NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.15 |
97.67 |
-0.48 |
-0.5% |
97.75 |
| High |
98.85 |
98.26 |
-0.59 |
-0.6% |
99.31 |
| Low |
97.53 |
97.01 |
-0.52 |
-0.5% |
96.73 |
| Close |
98.29 |
97.45 |
-0.84 |
-0.9% |
97.45 |
| Range |
1.32 |
1.25 |
-0.07 |
-5.3% |
2.58 |
| ATR |
1.74 |
1.71 |
-0.03 |
-1.9% |
0.00 |
| Volume |
10,130 |
8,574 |
-1,556 |
-15.4% |
60,863 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
100.64 |
98.14 |
|
| R3 |
100.07 |
99.39 |
97.79 |
|
| R2 |
98.82 |
98.82 |
97.68 |
|
| R1 |
98.14 |
98.14 |
97.56 |
97.86 |
| PP |
97.57 |
97.57 |
97.57 |
97.43 |
| S1 |
96.89 |
96.89 |
97.34 |
96.61 |
| S2 |
96.32 |
96.32 |
97.22 |
|
| S3 |
95.07 |
95.64 |
97.11 |
|
| S4 |
93.82 |
94.39 |
96.76 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.57 |
104.09 |
98.87 |
|
| R3 |
102.99 |
101.51 |
98.16 |
|
| R2 |
100.41 |
100.41 |
97.92 |
|
| R1 |
98.93 |
98.93 |
97.69 |
98.38 |
| PP |
97.83 |
97.83 |
97.83 |
97.56 |
| S1 |
96.35 |
96.35 |
97.21 |
95.80 |
| S2 |
95.25 |
95.25 |
96.98 |
|
| S3 |
92.67 |
93.77 |
96.74 |
|
| S4 |
90.09 |
91.19 |
96.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.31 |
96.73 |
2.58 |
2.6% |
1.62 |
1.7% |
28% |
False |
False |
12,172 |
| 10 |
107.15 |
96.73 |
10.42 |
10.7% |
1.81 |
1.9% |
7% |
False |
False |
10,575 |
| 20 |
107.15 |
96.73 |
10.42 |
10.7% |
1.50 |
1.5% |
7% |
False |
False |
9,388 |
| 40 |
109.80 |
96.73 |
13.07 |
13.4% |
1.54 |
1.6% |
6% |
False |
False |
8,168 |
| 60 |
110.08 |
96.73 |
13.35 |
13.7% |
1.42 |
1.5% |
5% |
False |
False |
8,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.57 |
|
2.618 |
101.53 |
|
1.618 |
100.28 |
|
1.000 |
99.51 |
|
0.618 |
99.03 |
|
HIGH |
98.26 |
|
0.618 |
97.78 |
|
0.500 |
97.64 |
|
0.382 |
97.49 |
|
LOW |
97.01 |
|
0.618 |
96.24 |
|
1.000 |
95.76 |
|
1.618 |
94.99 |
|
2.618 |
93.74 |
|
4.250 |
91.70 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.64 |
97.79 |
| PP |
97.57 |
97.68 |
| S1 |
97.51 |
97.56 |
|