NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.70 |
92.00 |
-1.70 |
-1.8% |
96.59 |
| High |
93.90 |
94.10 |
0.20 |
0.2% |
96.60 |
| Low |
92.13 |
92.00 |
-0.13 |
-0.1% |
92.13 |
| Close |
92.58 |
93.63 |
1.05 |
1.1% |
92.58 |
| Range |
1.77 |
2.10 |
0.33 |
18.6% |
4.47 |
| ATR |
1.90 |
1.91 |
0.01 |
0.8% |
0.00 |
| Volume |
16,656 |
16,779 |
123 |
0.7% |
77,835 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.54 |
98.69 |
94.79 |
|
| R3 |
97.44 |
96.59 |
94.21 |
|
| R2 |
95.34 |
95.34 |
94.02 |
|
| R1 |
94.49 |
94.49 |
93.82 |
94.92 |
| PP |
93.24 |
93.24 |
93.24 |
93.46 |
| S1 |
92.39 |
92.39 |
93.44 |
92.82 |
| S2 |
91.14 |
91.14 |
93.25 |
|
| S3 |
89.04 |
90.29 |
93.05 |
|
| S4 |
86.94 |
88.19 |
92.48 |
|
|
| 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 |
96.58 |
92.00 |
4.58 |
4.9% |
2.00 |
2.1% |
36% |
False |
True |
15,323 |
| 10 |
98.97 |
92.00 |
6.97 |
7.4% |
1.86 |
2.0% |
23% |
False |
True |
16,449 |
| 20 |
107.12 |
92.00 |
15.12 |
16.1% |
1.83 |
2.0% |
11% |
False |
True |
14,090 |
| 40 |
109.15 |
92.00 |
17.15 |
18.3% |
1.74 |
1.9% |
10% |
False |
True |
11,886 |
| 60 |
110.65 |
92.00 |
18.65 |
19.9% |
1.72 |
1.8% |
9% |
False |
True |
11,444 |
| 80 |
110.65 |
92.00 |
18.65 |
19.9% |
1.54 |
1.6% |
9% |
False |
True |
10,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.03 |
|
2.618 |
99.60 |
|
1.618 |
97.50 |
|
1.000 |
96.20 |
|
0.618 |
95.40 |
|
HIGH |
94.10 |
|
0.618 |
93.30 |
|
0.500 |
93.05 |
|
0.382 |
92.80 |
|
LOW |
92.00 |
|
0.618 |
90.70 |
|
1.000 |
89.90 |
|
1.618 |
88.60 |
|
2.618 |
86.50 |
|
4.250 |
83.08 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.44 |
93.58 |
| PP |
93.24 |
93.53 |
| S1 |
93.05 |
93.48 |
|