NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.59 |
95.30 |
-1.29 |
-1.3% |
97.70 |
| High |
96.60 |
96.58 |
-0.02 |
0.0% |
99.24 |
| Low |
94.97 |
94.30 |
-0.67 |
-0.7% |
96.43 |
| Close |
95.92 |
95.19 |
-0.73 |
-0.8% |
97.27 |
| Range |
1.63 |
2.28 |
0.65 |
39.9% |
2.81 |
| ATR |
1.88 |
1.91 |
0.03 |
1.5% |
0.00 |
| Volume |
17,996 |
14,557 |
-3,439 |
-19.1% |
92,059 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.20 |
100.97 |
96.44 |
|
| R3 |
99.92 |
98.69 |
95.82 |
|
| R2 |
97.64 |
97.64 |
95.61 |
|
| R1 |
96.41 |
96.41 |
95.40 |
95.89 |
| PP |
95.36 |
95.36 |
95.36 |
95.09 |
| S1 |
94.13 |
94.13 |
94.98 |
93.61 |
| S2 |
93.08 |
93.08 |
94.77 |
|
| S3 |
90.80 |
91.85 |
94.56 |
|
| S4 |
88.52 |
89.57 |
93.94 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.08 |
104.48 |
98.82 |
|
| R3 |
103.27 |
101.67 |
98.04 |
|
| R2 |
100.46 |
100.46 |
97.79 |
|
| R1 |
98.86 |
98.86 |
97.53 |
98.26 |
| PP |
97.65 |
97.65 |
97.65 |
97.34 |
| S1 |
96.05 |
96.05 |
97.01 |
95.45 |
| S2 |
94.84 |
94.84 |
96.75 |
|
| S3 |
92.03 |
93.24 |
96.50 |
|
| S4 |
89.22 |
90.43 |
95.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.64 |
94.30 |
4.34 |
4.6% |
1.73 |
1.8% |
21% |
False |
True |
16,950 |
| 10 |
106.72 |
94.30 |
12.42 |
13.0% |
2.22 |
2.3% |
7% |
False |
True |
17,355 |
| 20 |
107.12 |
94.30 |
12.82 |
13.5% |
1.74 |
1.8% |
7% |
False |
True |
13,087 |
| 40 |
109.50 |
94.30 |
15.20 |
16.0% |
1.74 |
1.8% |
6% |
False |
True |
11,203 |
| 60 |
110.65 |
94.30 |
16.35 |
17.2% |
1.69 |
1.8% |
5% |
False |
True |
11,107 |
| 80 |
110.65 |
94.30 |
16.35 |
17.2% |
1.48 |
1.6% |
5% |
False |
True |
9,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.27 |
|
2.618 |
102.55 |
|
1.618 |
100.27 |
|
1.000 |
98.86 |
|
0.618 |
97.99 |
|
HIGH |
96.58 |
|
0.618 |
95.71 |
|
0.500 |
95.44 |
|
0.382 |
95.17 |
|
LOW |
94.30 |
|
0.618 |
92.89 |
|
1.000 |
92.02 |
|
1.618 |
90.61 |
|
2.618 |
88.33 |
|
4.250 |
84.61 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.44 |
96.26 |
| PP |
95.36 |
95.90 |
| S1 |
95.27 |
95.55 |
|