NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
93.70 |
-0.40 |
-0.4% |
96.59 |
| High |
94.95 |
93.90 |
-1.05 |
-1.1% |
96.60 |
| Low |
93.29 |
92.13 |
-1.16 |
-1.2% |
92.13 |
| Close |
93.66 |
92.58 |
-1.08 |
-1.2% |
92.58 |
| Range |
1.66 |
1.77 |
0.11 |
6.6% |
4.47 |
| ATR |
1.91 |
1.90 |
-0.01 |
-0.5% |
0.00 |
| Volume |
15,218 |
16,656 |
1,438 |
9.4% |
77,835 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.18 |
97.15 |
93.55 |
|
| R3 |
96.41 |
95.38 |
93.07 |
|
| R2 |
94.64 |
94.64 |
92.90 |
|
| R1 |
93.61 |
93.61 |
92.74 |
93.24 |
| PP |
92.87 |
92.87 |
92.87 |
92.69 |
| S1 |
91.84 |
91.84 |
92.42 |
91.47 |
| S2 |
91.10 |
91.10 |
92.26 |
|
| S3 |
89.33 |
90.07 |
92.09 |
|
| S4 |
87.56 |
88.30 |
91.61 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.18 |
104.35 |
95.04 |
|
| R3 |
102.71 |
99.88 |
93.81 |
|
| R2 |
98.24 |
98.24 |
93.40 |
|
| R1 |
95.41 |
95.41 |
92.99 |
94.59 |
| PP |
93.77 |
93.77 |
93.77 |
93.36 |
| S1 |
90.94 |
90.94 |
92.17 |
90.12 |
| S2 |
89.30 |
89.30 |
91.76 |
|
| S3 |
84.83 |
86.47 |
91.35 |
|
| S4 |
80.36 |
82.00 |
90.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.60 |
92.13 |
4.47 |
4.8% |
1.91 |
2.1% |
10% |
False |
True |
15,567 |
| 10 |
99.24 |
92.13 |
7.11 |
7.7% |
1.92 |
2.1% |
6% |
False |
True |
16,989 |
| 20 |
107.12 |
92.13 |
14.99 |
16.2% |
1.81 |
2.0% |
3% |
False |
True |
13,608 |
| 40 |
109.50 |
92.13 |
17.37 |
18.8% |
1.76 |
1.9% |
3% |
False |
True |
11,709 |
| 60 |
110.65 |
92.13 |
18.52 |
20.0% |
1.71 |
1.8% |
2% |
False |
True |
11,377 |
| 80 |
110.65 |
92.13 |
18.52 |
20.0% |
1.53 |
1.7% |
2% |
False |
True |
10,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.42 |
|
2.618 |
98.53 |
|
1.618 |
96.76 |
|
1.000 |
95.67 |
|
0.618 |
94.99 |
|
HIGH |
93.90 |
|
0.618 |
93.22 |
|
0.500 |
93.02 |
|
0.382 |
92.81 |
|
LOW |
92.13 |
|
0.618 |
91.04 |
|
1.000 |
90.36 |
|
1.618 |
89.27 |
|
2.618 |
87.50 |
|
4.250 |
84.61 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.02 |
93.74 |
| PP |
92.87 |
93.35 |
| S1 |
92.73 |
92.97 |
|