NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.80 |
96.22 |
-0.58 |
-0.6% |
98.52 |
| High |
97.54 |
96.22 |
-1.32 |
-1.4% |
98.60 |
| Low |
95.94 |
94.02 |
-1.92 |
-2.0% |
95.53 |
| Close |
96.49 |
95.13 |
-1.36 |
-1.4% |
96.49 |
| Range |
1.60 |
2.20 |
0.60 |
37.5% |
3.07 |
| ATR |
2.11 |
2.14 |
0.03 |
1.2% |
0.00 |
| Volume |
101,288 |
100,517 |
-771 |
-0.8% |
488,929 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.72 |
100.63 |
96.34 |
|
| R3 |
99.52 |
98.43 |
95.74 |
|
| R2 |
97.32 |
97.32 |
95.53 |
|
| R1 |
96.23 |
96.23 |
95.33 |
95.68 |
| PP |
95.12 |
95.12 |
95.12 |
94.85 |
| S1 |
94.03 |
94.03 |
94.93 |
93.48 |
| S2 |
92.92 |
92.92 |
94.73 |
|
| S3 |
90.72 |
91.83 |
94.53 |
|
| S4 |
88.52 |
89.63 |
93.92 |
|
|
| 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 |
98.48 |
94.02 |
4.46 |
4.7% |
2.04 |
2.1% |
25% |
False |
True |
98,379 |
| 10 |
106.77 |
94.02 |
12.75 |
13.4% |
2.43 |
2.6% |
9% |
False |
True |
88,610 |
| 20 |
106.77 |
94.02 |
12.75 |
13.4% |
2.03 |
2.1% |
9% |
False |
True |
68,047 |
| 40 |
109.51 |
94.02 |
15.49 |
16.3% |
2.03 |
2.1% |
7% |
False |
True |
52,919 |
| 60 |
111.49 |
94.02 |
17.47 |
18.4% |
2.04 |
2.1% |
6% |
False |
True |
46,136 |
| 80 |
111.49 |
94.02 |
17.47 |
18.4% |
1.98 |
2.1% |
6% |
False |
True |
39,763 |
| 100 |
111.49 |
94.02 |
17.47 |
18.4% |
1.95 |
2.0% |
6% |
False |
True |
33,439 |
| 120 |
111.49 |
93.45 |
18.04 |
19.0% |
1.92 |
2.0% |
9% |
False |
False |
28,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.57 |
|
2.618 |
101.98 |
|
1.618 |
99.78 |
|
1.000 |
98.42 |
|
0.618 |
97.58 |
|
HIGH |
96.22 |
|
0.618 |
95.38 |
|
0.500 |
95.12 |
|
0.382 |
94.86 |
|
LOW |
94.02 |
|
0.618 |
92.66 |
|
1.000 |
91.82 |
|
1.618 |
90.46 |
|
2.618 |
88.26 |
|
4.250 |
84.67 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.13 |
96.03 |
| PP |
95.12 |
95.73 |
| S1 |
95.12 |
95.43 |
|