NYMEX Light Sweet Crude Oil Future July 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 |
97.74 |
96.78 |
-0.96 |
-1.0% |
105.28 |
| High |
97.74 |
98.04 |
0.30 |
0.3% |
106.77 |
| Low |
95.53 |
96.42 |
0.89 |
0.9% |
97.90 |
| Close |
97.15 |
97.41 |
0.26 |
0.3% |
98.88 |
| Range |
2.21 |
1.62 |
-0.59 |
-26.7% |
8.87 |
| ATR |
2.19 |
2.15 |
-0.04 |
-1.9% |
0.00 |
| Volume |
105,972 |
101,118 |
-4,854 |
-4.6% |
337,128 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.15 |
101.40 |
98.30 |
|
| R3 |
100.53 |
99.78 |
97.86 |
|
| R2 |
98.91 |
98.91 |
97.71 |
|
| R1 |
98.16 |
98.16 |
97.56 |
98.54 |
| PP |
97.29 |
97.29 |
97.29 |
97.48 |
| S1 |
96.54 |
96.54 |
97.26 |
96.92 |
| S2 |
95.67 |
95.67 |
97.11 |
|
| S3 |
94.05 |
94.92 |
96.96 |
|
| S4 |
92.43 |
93.30 |
96.52 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
122.21 |
103.76 |
|
| R3 |
118.92 |
113.34 |
101.32 |
|
| R2 |
110.05 |
110.05 |
100.51 |
|
| R1 |
104.47 |
104.47 |
99.69 |
102.83 |
| PP |
101.18 |
101.18 |
101.18 |
100.36 |
| S1 |
95.60 |
95.60 |
98.07 |
93.96 |
| S2 |
92.31 |
92.31 |
97.25 |
|
| S3 |
83.44 |
86.73 |
96.44 |
|
| S4 |
74.57 |
77.86 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.08 |
95.53 |
7.55 |
7.8% |
2.88 |
3.0% |
25% |
False |
False |
95,045 |
| 10 |
106.77 |
95.53 |
11.24 |
11.5% |
2.30 |
2.4% |
17% |
False |
False |
77,149 |
| 20 |
106.77 |
95.53 |
11.24 |
11.5% |
1.97 |
2.0% |
17% |
False |
False |
63,865 |
| 40 |
109.51 |
95.53 |
13.98 |
14.4% |
2.04 |
2.1% |
13% |
False |
False |
49,820 |
| 60 |
111.49 |
95.53 |
15.96 |
16.4% |
2.02 |
2.1% |
12% |
False |
False |
43,825 |
| 80 |
111.49 |
95.53 |
15.96 |
16.4% |
1.98 |
2.0% |
12% |
False |
False |
37,477 |
| 100 |
111.49 |
93.45 |
18.04 |
18.5% |
1.94 |
2.0% |
22% |
False |
False |
31,558 |
| 120 |
111.49 |
93.45 |
18.04 |
18.5% |
1.95 |
2.0% |
22% |
False |
False |
27,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.93 |
|
2.618 |
102.28 |
|
1.618 |
100.66 |
|
1.000 |
99.66 |
|
0.618 |
99.04 |
|
HIGH |
98.04 |
|
0.618 |
97.42 |
|
0.500 |
97.23 |
|
0.382 |
97.04 |
|
LOW |
96.42 |
|
0.618 |
95.42 |
|
1.000 |
94.80 |
|
1.618 |
93.80 |
|
2.618 |
92.18 |
|
4.250 |
89.54 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.35 |
97.28 |
| PP |
97.29 |
97.14 |
| S1 |
97.23 |
97.01 |
|