NYMEX Light Sweet Crude Oil Future June 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 |
93.16 |
92.77 |
-0.39 |
-0.4% |
98.05 |
| High |
94.16 |
93.88 |
-0.28 |
-0.3% |
98.24 |
| Low |
91.81 |
92.09 |
0.28 |
0.3% |
95.17 |
| Close |
92.81 |
92.56 |
-0.25 |
-0.3% |
96.13 |
| Range |
2.35 |
1.79 |
-0.56 |
-23.8% |
3.07 |
| ATR |
2.21 |
2.18 |
-0.03 |
-1.3% |
0.00 |
| Volume |
286,027 |
256,204 |
-29,823 |
-10.4% |
1,360,485 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.21 |
97.18 |
93.54 |
|
| R3 |
96.42 |
95.39 |
93.05 |
|
| R2 |
94.63 |
94.63 |
92.89 |
|
| R1 |
93.60 |
93.60 |
92.72 |
93.22 |
| PP |
92.84 |
92.84 |
92.84 |
92.66 |
| S1 |
91.81 |
91.81 |
92.40 |
91.43 |
| S2 |
91.05 |
91.05 |
92.23 |
|
| S3 |
89.26 |
90.02 |
92.07 |
|
| S4 |
87.47 |
88.23 |
91.58 |
|
|
| 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 |
97.20 |
91.81 |
5.39 |
5.8% |
2.08 |
2.3% |
14% |
False |
False |
252,041 |
| 10 |
102.72 |
91.81 |
10.91 |
11.8% |
2.50 |
2.7% |
7% |
False |
False |
281,553 |
| 20 |
106.43 |
91.81 |
14.62 |
15.8% |
2.07 |
2.2% |
5% |
False |
False |
248,995 |
| 40 |
108.75 |
91.81 |
16.94 |
18.3% |
2.09 |
2.3% |
4% |
False |
False |
175,009 |
| 60 |
111.30 |
91.81 |
19.49 |
21.1% |
2.14 |
2.3% |
4% |
False |
False |
143,496 |
| 80 |
111.30 |
91.81 |
19.49 |
21.1% |
2.08 |
2.2% |
4% |
False |
False |
124,998 |
| 100 |
111.30 |
91.81 |
19.49 |
21.1% |
2.08 |
2.2% |
4% |
False |
False |
107,682 |
| 120 |
111.30 |
91.81 |
19.49 |
21.1% |
2.13 |
2.3% |
4% |
False |
False |
94,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.49 |
|
2.618 |
98.57 |
|
1.618 |
96.78 |
|
1.000 |
95.67 |
|
0.618 |
94.99 |
|
HIGH |
93.88 |
|
0.618 |
93.20 |
|
0.500 |
92.99 |
|
0.382 |
92.77 |
|
LOW |
92.09 |
|
0.618 |
90.98 |
|
1.000 |
90.30 |
|
1.618 |
89.19 |
|
2.618 |
87.40 |
|
4.250 |
84.48 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
93.65 |
| PP |
92.84 |
93.28 |
| S1 |
92.70 |
92.92 |
|