NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.54 |
90.53 |
-1.01 |
-1.1% |
96.22 |
High |
91.72 |
91.52 |
-0.20 |
-0.2% |
96.22 |
Low |
89.28 |
89.81 |
0.53 |
0.6% |
91.25 |
Close |
89.90 |
90.66 |
0.76 |
0.8% |
91.80 |
Range |
2.44 |
1.71 |
-0.73 |
-29.9% |
4.97 |
ATR |
2.17 |
2.13 |
-0.03 |
-1.5% |
0.00 |
Volume |
263,381 |
216,372 |
-47,009 |
-17.8% |
588,685 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.79 |
94.94 |
91.60 |
|
R3 |
94.08 |
93.23 |
91.13 |
|
R2 |
92.37 |
92.37 |
90.97 |
|
R1 |
91.52 |
91.52 |
90.82 |
91.95 |
PP |
90.66 |
90.66 |
90.66 |
90.88 |
S1 |
89.81 |
89.81 |
90.50 |
90.24 |
S2 |
88.95 |
88.95 |
90.35 |
|
S3 |
87.24 |
88.10 |
90.19 |
|
S4 |
85.53 |
86.39 |
89.72 |
|
|
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 |
93.34 |
89.28 |
4.06 |
4.5% |
2.09 |
2.3% |
34% |
False |
False |
211,143 |
10 |
97.54 |
89.28 |
8.26 |
9.1% |
2.08 |
2.3% |
17% |
False |
False |
158,150 |
20 |
106.77 |
89.28 |
17.49 |
19.3% |
2.19 |
2.4% |
8% |
False |
False |
117,649 |
40 |
106.77 |
89.28 |
17.49 |
19.3% |
2.07 |
2.3% |
8% |
False |
False |
82,091 |
60 |
111.49 |
89.28 |
22.21 |
24.5% |
2.06 |
2.3% |
6% |
False |
False |
64,811 |
80 |
111.49 |
89.28 |
22.21 |
24.5% |
1.99 |
2.2% |
6% |
False |
False |
55,911 |
100 |
111.49 |
89.28 |
22.21 |
24.5% |
1.99 |
2.2% |
6% |
False |
False |
46,932 |
120 |
111.49 |
89.28 |
22.21 |
24.5% |
1.95 |
2.2% |
6% |
False |
False |
39,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.79 |
2.618 |
96.00 |
1.618 |
94.29 |
1.000 |
93.23 |
0.618 |
92.58 |
HIGH |
91.52 |
0.618 |
90.87 |
0.500 |
90.67 |
0.382 |
90.46 |
LOW |
89.81 |
0.618 |
88.75 |
1.000 |
88.10 |
1.618 |
87.04 |
2.618 |
85.33 |
4.250 |
82.54 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
90.67 |
91.29 |
PP |
90.66 |
91.08 |
S1 |
90.66 |
90.87 |
|