NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.70 |
98.85 |
1.15 |
1.2% |
105.78 |
| High |
99.24 |
98.97 |
-0.27 |
-0.3% |
107.12 |
| Low |
96.50 |
96.75 |
0.25 |
0.3% |
98.65 |
| Close |
99.02 |
98.14 |
-0.88 |
-0.9% |
99.53 |
| Range |
2.74 |
2.22 |
-0.52 |
-19.0% |
8.47 |
| ATR |
1.89 |
1.92 |
0.03 |
1.4% |
0.00 |
| Volume |
22,175 |
17,685 |
-4,490 |
-20.2% |
61,664 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
103.60 |
99.36 |
|
| R3 |
102.39 |
101.38 |
98.75 |
|
| R2 |
100.17 |
100.17 |
98.55 |
|
| R1 |
99.16 |
99.16 |
98.34 |
98.56 |
| PP |
97.95 |
97.95 |
97.95 |
97.65 |
| S1 |
96.94 |
96.94 |
97.94 |
96.34 |
| S2 |
95.73 |
95.73 |
97.73 |
|
| S3 |
93.51 |
94.72 |
97.53 |
|
| S4 |
91.29 |
92.50 |
96.92 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.18 |
121.82 |
104.19 |
|
| R3 |
118.71 |
113.35 |
101.86 |
|
| R2 |
110.24 |
110.24 |
101.08 |
|
| R1 |
104.88 |
104.88 |
100.31 |
103.33 |
| PP |
101.77 |
101.77 |
101.77 |
100.99 |
| S1 |
96.41 |
96.41 |
98.75 |
94.86 |
| S2 |
93.30 |
93.30 |
97.98 |
|
| S3 |
84.83 |
87.94 |
97.20 |
|
| S4 |
76.36 |
79.47 |
94.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.72 |
96.50 |
10.22 |
10.4% |
2.71 |
2.8% |
16% |
False |
False |
17,760 |
| 10 |
107.12 |
96.50 |
10.62 |
10.8% |
1.92 |
2.0% |
15% |
False |
False |
12,858 |
| 20 |
107.12 |
96.50 |
10.62 |
10.8% |
1.63 |
1.7% |
15% |
False |
False |
12,011 |
| 40 |
109.80 |
96.50 |
13.30 |
13.6% |
1.69 |
1.7% |
12% |
False |
False |
10,491 |
| 60 |
110.65 |
96.50 |
14.15 |
14.4% |
1.62 |
1.7% |
12% |
False |
False |
10,285 |
| 80 |
110.65 |
96.50 |
14.15 |
14.4% |
1.42 |
1.4% |
12% |
False |
False |
9,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.41 |
|
2.618 |
104.78 |
|
1.618 |
102.56 |
|
1.000 |
101.19 |
|
0.618 |
100.34 |
|
HIGH |
98.97 |
|
0.618 |
98.12 |
|
0.500 |
97.86 |
|
0.382 |
97.60 |
|
LOW |
96.75 |
|
0.618 |
95.38 |
|
1.000 |
94.53 |
|
1.618 |
93.16 |
|
2.618 |
90.94 |
|
4.250 |
87.32 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.05 |
100.07 |
| PP |
97.95 |
99.42 |
| S1 |
97.86 |
98.78 |
|