NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.09 |
96.21 |
-0.88 |
-0.9% |
98.50 |
| High |
97.79 |
96.41 |
-1.38 |
-1.4% |
98.86 |
| Low |
96.22 |
94.41 |
-1.81 |
-1.9% |
95.85 |
| Close |
96.75 |
95.39 |
-1.36 |
-1.4% |
96.75 |
| Range |
1.57 |
2.00 |
0.43 |
27.4% |
3.01 |
| ATR |
2.04 |
2.06 |
0.02 |
1.1% |
0.00 |
| Volume |
42,783 |
35,583 |
-7,200 |
-16.8% |
210,886 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.40 |
100.40 |
96.49 |
|
| R3 |
99.40 |
98.40 |
95.94 |
|
| R2 |
97.40 |
97.40 |
95.76 |
|
| R1 |
96.40 |
96.40 |
95.57 |
95.90 |
| PP |
95.40 |
95.40 |
95.40 |
95.16 |
| S1 |
94.40 |
94.40 |
95.21 |
93.90 |
| S2 |
93.40 |
93.40 |
95.02 |
|
| S3 |
91.40 |
92.40 |
94.84 |
|
| S4 |
89.40 |
90.40 |
94.29 |
|
|
| 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 |
98.70 |
94.41 |
4.29 |
4.5% |
1.95 |
2.0% |
23% |
False |
True |
39,789 |
| 10 |
106.99 |
94.41 |
12.58 |
13.2% |
2.35 |
2.5% |
8% |
False |
True |
41,234 |
| 20 |
106.99 |
94.41 |
12.58 |
13.2% |
1.94 |
2.0% |
8% |
False |
True |
33,895 |
| 40 |
109.69 |
94.41 |
15.28 |
16.0% |
1.94 |
2.0% |
6% |
False |
True |
27,104 |
| 60 |
111.38 |
94.41 |
16.97 |
17.8% |
1.90 |
2.0% |
6% |
False |
True |
24,923 |
| 80 |
111.38 |
94.41 |
16.97 |
17.8% |
1.79 |
1.9% |
6% |
False |
True |
21,463 |
| 100 |
111.38 |
94.41 |
16.97 |
17.8% |
1.72 |
1.8% |
6% |
False |
True |
18,295 |
| 120 |
111.38 |
93.40 |
17.98 |
18.8% |
1.69 |
1.8% |
11% |
False |
False |
15,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.91 |
|
2.618 |
101.65 |
|
1.618 |
99.65 |
|
1.000 |
98.41 |
|
0.618 |
97.65 |
|
HIGH |
96.41 |
|
0.618 |
95.65 |
|
0.500 |
95.41 |
|
0.382 |
95.17 |
|
LOW |
94.41 |
|
0.618 |
93.17 |
|
1.000 |
92.41 |
|
1.618 |
91.17 |
|
2.618 |
89.17 |
|
4.250 |
85.91 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.41 |
96.35 |
| PP |
95.40 |
96.03 |
| S1 |
95.40 |
95.71 |
|