NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.38 |
96.45 |
-0.93 |
-1.0% |
104.93 |
| High |
97.39 |
97.69 |
0.30 |
0.3% |
106.43 |
| Low |
95.17 |
96.08 |
0.91 |
1.0% |
97.51 |
| Close |
96.81 |
97.08 |
0.27 |
0.3% |
98.49 |
| Range |
2.22 |
1.61 |
-0.61 |
-27.5% |
8.92 |
| ATR |
2.23 |
2.19 |
-0.04 |
-2.0% |
0.00 |
| Volume |
300,490 |
251,850 |
-48,640 |
-16.2% |
1,390,255 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.78 |
101.04 |
97.97 |
|
| R3 |
100.17 |
99.43 |
97.52 |
|
| R2 |
98.56 |
98.56 |
97.38 |
|
| R1 |
97.82 |
97.82 |
97.23 |
98.19 |
| PP |
96.95 |
96.95 |
96.95 |
97.14 |
| S1 |
96.21 |
96.21 |
96.93 |
96.58 |
| S2 |
95.34 |
95.34 |
96.78 |
|
| S3 |
93.73 |
94.60 |
96.64 |
|
| S4 |
92.12 |
92.99 |
96.19 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
121.95 |
103.40 |
|
| R3 |
118.65 |
113.03 |
100.94 |
|
| R2 |
109.73 |
109.73 |
100.13 |
|
| R1 |
104.11 |
104.11 |
99.31 |
102.46 |
| PP |
100.81 |
100.81 |
100.81 |
99.99 |
| S1 |
95.19 |
95.19 |
97.67 |
93.54 |
| S2 |
91.89 |
91.89 |
96.85 |
|
| S3 |
82.97 |
86.27 |
96.04 |
|
| S4 |
74.05 |
77.35 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.72 |
95.17 |
7.55 |
7.8% |
2.91 |
3.0% |
25% |
False |
False |
311,066 |
| 10 |
106.43 |
95.17 |
11.26 |
11.6% |
2.33 |
2.4% |
17% |
False |
False |
268,251 |
| 20 |
106.43 |
95.17 |
11.26 |
11.6% |
2.01 |
2.1% |
17% |
False |
False |
227,349 |
| 40 |
109.13 |
95.17 |
13.96 |
14.4% |
2.08 |
2.1% |
14% |
False |
False |
153,270 |
| 60 |
111.30 |
95.17 |
16.13 |
16.6% |
2.10 |
2.2% |
12% |
False |
False |
129,865 |
| 80 |
111.30 |
95.17 |
16.13 |
16.6% |
2.08 |
2.1% |
12% |
False |
False |
112,286 |
| 100 |
111.30 |
93.40 |
17.90 |
18.4% |
2.08 |
2.1% |
21% |
False |
False |
96,277 |
| 120 |
111.30 |
93.40 |
17.90 |
18.4% |
2.16 |
2.2% |
21% |
False |
False |
86,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.53 |
|
2.618 |
101.90 |
|
1.618 |
100.29 |
|
1.000 |
99.30 |
|
0.618 |
98.68 |
|
HIGH |
97.69 |
|
0.618 |
97.07 |
|
0.500 |
96.89 |
|
0.382 |
96.70 |
|
LOW |
96.08 |
|
0.618 |
95.09 |
|
1.000 |
94.47 |
|
1.618 |
93.48 |
|
2.618 |
91.87 |
|
4.250 |
89.24 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.02 |
96.94 |
| PP |
96.95 |
96.79 |
| S1 |
96.89 |
96.65 |
|