NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.59 |
91.47 |
-0.12 |
-0.1% |
92.12 |
| High |
92.78 |
91.50 |
-1.28 |
-1.4% |
93.88 |
| Low |
90.89 |
87.90 |
-2.99 |
-3.3% |
89.90 |
| Close |
91.42 |
88.45 |
-2.97 |
-3.2% |
91.44 |
| Range |
1.89 |
3.60 |
1.71 |
90.5% |
3.98 |
| ATR |
1.95 |
2.07 |
0.12 |
6.0% |
0.00 |
| Volume |
16,877 |
27,485 |
10,608 |
62.9% |
116,770 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
97.87 |
90.43 |
|
| R3 |
96.48 |
94.27 |
89.44 |
|
| R2 |
92.88 |
92.88 |
89.11 |
|
| R1 |
90.67 |
90.67 |
88.78 |
89.98 |
| PP |
89.28 |
89.28 |
89.28 |
88.94 |
| S1 |
87.07 |
87.07 |
88.12 |
86.38 |
| S2 |
85.68 |
85.68 |
87.79 |
|
| S3 |
82.08 |
83.47 |
87.46 |
|
| S4 |
78.48 |
79.87 |
86.47 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.68 |
101.54 |
93.63 |
|
| R3 |
99.70 |
97.56 |
92.53 |
|
| R2 |
95.72 |
95.72 |
92.17 |
|
| R1 |
93.58 |
93.58 |
91.80 |
92.66 |
| PP |
91.74 |
91.74 |
91.74 |
91.28 |
| S1 |
89.60 |
89.60 |
91.08 |
88.68 |
| S2 |
87.76 |
87.76 |
90.71 |
|
| S3 |
83.78 |
85.62 |
90.35 |
|
| S4 |
79.80 |
81.64 |
89.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.78 |
87.90 |
4.88 |
5.5% |
2.10 |
2.4% |
11% |
False |
True |
23,859 |
| 10 |
95.10 |
87.90 |
7.20 |
8.1% |
2.06 |
2.3% |
8% |
False |
True |
25,711 |
| 20 |
106.73 |
87.90 |
18.83 |
21.3% |
2.21 |
2.5% |
3% |
False |
True |
29,816 |
| 40 |
107.12 |
87.90 |
19.22 |
21.7% |
1.91 |
2.2% |
3% |
False |
True |
27,673 |
| 60 |
109.84 |
87.90 |
21.94 |
24.8% |
1.88 |
2.1% |
3% |
False |
True |
24,427 |
| 80 |
110.87 |
87.90 |
22.97 |
26.0% |
1.80 |
2.0% |
2% |
False |
True |
22,928 |
| 100 |
110.87 |
87.90 |
22.97 |
26.0% |
1.76 |
2.0% |
2% |
False |
True |
20,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.80 |
|
2.618 |
100.92 |
|
1.618 |
97.32 |
|
1.000 |
95.10 |
|
0.618 |
93.72 |
|
HIGH |
91.50 |
|
0.618 |
90.12 |
|
0.500 |
89.70 |
|
0.382 |
89.28 |
|
LOW |
87.90 |
|
0.618 |
85.68 |
|
1.000 |
84.30 |
|
1.618 |
82.08 |
|
2.618 |
78.48 |
|
4.250 |
72.60 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.70 |
90.34 |
| PP |
89.28 |
89.71 |
| S1 |
88.87 |
89.08 |
|