NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
95.30 |
94.50 |
-0.80 |
-0.8% |
97.70 |
| High |
96.58 |
95.35 |
-1.23 |
-1.3% |
99.24 |
| Low |
94.30 |
93.16 |
-1.14 |
-1.2% |
96.43 |
| Close |
95.19 |
94.04 |
-1.15 |
-1.2% |
97.27 |
| Range |
2.28 |
2.19 |
-0.09 |
-3.9% |
2.81 |
| ATR |
1.91 |
1.93 |
0.02 |
1.1% |
0.00 |
| Volume |
14,557 |
13,408 |
-1,149 |
-7.9% |
92,059 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.75 |
99.59 |
95.24 |
|
| R3 |
98.56 |
97.40 |
94.64 |
|
| R2 |
96.37 |
96.37 |
94.44 |
|
| R1 |
95.21 |
95.21 |
94.24 |
94.70 |
| PP |
94.18 |
94.18 |
94.18 |
93.93 |
| S1 |
93.02 |
93.02 |
93.84 |
92.51 |
| S2 |
91.99 |
91.99 |
93.64 |
|
| S3 |
89.80 |
90.83 |
93.44 |
|
| S4 |
87.61 |
88.64 |
92.84 |
|
|
| 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 |
93.16 |
5.48 |
5.8% |
1.79 |
1.9% |
16% |
False |
True |
16,550 |
| 10 |
106.00 |
93.16 |
12.84 |
13.7% |
2.34 |
2.5% |
7% |
False |
True |
16,991 |
| 20 |
107.12 |
93.16 |
13.96 |
14.8% |
1.77 |
1.9% |
6% |
False |
True |
13,071 |
| 40 |
109.50 |
93.16 |
16.34 |
17.4% |
1.75 |
1.9% |
5% |
False |
True |
11,346 |
| 60 |
110.65 |
93.16 |
17.49 |
18.6% |
1.70 |
1.8% |
5% |
False |
True |
11,193 |
| 80 |
110.65 |
93.16 |
17.49 |
18.6% |
1.51 |
1.6% |
5% |
False |
True |
9,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.66 |
|
2.618 |
101.08 |
|
1.618 |
98.89 |
|
1.000 |
97.54 |
|
0.618 |
96.70 |
|
HIGH |
95.35 |
|
0.618 |
94.51 |
|
0.500 |
94.26 |
|
0.382 |
94.00 |
|
LOW |
93.16 |
|
0.618 |
91.81 |
|
1.000 |
90.97 |
|
1.618 |
89.62 |
|
2.618 |
87.43 |
|
4.250 |
83.85 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.26 |
94.88 |
| PP |
94.18 |
94.60 |
| S1 |
94.11 |
94.32 |
|