NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.20 |
91.51 |
-0.69 |
-0.7% |
93.14 |
| High |
93.25 |
91.51 |
-1.74 |
-1.9% |
94.19 |
| Low |
91.34 |
88.46 |
-2.88 |
-3.2% |
90.53 |
| Close |
91.91 |
88.92 |
-2.99 |
-3.3% |
91.88 |
| Range |
1.91 |
3.05 |
1.14 |
59.7% |
3.66 |
| ATR |
1.72 |
1.85 |
0.12 |
7.2% |
0.00 |
| Volume |
4,131 |
10,528 |
6,397 |
154.9% |
35,446 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.78 |
96.90 |
90.60 |
|
| R3 |
95.73 |
93.85 |
89.76 |
|
| R2 |
92.68 |
92.68 |
89.48 |
|
| R1 |
90.80 |
90.80 |
89.20 |
90.22 |
| PP |
89.63 |
89.63 |
89.63 |
89.34 |
| S1 |
87.75 |
87.75 |
88.64 |
87.17 |
| S2 |
86.58 |
86.58 |
88.36 |
|
| S3 |
83.53 |
84.70 |
88.08 |
|
| S4 |
80.48 |
81.65 |
87.24 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.18 |
101.19 |
93.89 |
|
| R3 |
99.52 |
97.53 |
92.89 |
|
| R2 |
95.86 |
95.86 |
92.55 |
|
| R1 |
93.87 |
93.87 |
92.22 |
93.04 |
| PP |
92.20 |
92.20 |
92.20 |
91.78 |
| S1 |
90.21 |
90.21 |
91.54 |
89.38 |
| S2 |
88.54 |
88.54 |
91.21 |
|
| S3 |
84.88 |
86.55 |
90.87 |
|
| S4 |
81.22 |
82.89 |
89.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.25 |
88.46 |
4.79 |
5.4% |
1.87 |
2.1% |
10% |
False |
True |
7,783 |
| 10 |
95.40 |
88.46 |
6.94 |
7.8% |
1.78 |
2.0% |
7% |
False |
True |
7,892 |
| 20 |
106.76 |
88.46 |
18.30 |
20.6% |
1.87 |
2.1% |
3% |
False |
True |
9,482 |
| 40 |
107.35 |
88.46 |
18.89 |
21.2% |
1.60 |
1.8% |
2% |
False |
True |
8,702 |
| 60 |
109.80 |
88.46 |
21.34 |
24.0% |
1.55 |
1.7% |
2% |
False |
True |
8,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.47 |
|
2.618 |
99.49 |
|
1.618 |
96.44 |
|
1.000 |
94.56 |
|
0.618 |
93.39 |
|
HIGH |
91.51 |
|
0.618 |
90.34 |
|
0.500 |
89.99 |
|
0.382 |
89.63 |
|
LOW |
88.46 |
|
0.618 |
86.58 |
|
1.000 |
85.41 |
|
1.618 |
83.53 |
|
2.618 |
80.48 |
|
4.250 |
75.50 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.99 |
90.86 |
| PP |
89.63 |
90.21 |
| S1 |
89.28 |
89.57 |
|