NYMEX Light Sweet Crude Oil Future July 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 |
94.35 |
93.80 |
-0.55 |
-0.6% |
98.52 |
| High |
95.83 |
94.53 |
-1.30 |
-1.4% |
98.60 |
| Low |
93.40 |
92.19 |
-1.21 |
-1.3% |
95.53 |
| Close |
94.35 |
93.19 |
-1.16 |
-1.2% |
96.49 |
| Range |
2.43 |
2.34 |
-0.09 |
-3.7% |
3.07 |
| ATR |
2.16 |
2.17 |
0.01 |
0.6% |
0.00 |
| Volume |
79,881 |
116,590 |
36,709 |
46.0% |
488,929 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.32 |
99.10 |
94.48 |
|
| R3 |
97.98 |
96.76 |
93.83 |
|
| R2 |
95.64 |
95.64 |
93.62 |
|
| R1 |
94.42 |
94.42 |
93.40 |
93.86 |
| PP |
93.30 |
93.30 |
93.30 |
93.03 |
| S1 |
92.08 |
92.08 |
92.98 |
91.52 |
| S2 |
90.96 |
90.96 |
92.76 |
|
| S3 |
88.62 |
89.74 |
92.55 |
|
| S4 |
86.28 |
87.40 |
91.90 |
|
|
| 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 |
98.04 |
92.19 |
5.85 |
6.3% |
2.04 |
2.2% |
17% |
False |
True |
99,878 |
| 10 |
105.77 |
92.19 |
13.58 |
14.6% |
2.60 |
2.8% |
7% |
False |
True |
95,535 |
| 20 |
106.77 |
92.19 |
14.58 |
15.6% |
2.03 |
2.2% |
7% |
False |
True |
72,897 |
| 40 |
109.21 |
92.19 |
17.02 |
18.3% |
2.05 |
2.2% |
6% |
False |
True |
56,518 |
| 60 |
111.49 |
92.19 |
19.30 |
20.7% |
2.07 |
2.2% |
5% |
False |
True |
48,188 |
| 80 |
111.49 |
92.19 |
19.30 |
20.7% |
1.98 |
2.1% |
5% |
False |
True |
41,828 |
| 100 |
111.49 |
92.19 |
19.30 |
20.7% |
1.95 |
2.1% |
5% |
False |
True |
35,327 |
| 120 |
111.49 |
92.19 |
19.30 |
20.7% |
1.93 |
2.1% |
5% |
False |
True |
30,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.48 |
|
2.618 |
100.66 |
|
1.618 |
98.32 |
|
1.000 |
96.87 |
|
0.618 |
95.98 |
|
HIGH |
94.53 |
|
0.618 |
93.64 |
|
0.500 |
93.36 |
|
0.382 |
93.08 |
|
LOW |
92.19 |
|
0.618 |
90.74 |
|
1.000 |
89.85 |
|
1.618 |
88.40 |
|
2.618 |
86.06 |
|
4.250 |
82.25 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.36 |
94.21 |
| PP |
93.30 |
93.87 |
| S1 |
93.25 |
93.53 |
|