NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.77 |
94.78 |
0.01 |
0.0% |
97.75 |
| High |
95.40 |
94.93 |
-0.47 |
-0.5% |
99.31 |
| Low |
93.34 |
93.61 |
0.27 |
0.3% |
96.73 |
| Close |
94.23 |
93.83 |
-0.40 |
-0.4% |
97.45 |
| Range |
2.06 |
1.32 |
-0.74 |
-35.9% |
2.58 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.9% |
0.00 |
| Volume |
9,864 |
9,391 |
-473 |
-4.8% |
60,863 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.08 |
97.28 |
94.56 |
|
| R3 |
96.76 |
95.96 |
94.19 |
|
| R2 |
95.44 |
95.44 |
94.07 |
|
| R1 |
94.64 |
94.64 |
93.95 |
94.38 |
| PP |
94.12 |
94.12 |
94.12 |
94.00 |
| S1 |
93.32 |
93.32 |
93.71 |
93.06 |
| S2 |
92.80 |
92.80 |
93.59 |
|
| S3 |
91.48 |
92.00 |
93.47 |
|
| S4 |
90.16 |
90.68 |
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 |
98.26 |
93.34 |
4.92 |
5.2% |
1.70 |
1.8% |
10% |
False |
False |
8,909 |
| 10 |
102.76 |
93.34 |
9.42 |
10.0% |
1.93 |
2.1% |
5% |
False |
False |
10,674 |
| 20 |
107.15 |
93.34 |
13.81 |
14.7% |
1.58 |
1.7% |
4% |
False |
False |
9,281 |
| 40 |
109.21 |
93.34 |
15.87 |
16.9% |
1.60 |
1.7% |
3% |
False |
False |
8,318 |
| 60 |
110.08 |
93.34 |
16.74 |
17.8% |
1.49 |
1.6% |
3% |
False |
False |
8,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.54 |
|
2.618 |
98.39 |
|
1.618 |
97.07 |
|
1.000 |
96.25 |
|
0.618 |
95.75 |
|
HIGH |
94.93 |
|
0.618 |
94.43 |
|
0.500 |
94.27 |
|
0.382 |
94.11 |
|
LOW |
93.61 |
|
0.618 |
92.79 |
|
1.000 |
92.29 |
|
1.618 |
91.47 |
|
2.618 |
90.15 |
|
4.250 |
88.00 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.27 |
95.04 |
| PP |
94.12 |
94.64 |
| S1 |
93.98 |
94.23 |
|