NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.05 |
97.09 |
0.04 |
0.0% |
98.50 |
| High |
98.28 |
97.79 |
-0.49 |
-0.5% |
98.86 |
| Low |
96.70 |
96.22 |
-0.48 |
-0.5% |
95.85 |
| Close |
97.65 |
96.75 |
-0.90 |
-0.9% |
96.75 |
| Range |
1.58 |
1.57 |
-0.01 |
-0.6% |
3.01 |
| ATR |
2.07 |
2.04 |
-0.04 |
-1.7% |
0.00 |
| Volume |
41,228 |
42,783 |
1,555 |
3.8% |
210,886 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.63 |
100.76 |
97.61 |
|
| R3 |
100.06 |
99.19 |
97.18 |
|
| R2 |
98.49 |
98.49 |
97.04 |
|
| R1 |
97.62 |
97.62 |
96.89 |
97.27 |
| PP |
96.92 |
96.92 |
96.92 |
96.75 |
| S1 |
96.05 |
96.05 |
96.61 |
95.70 |
| S2 |
95.35 |
95.35 |
96.46 |
|
| S3 |
93.78 |
94.48 |
96.32 |
|
| S4 |
92.21 |
92.91 |
95.89 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.18 |
104.48 |
98.41 |
|
| R3 |
103.17 |
101.47 |
97.58 |
|
| R2 |
100.16 |
100.16 |
97.30 |
|
| R1 |
98.46 |
98.46 |
97.03 |
97.81 |
| PP |
97.15 |
97.15 |
97.15 |
96.83 |
| S1 |
95.45 |
95.45 |
96.47 |
94.80 |
| S2 |
94.14 |
94.14 |
96.20 |
|
| S3 |
91.13 |
92.44 |
95.92 |
|
| S4 |
88.12 |
89.43 |
95.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.86 |
95.85 |
3.01 |
3.1% |
2.08 |
2.2% |
30% |
False |
False |
42,177 |
| 10 |
106.99 |
95.85 |
11.14 |
11.5% |
2.26 |
2.3% |
8% |
False |
False |
39,449 |
| 20 |
106.99 |
95.85 |
11.14 |
11.5% |
1.91 |
2.0% |
8% |
False |
False |
33,205 |
| 40 |
109.69 |
95.85 |
13.84 |
14.3% |
1.94 |
2.0% |
7% |
False |
False |
26,989 |
| 60 |
111.38 |
95.85 |
15.53 |
16.1% |
1.89 |
2.0% |
6% |
False |
False |
24,596 |
| 80 |
111.38 |
95.85 |
15.53 |
16.1% |
1.79 |
1.8% |
6% |
False |
False |
21,095 |
| 100 |
111.38 |
93.40 |
17.98 |
18.6% |
1.71 |
1.8% |
19% |
False |
False |
17,983 |
| 120 |
111.38 |
93.40 |
17.98 |
18.6% |
1.68 |
1.7% |
19% |
False |
False |
15,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.46 |
|
2.618 |
101.90 |
|
1.618 |
100.33 |
|
1.000 |
99.36 |
|
0.618 |
98.76 |
|
HIGH |
97.79 |
|
0.618 |
97.19 |
|
0.500 |
97.01 |
|
0.382 |
96.82 |
|
LOW |
96.22 |
|
0.618 |
95.25 |
|
1.000 |
94.65 |
|
1.618 |
93.68 |
|
2.618 |
92.11 |
|
4.250 |
89.55 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
97.07 |
| PP |
96.92 |
96.96 |
| S1 |
96.84 |
96.86 |
|