NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
90.79 |
91.00 |
0.21 |
0.2% |
91.71 |
High |
91.32 |
92.21 |
0.89 |
1.0% |
93.34 |
Low |
90.20 |
90.25 |
0.05 |
0.1% |
89.28 |
Close |
90.86 |
90.76 |
-0.10 |
-0.1% |
90.86 |
Range |
1.12 |
1.96 |
0.84 |
75.0% |
4.06 |
ATR |
2.06 |
2.05 |
-0.01 |
-0.4% |
0.00 |
Volume |
137,825 |
250,357 |
112,532 |
81.6% |
1,029,353 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.95 |
95.82 |
91.84 |
|
R3 |
94.99 |
93.86 |
91.30 |
|
R2 |
93.03 |
93.03 |
91.12 |
|
R1 |
91.90 |
91.90 |
90.94 |
91.49 |
PP |
91.07 |
91.07 |
91.07 |
90.87 |
S1 |
89.94 |
89.94 |
90.58 |
89.53 |
S2 |
89.11 |
89.11 |
90.40 |
|
S3 |
87.15 |
87.98 |
90.22 |
|
S4 |
85.19 |
86.02 |
89.68 |
|
|
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 |
93.30 |
89.28 |
4.02 |
4.4% |
1.87 |
2.1% |
37% |
False |
False |
216,684 |
10 |
95.83 |
89.28 |
6.55 |
7.2% |
2.01 |
2.2% |
23% |
False |
False |
176,787 |
20 |
106.77 |
89.28 |
17.49 |
19.3% |
2.22 |
2.4% |
8% |
False |
False |
132,699 |
40 |
106.77 |
89.28 |
17.49 |
19.3% |
2.03 |
2.2% |
8% |
False |
False |
89,857 |
60 |
109.51 |
89.28 |
20.23 |
22.3% |
2.00 |
2.2% |
7% |
False |
False |
70,452 |
80 |
111.49 |
89.28 |
22.21 |
24.5% |
1.97 |
2.2% |
7% |
False |
False |
60,277 |
100 |
111.49 |
89.28 |
22.21 |
24.5% |
1.98 |
2.2% |
7% |
False |
False |
50,584 |
120 |
111.49 |
89.28 |
22.21 |
24.5% |
1.96 |
2.2% |
7% |
False |
False |
43,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.54 |
2.618 |
97.34 |
1.618 |
95.38 |
1.000 |
94.17 |
0.618 |
93.42 |
HIGH |
92.21 |
0.618 |
91.46 |
0.500 |
91.23 |
0.382 |
91.00 |
LOW |
90.25 |
0.618 |
89.04 |
1.000 |
88.29 |
1.618 |
87.08 |
2.618 |
85.12 |
4.250 |
81.92 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.23 |
91.01 |
PP |
91.07 |
90.93 |
S1 |
90.92 |
90.84 |
|