NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.54 |
92.12 |
-1.42 |
-1.5% |
96.54 |
| High |
93.69 |
93.88 |
0.19 |
0.2% |
96.70 |
| Low |
91.80 |
91.76 |
-0.04 |
0.0% |
91.80 |
| Close |
92.34 |
93.40 |
1.06 |
1.1% |
92.34 |
| Range |
1.89 |
2.12 |
0.23 |
12.2% |
4.90 |
| ATR |
2.02 |
2.03 |
0.01 |
0.4% |
0.00 |
| Volume |
30,138 |
29,731 |
-407 |
-1.4% |
145,280 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.37 |
98.51 |
94.57 |
|
| R3 |
97.25 |
96.39 |
93.98 |
|
| R2 |
95.13 |
95.13 |
93.79 |
|
| R1 |
94.27 |
94.27 |
93.59 |
94.70 |
| PP |
93.01 |
93.01 |
93.01 |
93.23 |
| S1 |
92.15 |
92.15 |
93.21 |
92.58 |
| S2 |
90.89 |
90.89 |
93.01 |
|
| S3 |
88.77 |
90.03 |
92.82 |
|
| S4 |
86.65 |
87.91 |
92.23 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
105.23 |
95.04 |
|
| R3 |
103.41 |
100.33 |
93.69 |
|
| R2 |
98.51 |
98.51 |
93.24 |
|
| R1 |
95.43 |
95.43 |
92.79 |
94.52 |
| PP |
93.61 |
93.61 |
93.61 |
93.16 |
| S1 |
90.53 |
90.53 |
91.89 |
89.62 |
| S2 |
88.71 |
88.71 |
91.44 |
|
| S3 |
83.81 |
85.63 |
90.99 |
|
| S4 |
78.91 |
80.73 |
89.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.35 |
91.76 |
4.59 |
4.9% |
2.09 |
2.2% |
36% |
False |
True |
29,558 |
| 10 |
98.97 |
91.76 |
7.21 |
7.7% |
1.99 |
2.1% |
23% |
False |
True |
30,205 |
| 20 |
107.12 |
91.76 |
15.36 |
16.4% |
1.96 |
2.1% |
11% |
False |
True |
28,989 |
| 40 |
109.01 |
91.76 |
17.25 |
18.5% |
1.89 |
2.0% |
10% |
False |
True |
26,590 |
| 60 |
110.87 |
91.76 |
19.11 |
20.5% |
1.89 |
2.0% |
9% |
False |
True |
24,348 |
| 80 |
110.87 |
91.76 |
19.11 |
20.5% |
1.76 |
1.9% |
9% |
False |
True |
22,079 |
| 100 |
110.87 |
91.76 |
19.11 |
20.5% |
1.71 |
1.8% |
9% |
False |
True |
19,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.89 |
|
2.618 |
99.43 |
|
1.618 |
97.31 |
|
1.000 |
96.00 |
|
0.618 |
95.19 |
|
HIGH |
93.88 |
|
0.618 |
93.07 |
|
0.500 |
92.82 |
|
0.382 |
92.57 |
|
LOW |
91.76 |
|
0.618 |
90.45 |
|
1.000 |
89.64 |
|
1.618 |
88.33 |
|
2.618 |
86.21 |
|
4.250 |
82.75 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.21 |
93.36 |
| PP |
93.01 |
93.31 |
| S1 |
92.82 |
93.27 |
|