NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
90.53 |
90.79 |
0.26 |
0.3% |
91.71 |
High |
91.52 |
91.32 |
-0.20 |
-0.2% |
93.34 |
Low |
89.81 |
90.20 |
0.39 |
0.4% |
89.28 |
Close |
90.66 |
90.86 |
0.20 |
0.2% |
90.86 |
Range |
1.71 |
1.12 |
-0.59 |
-34.5% |
4.06 |
ATR |
2.13 |
2.06 |
-0.07 |
-3.4% |
0.00 |
Volume |
216,372 |
137,825 |
-78,547 |
-36.3% |
1,029,353 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.15 |
93.63 |
91.48 |
|
R3 |
93.03 |
92.51 |
91.17 |
|
R2 |
91.91 |
91.91 |
91.07 |
|
R1 |
91.39 |
91.39 |
90.96 |
91.65 |
PP |
90.79 |
90.79 |
90.79 |
90.93 |
S1 |
90.27 |
90.27 |
90.76 |
90.53 |
S2 |
89.67 |
89.67 |
90.65 |
|
S3 |
88.55 |
89.15 |
90.55 |
|
S4 |
87.43 |
88.03 |
90.24 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.34 |
101.16 |
93.09 |
|
R3 |
99.28 |
97.10 |
91.98 |
|
R2 |
95.22 |
95.22 |
91.60 |
|
R1 |
93.04 |
93.04 |
91.23 |
92.10 |
PP |
91.16 |
91.16 |
91.16 |
90.69 |
S1 |
88.98 |
88.98 |
90.49 |
88.04 |
S2 |
87.10 |
87.10 |
90.12 |
|
S3 |
83.04 |
84.92 |
89.74 |
|
S4 |
78.98 |
80.86 |
88.63 |
|
|
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% |
1.92 |
2.1% |
39% |
False |
False |
205,870 |
10 |
96.22 |
89.28 |
6.94 |
7.6% |
2.03 |
2.2% |
23% |
False |
False |
161,803 |
20 |
106.77 |
89.28 |
17.49 |
19.2% |
2.18 |
2.4% |
9% |
False |
False |
122,204 |
40 |
106.77 |
89.28 |
17.49 |
19.2% |
2.01 |
2.2% |
9% |
False |
False |
84,513 |
60 |
110.10 |
89.28 |
20.82 |
22.9% |
2.02 |
2.2% |
8% |
False |
False |
66,784 |
80 |
111.49 |
89.28 |
22.21 |
24.4% |
1.98 |
2.2% |
7% |
False |
False |
57,411 |
100 |
111.49 |
89.28 |
22.21 |
24.4% |
1.97 |
2.2% |
7% |
False |
False |
48,251 |
120 |
111.49 |
89.28 |
22.21 |
24.4% |
1.95 |
2.1% |
7% |
False |
False |
41,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.08 |
2.618 |
94.25 |
1.618 |
93.13 |
1.000 |
92.44 |
0.618 |
92.01 |
HIGH |
91.32 |
0.618 |
90.89 |
0.500 |
90.76 |
0.382 |
90.63 |
LOW |
90.20 |
0.618 |
89.51 |
1.000 |
89.08 |
1.618 |
88.39 |
2.618 |
87.27 |
4.250 |
85.44 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
90.83 |
90.74 |
PP |
90.79 |
90.62 |
S1 |
90.76 |
90.50 |
|