NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.78 |
95.63 |
-1.15 |
-1.2% |
97.75 |
| High |
96.84 |
96.74 |
-0.10 |
-0.1% |
99.31 |
| Low |
95.19 |
94.52 |
-0.67 |
-0.7% |
96.73 |
| Close |
96.11 |
95.39 |
-0.72 |
-0.7% |
97.45 |
| Range |
1.65 |
2.22 |
0.57 |
34.5% |
2.58 |
| ATR |
1.75 |
1.78 |
0.03 |
1.9% |
0.00 |
| Volume |
9,385 |
7,333 |
-2,052 |
-21.9% |
60,863 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.21 |
101.02 |
96.61 |
|
| R3 |
99.99 |
98.80 |
96.00 |
|
| R2 |
97.77 |
97.77 |
95.80 |
|
| R1 |
96.58 |
96.58 |
95.59 |
96.07 |
| PP |
95.55 |
95.55 |
95.55 |
95.29 |
| S1 |
94.36 |
94.36 |
95.19 |
93.85 |
| S2 |
93.33 |
93.33 |
94.98 |
|
| S3 |
91.11 |
92.14 |
94.78 |
|
| S4 |
88.89 |
89.92 |
94.17 |
|
|
| 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 |
98.85 |
94.52 |
4.33 |
4.5% |
1.60 |
1.7% |
20% |
False |
True |
9,672 |
| 10 |
106.76 |
94.52 |
12.24 |
12.8% |
1.95 |
2.0% |
7% |
False |
True |
11,073 |
| 20 |
107.15 |
94.52 |
12.63 |
13.2% |
1.54 |
1.6% |
7% |
False |
True |
9,348 |
| 40 |
109.30 |
94.52 |
14.78 |
15.5% |
1.58 |
1.7% |
6% |
False |
True |
8,164 |
| 60 |
110.08 |
94.52 |
15.56 |
16.3% |
1.46 |
1.5% |
6% |
False |
True |
8,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.18 |
|
2.618 |
102.55 |
|
1.618 |
100.33 |
|
1.000 |
98.96 |
|
0.618 |
98.11 |
|
HIGH |
96.74 |
|
0.618 |
95.89 |
|
0.500 |
95.63 |
|
0.382 |
95.37 |
|
LOW |
94.52 |
|
0.618 |
93.15 |
|
1.000 |
92.30 |
|
1.618 |
90.93 |
|
2.618 |
88.71 |
|
4.250 |
85.09 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.63 |
96.39 |
| PP |
95.55 |
96.06 |
| S1 |
95.47 |
95.72 |
|