NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.45 |
96.53 |
0.08 |
0.1% |
98.05 |
| High |
97.69 |
97.20 |
-0.49 |
-0.5% |
98.24 |
| Low |
96.08 |
95.56 |
-0.52 |
-0.5% |
95.17 |
| Close |
97.08 |
96.13 |
-0.95 |
-1.0% |
96.13 |
| Range |
1.61 |
1.64 |
0.03 |
1.9% |
3.07 |
| ATR |
2.19 |
2.15 |
-0.04 |
-1.8% |
0.00 |
| Volume |
251,850 |
228,531 |
-23,319 |
-9.3% |
1,360,485 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.22 |
100.31 |
97.03 |
|
| R3 |
99.58 |
98.67 |
96.58 |
|
| R2 |
97.94 |
97.94 |
96.43 |
|
| R1 |
97.03 |
97.03 |
96.28 |
96.67 |
| PP |
96.30 |
96.30 |
96.30 |
96.11 |
| S1 |
95.39 |
95.39 |
95.98 |
95.03 |
| S2 |
94.66 |
94.66 |
95.83 |
|
| S3 |
93.02 |
93.75 |
95.68 |
|
| S4 |
91.38 |
92.11 |
95.23 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.72 |
104.00 |
97.82 |
|
| R3 |
102.65 |
100.93 |
96.97 |
|
| R2 |
99.58 |
99.58 |
96.69 |
|
| R1 |
97.86 |
97.86 |
96.41 |
97.19 |
| PP |
96.51 |
96.51 |
96.51 |
96.18 |
| S1 |
94.79 |
94.79 |
95.85 |
94.12 |
| S2 |
93.44 |
93.44 |
95.57 |
|
| S3 |
90.37 |
91.72 |
95.29 |
|
| S4 |
87.30 |
88.65 |
94.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.24 |
95.17 |
3.07 |
3.2% |
2.19 |
2.3% |
31% |
False |
False |
272,097 |
| 10 |
106.43 |
95.17 |
11.26 |
11.7% |
2.37 |
2.5% |
9% |
False |
False |
275,074 |
| 20 |
106.43 |
95.17 |
11.26 |
11.7% |
2.03 |
2.1% |
9% |
False |
False |
231,511 |
| 40 |
109.13 |
95.17 |
13.96 |
14.5% |
2.07 |
2.2% |
7% |
False |
False |
156,985 |
| 60 |
111.30 |
95.17 |
16.13 |
16.8% |
2.10 |
2.2% |
6% |
False |
False |
131,974 |
| 80 |
111.30 |
95.17 |
16.13 |
16.8% |
2.08 |
2.2% |
6% |
False |
False |
114,494 |
| 100 |
111.30 |
93.40 |
17.90 |
18.6% |
2.08 |
2.2% |
15% |
False |
False |
98,300 |
| 120 |
111.30 |
93.40 |
17.90 |
18.6% |
2.14 |
2.2% |
15% |
False |
False |
87,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.17 |
|
2.618 |
101.49 |
|
1.618 |
99.85 |
|
1.000 |
98.84 |
|
0.618 |
98.21 |
|
HIGH |
97.20 |
|
0.618 |
96.57 |
|
0.500 |
96.38 |
|
0.382 |
96.19 |
|
LOW |
95.56 |
|
0.618 |
94.55 |
|
1.000 |
93.92 |
|
1.618 |
92.91 |
|
2.618 |
91.27 |
|
4.250 |
88.59 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.38 |
96.43 |
| PP |
96.30 |
96.33 |
| S1 |
96.21 |
96.23 |
|