NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.11 |
91.70 |
0.59 |
0.6% |
92.00 |
| High |
92.29 |
92.10 |
-0.19 |
-0.2% |
94.10 |
| Low |
90.86 |
91.20 |
0.34 |
0.4% |
90.30 |
| Close |
91.46 |
91.68 |
0.22 |
0.2% |
91.68 |
| Range |
1.43 |
0.90 |
-0.53 |
-37.1% |
3.80 |
| ATR |
1.92 |
1.84 |
-0.07 |
-3.8% |
0.00 |
| Volume |
15,079 |
9,201 |
-5,878 |
-39.0% |
61,313 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.36 |
93.92 |
92.18 |
|
| R3 |
93.46 |
93.02 |
91.93 |
|
| R2 |
92.56 |
92.56 |
91.85 |
|
| R1 |
92.12 |
92.12 |
91.76 |
91.89 |
| PP |
91.66 |
91.66 |
91.66 |
91.55 |
| S1 |
91.22 |
91.22 |
91.60 |
90.99 |
| S2 |
90.76 |
90.76 |
91.52 |
|
| S3 |
89.86 |
90.32 |
91.43 |
|
| S4 |
88.96 |
89.42 |
91.19 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.43 |
101.35 |
93.77 |
|
| R3 |
99.63 |
97.55 |
92.73 |
|
| R2 |
95.83 |
95.83 |
92.38 |
|
| R1 |
93.75 |
93.75 |
92.03 |
92.89 |
| PP |
92.03 |
92.03 |
92.03 |
91.60 |
| S1 |
89.95 |
89.95 |
91.33 |
89.09 |
| S2 |
88.23 |
88.23 |
90.98 |
|
| S3 |
84.43 |
86.15 |
90.64 |
|
| S4 |
80.63 |
82.35 |
89.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.10 |
90.30 |
3.80 |
4.1% |
1.72 |
1.9% |
36% |
False |
False |
12,262 |
| 10 |
96.60 |
90.30 |
6.30 |
6.9% |
1.81 |
2.0% |
22% |
False |
False |
13,914 |
| 20 |
107.12 |
90.30 |
16.82 |
18.3% |
1.94 |
2.1% |
8% |
False |
False |
14,643 |
| 40 |
107.38 |
90.30 |
17.08 |
18.6% |
1.73 |
1.9% |
8% |
False |
False |
12,489 |
| 60 |
109.80 |
90.30 |
19.50 |
21.3% |
1.70 |
1.9% |
7% |
False |
False |
11,377 |
| 80 |
110.65 |
90.30 |
20.35 |
22.2% |
1.58 |
1.7% |
7% |
False |
False |
10,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.93 |
|
2.618 |
94.46 |
|
1.618 |
93.56 |
|
1.000 |
93.00 |
|
0.618 |
92.66 |
|
HIGH |
92.10 |
|
0.618 |
91.76 |
|
0.500 |
91.65 |
|
0.382 |
91.54 |
|
LOW |
91.20 |
|
0.618 |
90.64 |
|
1.000 |
90.30 |
|
1.618 |
89.74 |
|
2.618 |
88.84 |
|
4.250 |
87.38 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.67 |
91.60 |
| PP |
91.66 |
91.51 |
| S1 |
91.65 |
91.43 |
|