 |
-1.25 |
-1.3% |
99.10 |
| Low |
94.01 |
92.80 |
-1.21 |
-1.3% |
96.10 |
| Close |
94.93 |
93.78 |
-1.15 |
-1.2% |
97.02 |
| Range |
2.34 |
2.30 |
-0.04 |
-1.7% |
3.00 |
| ATR |
2.03 |
2.05 |
0.02 |
1.0% |
0.00 |
| Volume |
22,074 |
33,275 |
11,201 |
50.7% |
171,414 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.79 |
99.59 |
95.05 |
|
| R3 |
98.49 |
97.29 |
94.41 |
|
| R2 |
96.19 |
96.19 |
94.20 |
|
| R1 |
94.99 |
94.99 |
93.99 |
94.44 |
| PP |
93.89 |
93.89 |
93.89 |
93.62 |
| S1 |
92.69 |
92.69 |
93.57 |
92.14 |
| S2 |
91.59 |
91.59 |
93.36 |
|
| S3 |
89.29 |
90.39 |
93.15 |
|
| S4 |
86.99 |
88.09 |
92.52 |
|
|
| 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 |
98.50 |
92.80 |
5.70 |
6.1% |
1.94 |
2.1% |
17% |
False |
True |
28,864 |
| 10 |
106.10 |
92.80 |
13.30 |
14.2% |
2.47 |
2.6% |
7% |
False |
True |
33,371 |
| 20 |
107.12 |
92.80 |
14.32 |
15.3% |
1.91 |
2.0% |
7% |
False |
True |
28,099 |
| 40 |
109.41 |
92.80 |
16.61 |
17.7% |
1.89 |
2.0% |
6% |
False |
True |
25,533 |
| 60 |
110.87 |
92.80 |
18.07 |
19.3% |
1.87 |
2.0% |
5% |
False |
True |
23,911 |
| 80 |
110.87 |
92.80 |
18.07 |
19.3% |
1.74 |
1.9% |
5% |
False |
True |
21,180 |
| 100 |
110.87 |
92.80 |
18.07 |
19.3% |
1.67 |
1.8% |
5% |
False |
True |
18,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.88 |
|
2.618 |
101.12 |
|
1.618 |
98.82 |
|
1.000 |
97.40 |
|
0.618 |
96.52 |
|
HIGH |
95.10 |
|
0.618 |
94.22 |
|
0.500 |
93.95 |
|
0.382 |
93.68 |
|
LOW |
92.80 |
|
0.618 |
91.38 |
|
1.000 |
90.50 |
|
1.618 |
89.08 |
|
2.618 |
86.78 |
|
4.250 |
83.03 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.95 |
94.75 |
| PP |
93.89 |
94.43 |
| S1 |
93.84 |
94.10 |
|