NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
95.63 |
94.77 |
-0.86 |
-0.9% |
97.75 |
| High |
96.74 |
95.40 |
-1.34 |
-1.4% |
99.31 |
| Low |
94.52 |
93.34 |
-1.18 |
-1.2% |
96.73 |
| Close |
95.39 |
94.23 |
-1.16 |
-1.2% |
97.45 |
| Range |
2.22 |
2.06 |
-0.16 |
-7.2% |
2.58 |
| ATR |
1.78 |
1.80 |
0.02 |
1.1% |
0.00 |
| Volume |
7,333 |
9,864 |
2,531 |
34.5% |
60,863 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.50 |
99.43 |
95.36 |
|
| R3 |
98.44 |
97.37 |
94.80 |
|
| R2 |
96.38 |
96.38 |
94.61 |
|
| R1 |
95.31 |
95.31 |
94.42 |
94.82 |
| PP |
94.32 |
94.32 |
94.32 |
94.08 |
| S1 |
93.25 |
93.25 |
94.04 |
92.76 |
| S2 |
92.26 |
92.26 |
93.85 |
|
| S3 |
90.20 |
91.19 |
93.66 |
|
| S4 |
88.14 |
89.13 |
93.10 |
|
|
| 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 |
93.34 |
5.51 |
5.8% |
1.70 |
1.8% |
16% |
False |
True |
9,057 |
| 10 |
106.34 |
93.34 |
13.00 |
13.8% |
2.07 |
2.2% |
7% |
False |
True |
10,863 |
| 20 |
107.15 |
93.34 |
13.81 |
14.7% |
1.57 |
1.7% |
6% |
False |
True |
9,426 |
| 40 |
109.21 |
93.34 |
15.87 |
16.8% |
1.59 |
1.7% |
6% |
False |
True |
8,301 |
| 60 |
110.08 |
93.34 |
16.74 |
17.8% |
1.48 |
1.6% |
5% |
False |
True |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.16 |
|
2.618 |
100.79 |
|
1.618 |
98.73 |
|
1.000 |
97.46 |
|
0.618 |
96.67 |
|
HIGH |
95.40 |
|
0.618 |
94.61 |
|
0.500 |
94.37 |
|
0.382 |
94.13 |
|
LOW |
93.34 |
|
0.618 |
92.07 |
|
1.000 |
91.28 |
|
1.618 |
90.01 |
|
2.618 |
87.95 |
|
4.250 |
84.59 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.37 |
95.09 |
| PP |
94.32 |
94.80 |
| S1 |
94.28 |
94.52 |
|