NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.47 |
88.29 |
-3.18 |
-3.5% |
92.12 |
| High |
91.50 |
88.90 |
-2.60 |
-2.8% |
93.88 |
| Low |
87.90 |
86.50 |
-1.40 |
-1.6% |
89.90 |
| Close |
88.45 |
87.17 |
-1.28 |
-1.4% |
91.44 |
| Range |
3.60 |
2.40 |
-1.20 |
-33.3% |
3.98 |
| ATR |
2.07 |
2.09 |
0.02 |
1.1% |
0.00 |
| Volume |
27,485 |
31,219 |
3,734 |
13.6% |
116,770 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.72 |
93.35 |
88.49 |
|
| R3 |
92.32 |
90.95 |
87.83 |
|
| R2 |
89.92 |
89.92 |
87.61 |
|
| R1 |
88.55 |
88.55 |
87.39 |
88.04 |
| PP |
87.52 |
87.52 |
87.52 |
87.27 |
| S1 |
86.15 |
86.15 |
86.95 |
85.64 |
| S2 |
85.12 |
85.12 |
86.73 |
|
| S3 |
82.72 |
83.75 |
86.51 |
|
| S4 |
80.32 |
81.35 |
85.85 |
|
|
| 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 |
86.50 |
6.28 |
7.2% |
2.11 |
2.4% |
11% |
False |
True |
25,195 |
| 10 |
94.78 |
86.50 |
8.28 |
9.5% |
2.07 |
2.4% |
8% |
False |
True |
25,506 |
| 20 |
106.10 |
86.50 |
19.60 |
22.5% |
2.27 |
2.6% |
3% |
False |
True |
29,439 |
| 40 |
107.12 |
86.50 |
20.62 |
23.7% |
1.94 |
2.2% |
3% |
False |
True |
27,915 |
| 60 |
109.84 |
86.50 |
23.34 |
26.8% |
1.88 |
2.2% |
3% |
False |
True |
24,790 |
| 80 |
110.87 |
86.50 |
24.37 |
28.0% |
1.81 |
2.1% |
3% |
False |
True |
23,162 |
| 100 |
110.87 |
86.50 |
24.37 |
28.0% |
1.77 |
2.0% |
3% |
False |
True |
20,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.10 |
|
2.618 |
95.18 |
|
1.618 |
92.78 |
|
1.000 |
91.30 |
|
0.618 |
90.38 |
|
HIGH |
88.90 |
|
0.618 |
87.98 |
|
0.500 |
87.70 |
|
0.382 |
87.42 |
|
LOW |
86.50 |
|
0.618 |
85.02 |
|
1.000 |
84.10 |
|
1.618 |
82.62 |
|
2.618 |
80.22 |
|
4.250 |
76.30 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.70 |
89.64 |
| PP |
87.52 |
88.82 |
| S1 |
87.35 |
87.99 |
|