NYMEX Light Sweet Crude Oil Future June 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 |
93.91 |
93.16 |
-0.75 |
-0.8% |
98.05 |
| High |
95.48 |
94.16 |
-1.32 |
-1.4% |
98.24 |
| Low |
93.02 |
91.81 |
-1.21 |
-1.3% |
95.17 |
| Close |
93.98 |
92.81 |
-1.17 |
-1.2% |
96.13 |
| Range |
2.46 |
2.35 |
-0.11 |
-4.5% |
3.07 |
| ATR |
2.19 |
2.21 |
0.01 |
0.5% |
0.00 |
| Volume |
258,808 |
286,027 |
27,219 |
10.5% |
1,360,485 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.98 |
98.74 |
94.10 |
|
| R3 |
97.63 |
96.39 |
93.46 |
|
| R2 |
95.28 |
95.28 |
93.24 |
|
| R1 |
94.04 |
94.04 |
93.03 |
93.49 |
| PP |
92.93 |
92.93 |
92.93 |
92.65 |
| S1 |
91.69 |
91.69 |
92.59 |
91.14 |
| S2 |
90.58 |
90.58 |
92.38 |
|
| S3 |
88.23 |
89.34 |
92.16 |
|
| S4 |
85.88 |
86.99 |
91.52 |
|
|
| 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 |
97.69 |
91.81 |
5.88 |
6.3% |
2.05 |
2.2% |
17% |
False |
True |
251,170 |
| 10 |
105.42 |
91.81 |
13.61 |
14.7% |
2.62 |
2.8% |
7% |
False |
True |
286,069 |
| 20 |
106.43 |
91.81 |
14.62 |
15.8% |
2.06 |
2.2% |
7% |
False |
True |
247,742 |
| 40 |
108.75 |
91.81 |
16.94 |
18.3% |
2.09 |
2.2% |
6% |
False |
True |
171,127 |
| 60 |
111.30 |
91.81 |
19.49 |
21.0% |
2.13 |
2.3% |
5% |
False |
True |
140,552 |
| 80 |
111.30 |
91.81 |
19.49 |
21.0% |
2.08 |
2.2% |
5% |
False |
True |
122,238 |
| 100 |
111.30 |
91.81 |
19.49 |
21.0% |
2.08 |
2.2% |
5% |
False |
True |
105,386 |
| 120 |
111.30 |
91.81 |
19.49 |
21.0% |
2.13 |
2.3% |
5% |
False |
True |
92,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.15 |
|
2.618 |
100.31 |
|
1.618 |
97.96 |
|
1.000 |
96.51 |
|
0.618 |
95.61 |
|
HIGH |
94.16 |
|
0.618 |
93.26 |
|
0.500 |
92.99 |
|
0.382 |
92.71 |
|
LOW |
91.81 |
|
0.618 |
90.36 |
|
1.000 |
89.46 |
|
1.618 |
88.01 |
|
2.618 |
85.66 |
|
4.250 |
81.82 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
93.82 |
| PP |
92.93 |
93.48 |
| S1 |
92.87 |
93.15 |
|