NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.61 |
88.51 |
-3.10 |
-3.4% |
92.00 |
| High |
91.61 |
89.14 |
-2.47 |
-2.7% |
94.10 |
| Low |
88.24 |
86.83 |
-1.41 |
-1.6% |
90.30 |
| Close |
88.71 |
87.45 |
-1.26 |
-1.4% |
91.68 |
| Range |
3.37 |
2.31 |
-1.06 |
-31.5% |
3.80 |
| ATR |
1.96 |
1.98 |
0.03 |
1.3% |
0.00 |
| Volume |
14,902 |
12,738 |
-2,164 |
-14.5% |
61,313 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.74 |
93.40 |
88.72 |
|
| R3 |
92.43 |
91.09 |
88.09 |
|
| R2 |
90.12 |
90.12 |
87.87 |
|
| R1 |
88.78 |
88.78 |
87.66 |
88.30 |
| PP |
87.81 |
87.81 |
87.81 |
87.56 |
| S1 |
86.47 |
86.47 |
87.24 |
85.99 |
| S2 |
85.50 |
85.50 |
87.03 |
|
| S3 |
83.19 |
84.16 |
86.81 |
|
| S4 |
80.88 |
81.85 |
86.18 |
|
|
| 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 |
93.02 |
86.83 |
6.19 |
7.1% |
1.98 |
2.3% |
10% |
False |
True |
11,763 |
| 10 |
94.95 |
86.83 |
8.12 |
9.3% |
1.96 |
2.2% |
8% |
False |
True |
12,772 |
| 20 |
106.00 |
86.83 |
19.17 |
21.9% |
2.15 |
2.5% |
3% |
False |
True |
14,881 |
| 40 |
107.12 |
86.83 |
20.29 |
23.2% |
1.78 |
2.0% |
3% |
False |
True |
12,714 |
| 60 |
109.80 |
86.83 |
22.97 |
26.3% |
1.73 |
2.0% |
3% |
False |
True |
11,567 |
| 80 |
110.65 |
86.83 |
23.82 |
27.2% |
1.64 |
1.9% |
3% |
False |
True |
10,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.96 |
|
2.618 |
95.19 |
|
1.618 |
92.88 |
|
1.000 |
91.45 |
|
0.618 |
90.57 |
|
HIGH |
89.14 |
|
0.618 |
88.26 |
|
0.500 |
87.99 |
|
0.382 |
87.71 |
|
LOW |
86.83 |
|
0.618 |
85.40 |
|
1.000 |
84.52 |
|
1.618 |
83.09 |
|
2.618 |
80.78 |
|
4.250 |
77.01 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.99 |
89.93 |
| PP |
87.81 |
89.10 |
| S1 |
87.63 |
88.28 |
|