NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.67 |
96.78 |
-0.89 |
-0.9% |
97.75 |
| High |
98.26 |
96.84 |
-1.42 |
-1.4% |
99.31 |
| Low |
97.01 |
95.19 |
-1.82 |
-1.9% |
96.73 |
| Close |
97.45 |
96.11 |
-1.34 |
-1.4% |
97.45 |
| Range |
1.25 |
1.65 |
0.40 |
32.0% |
2.58 |
| ATR |
1.71 |
1.75 |
0.04 |
2.3% |
0.00 |
| Volume |
8,574 |
9,385 |
811 |
9.5% |
60,863 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.00 |
100.20 |
97.02 |
|
| R3 |
99.35 |
98.55 |
96.56 |
|
| R2 |
97.70 |
97.70 |
96.41 |
|
| R1 |
96.90 |
96.90 |
96.26 |
96.48 |
| PP |
96.05 |
96.05 |
96.05 |
95.83 |
| S1 |
95.25 |
95.25 |
95.96 |
94.83 |
| S2 |
94.40 |
94.40 |
95.81 |
|
| S3 |
92.75 |
93.60 |
95.66 |
|
| S4 |
91.10 |
91.95 |
95.20 |
|
|
| 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 |
98.98 |
95.19 |
3.79 |
3.9% |
1.54 |
1.6% |
24% |
False |
True |
10,435 |
| 10 |
107.15 |
95.19 |
11.96 |
12.4% |
1.89 |
2.0% |
8% |
False |
True |
11,036 |
| 20 |
107.15 |
95.19 |
11.96 |
12.4% |
1.51 |
1.6% |
8% |
False |
True |
9,603 |
| 40 |
109.80 |
95.19 |
14.61 |
15.2% |
1.54 |
1.6% |
6% |
False |
True |
8,117 |
| 60 |
110.08 |
95.19 |
14.89 |
15.5% |
1.43 |
1.5% |
6% |
False |
True |
8,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.85 |
|
2.618 |
101.16 |
|
1.618 |
99.51 |
|
1.000 |
98.49 |
|
0.618 |
97.86 |
|
HIGH |
96.84 |
|
0.618 |
96.21 |
|
0.500 |
96.02 |
|
0.382 |
95.82 |
|
LOW |
95.19 |
|
0.618 |
94.17 |
|
1.000 |
93.54 |
|
1.618 |
92.52 |
|
2.618 |
90.87 |
|
4.250 |
88.18 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.08 |
97.02 |
| PP |
96.05 |
96.72 |
| S1 |
96.02 |
96.41 |
|