NYMEX Light Sweet Crude Oil Future July 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 |
96.78 |
96.80 |
0.02 |
0.0% |
98.52 |
| High |
98.04 |
97.54 |
-0.50 |
-0.5% |
98.60 |
| Low |
96.42 |
95.94 |
-0.48 |
-0.5% |
95.53 |
| Close |
97.41 |
96.49 |
-0.92 |
-0.9% |
96.49 |
| Range |
1.62 |
1.60 |
-0.02 |
-1.2% |
3.07 |
| ATR |
2.15 |
2.11 |
-0.04 |
-1.8% |
0.00 |
| Volume |
101,118 |
101,288 |
170 |
0.2% |
488,929 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.46 |
100.57 |
97.37 |
|
| R3 |
99.86 |
98.97 |
96.93 |
|
| R2 |
98.26 |
98.26 |
96.78 |
|
| R1 |
97.37 |
97.37 |
96.64 |
97.02 |
| PP |
96.66 |
96.66 |
96.66 |
96.48 |
| S1 |
95.77 |
95.77 |
96.34 |
95.42 |
| S2 |
95.06 |
95.06 |
96.20 |
|
| S3 |
93.46 |
94.17 |
96.05 |
|
| S4 |
91.86 |
92.57 |
95.61 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.08 |
104.36 |
98.18 |
|
| R3 |
103.01 |
101.29 |
97.33 |
|
| R2 |
99.94 |
99.94 |
97.05 |
|
| R1 |
98.22 |
98.22 |
96.77 |
97.55 |
| PP |
96.87 |
96.87 |
96.87 |
96.54 |
| S1 |
95.15 |
95.15 |
96.21 |
94.48 |
| S2 |
93.80 |
93.80 |
95.93 |
|
| S3 |
90.73 |
92.08 |
95.65 |
|
| S4 |
87.66 |
89.01 |
94.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.60 |
95.53 |
3.07 |
3.2% |
2.16 |
2.2% |
31% |
False |
False |
97,785 |
| 10 |
106.77 |
95.53 |
11.24 |
11.6% |
2.34 |
2.4% |
9% |
False |
False |
82,605 |
| 20 |
106.77 |
95.53 |
11.24 |
11.6% |
1.99 |
2.1% |
9% |
False |
False |
65,252 |
| 40 |
109.51 |
95.53 |
13.98 |
14.5% |
2.03 |
2.1% |
7% |
False |
False |
51,459 |
| 60 |
111.49 |
95.53 |
15.96 |
16.5% |
2.03 |
2.1% |
6% |
False |
False |
44,945 |
| 80 |
111.49 |
95.53 |
15.96 |
16.5% |
1.97 |
2.0% |
6% |
False |
False |
38,614 |
| 100 |
111.49 |
93.50 |
17.99 |
18.6% |
1.94 |
2.0% |
17% |
False |
False |
32,499 |
| 120 |
111.49 |
93.45 |
18.04 |
18.7% |
1.93 |
2.0% |
17% |
False |
False |
28,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.34 |
|
2.618 |
101.73 |
|
1.618 |
100.13 |
|
1.000 |
99.14 |
|
0.618 |
98.53 |
|
HIGH |
97.54 |
|
0.618 |
96.93 |
|
0.500 |
96.74 |
|
0.382 |
96.55 |
|
LOW |
95.94 |
|
0.618 |
94.95 |
|
1.000 |
94.34 |
|
1.618 |
93.35 |
|
2.618 |
91.75 |
|
4.250 |
89.14 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.74 |
96.79 |
| PP |
96.66 |
96.69 |
| S1 |
96.57 |
96.59 |
|