NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.71 |
92.87 |
1.16 |
1.3% |
96.22 |
| High |
93.34 |
93.30 |
-0.04 |
0.0% |
96.22 |
| Low |
91.12 |
91.20 |
0.08 |
0.1% |
91.25 |
| Close |
92.86 |
91.85 |
-1.01 |
-1.1% |
91.80 |
| Range |
2.22 |
2.10 |
-0.12 |
-5.4% |
4.97 |
| ATR |
2.14 |
2.14 |
0.00 |
-0.1% |
0.00 |
| Volume |
196,290 |
215,485 |
19,195 |
9.8% |
588,685 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
97.23 |
93.01 |
|
| R3 |
96.32 |
95.13 |
92.43 |
|
| R2 |
94.22 |
94.22 |
92.24 |
|
| R1 |
93.03 |
93.03 |
92.04 |
92.58 |
| PP |
92.12 |
92.12 |
92.12 |
91.89 |
| S1 |
90.93 |
90.93 |
91.66 |
90.48 |
| S2 |
90.02 |
90.02 |
91.47 |
|
| S3 |
87.92 |
88.83 |
91.27 |
|
| S4 |
85.82 |
86.73 |
90.70 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.00 |
104.87 |
94.53 |
|
| R3 |
103.03 |
99.90 |
93.17 |
|
| R2 |
98.06 |
98.06 |
92.71 |
|
| R1 |
94.93 |
94.93 |
92.26 |
94.01 |
| PP |
93.09 |
93.09 |
93.09 |
92.63 |
| S1 |
89.96 |
89.96 |
91.34 |
89.04 |
| S2 |
88.12 |
88.12 |
90.89 |
|
| S3 |
83.15 |
84.99 |
90.43 |
|
| S4 |
78.18 |
80.02 |
89.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.53 |
91.12 |
3.41 |
3.7% |
2.08 |
2.3% |
21% |
False |
False |
164,012 |
| 10 |
98.04 |
91.12 |
6.92 |
7.5% |
2.05 |
2.2% |
11% |
False |
False |
130,883 |
| 20 |
106.77 |
91.12 |
15.65 |
17.0% |
2.11 |
2.3% |
5% |
False |
False |
99,267 |
| 40 |
108.63 |
91.12 |
17.51 |
19.1% |
2.05 |
2.2% |
4% |
False |
False |
71,090 |
| 60 |
111.49 |
91.12 |
20.37 |
22.2% |
2.08 |
2.3% |
4% |
False |
False |
57,590 |
| 80 |
111.49 |
91.12 |
20.37 |
22.2% |
1.99 |
2.2% |
4% |
False |
False |
50,154 |
| 100 |
111.49 |
91.12 |
20.37 |
22.2% |
1.97 |
2.1% |
4% |
False |
False |
42,227 |
| 120 |
111.49 |
91.12 |
20.37 |
22.2% |
1.94 |
2.1% |
4% |
False |
False |
36,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.23 |
|
2.618 |
98.80 |
|
1.618 |
96.70 |
|
1.000 |
95.40 |
|
0.618 |
94.60 |
|
HIGH |
93.30 |
|
0.618 |
92.50 |
|
0.500 |
92.25 |
|
0.382 |
92.00 |
|
LOW |
91.20 |
|
0.618 |
89.90 |
|
1.000 |
89.10 |
|
1.618 |
87.80 |
|
2.618 |
85.70 |
|
4.250 |
82.28 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.25 |
92.23 |
| PP |
92.12 |
92.10 |
| S1 |
91.98 |
91.98 |
|