NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.00 |
90.86 |
-0.14 |
-0.2% |
91.71 |
High |
92.21 |
90.92 |
-1.29 |
-1.4% |
93.34 |
Low |
90.25 |
87.27 |
-2.98 |
-3.3% |
89.28 |
Close |
90.76 |
87.82 |
-2.94 |
-3.2% |
90.86 |
Range |
1.96 |
3.65 |
1.69 |
86.2% |
4.06 |
ATR |
2.05 |
2.17 |
0.11 |
5.5% |
0.00 |
Volume |
250,357 |
281,470 |
31,113 |
12.4% |
1,029,353 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.62 |
97.37 |
89.83 |
|
R3 |
95.97 |
93.72 |
88.82 |
|
R2 |
92.32 |
92.32 |
88.49 |
|
R1 |
90.07 |
90.07 |
88.15 |
89.37 |
PP |
88.67 |
88.67 |
88.67 |
88.32 |
S1 |
86.42 |
86.42 |
87.49 |
85.72 |
S2 |
85.02 |
85.02 |
87.15 |
|
S3 |
81.37 |
82.77 |
86.82 |
|
S4 |
77.72 |
79.12 |
85.81 |
|
|
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 |
92.21 |
87.27 |
4.94 |
5.6% |
2.18 |
2.5% |
11% |
False |
True |
229,881 |
10 |
94.53 |
87.27 |
7.26 |
8.3% |
2.13 |
2.4% |
8% |
False |
True |
196,946 |
20 |
106.36 |
87.27 |
19.09 |
21.7% |
2.30 |
2.6% |
3% |
False |
True |
144,128 |
40 |
106.77 |
87.27 |
19.50 |
22.2% |
2.04 |
2.3% |
3% |
False |
True |
96,064 |
60 |
109.51 |
87.27 |
22.24 |
25.3% |
2.03 |
2.3% |
2% |
False |
True |
74,752 |
80 |
111.49 |
87.27 |
24.22 |
27.6% |
2.00 |
2.3% |
2% |
False |
True |
63,474 |
100 |
111.49 |
87.27 |
24.22 |
27.6% |
1.99 |
2.3% |
2% |
False |
True |
53,283 |
120 |
111.49 |
87.27 |
24.22 |
27.6% |
1.98 |
2.3% |
2% |
False |
True |
45,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.43 |
2.618 |
100.48 |
1.618 |
96.83 |
1.000 |
94.57 |
0.618 |
93.18 |
HIGH |
90.92 |
0.618 |
89.53 |
0.500 |
89.10 |
0.382 |
88.66 |
LOW |
87.27 |
0.618 |
85.01 |
1.000 |
83.62 |
1.618 |
81.36 |
2.618 |
77.71 |
4.250 |
71.76 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
89.10 |
89.74 |
PP |
88.67 |
89.10 |
S1 |
88.25 |
88.46 |
|