NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.12 |
93.80 |
1.68 |
1.8% |
96.54 |
| High |
93.88 |
93.80 |
-0.08 |
-0.1% |
96.70 |
| Low |
91.76 |
91.82 |
0.06 |
0.1% |
91.80 |
| Close |
93.40 |
92.43 |
-0.97 |
-1.0% |
92.34 |
| Range |
2.12 |
1.98 |
-0.14 |
-6.6% |
4.90 |
| ATR |
2.03 |
2.02 |
0.00 |
-0.2% |
0.00 |
| Volume |
29,731 |
12,105 |
-17,626 |
-59.3% |
145,280 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.62 |
97.51 |
93.52 |
|
| R3 |
96.64 |
95.53 |
92.97 |
|
| R2 |
94.66 |
94.66 |
92.79 |
|
| R1 |
93.55 |
93.55 |
92.61 |
93.12 |
| PP |
92.68 |
92.68 |
92.68 |
92.47 |
| S1 |
91.57 |
91.57 |
92.25 |
91.14 |
| S2 |
90.70 |
90.70 |
92.07 |
|
| S3 |
88.72 |
89.59 |
91.89 |
|
| S4 |
86.74 |
87.61 |
91.34 |
|
|
| 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 |
95.10 |
91.76 |
3.34 |
3.6% |
2.02 |
2.2% |
20% |
False |
False |
27,564 |
| 10 |
98.50 |
91.76 |
6.74 |
7.3% |
1.94 |
2.1% |
10% |
False |
False |
28,001 |
| 20 |
107.12 |
91.76 |
15.36 |
16.6% |
2.00 |
2.2% |
4% |
False |
False |
28,596 |
| 40 |
109.01 |
91.76 |
17.25 |
18.7% |
1.91 |
2.1% |
4% |
False |
False |
26,449 |
| 60 |
110.87 |
91.76 |
19.11 |
20.7% |
1.89 |
2.1% |
4% |
False |
False |
23,888 |
| 80 |
110.87 |
91.76 |
19.11 |
20.7% |
1.77 |
1.9% |
4% |
False |
False |
22,131 |
| 100 |
110.87 |
91.76 |
19.11 |
20.7% |
1.72 |
1.9% |
4% |
False |
False |
19,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.22 |
|
2.618 |
98.98 |
|
1.618 |
97.00 |
|
1.000 |
95.78 |
|
0.618 |
95.02 |
|
HIGH |
93.80 |
|
0.618 |
93.04 |
|
0.500 |
92.81 |
|
0.382 |
92.58 |
|
LOW |
91.82 |
|
0.618 |
90.60 |
|
1.000 |
89.84 |
|
1.618 |
88.62 |
|
2.618 |
86.64 |
|
4.250 |
83.41 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.81 |
92.82 |
| PP |
92.68 |
92.69 |
| S1 |
92.56 |
92.56 |
|