NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.71 |
94.09 |
-0.62 |
-0.7% |
98.50 |
| High |
96.08 |
94.83 |
-1.25 |
-1.3% |
98.86 |
| Low |
93.72 |
92.53 |
-1.19 |
-1.3% |
95.85 |
| Close |
94.63 |
93.48 |
-1.15 |
-1.2% |
96.75 |
| Range |
2.36 |
2.30 |
-0.06 |
-2.5% |
3.01 |
| ATR |
2.08 |
2.10 |
0.02 |
0.8% |
0.00 |
| Volume |
27,757 |
49,704 |
21,947 |
79.1% |
210,886 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.51 |
99.30 |
94.75 |
|
| R3 |
98.21 |
97.00 |
94.11 |
|
| R2 |
95.91 |
95.91 |
93.90 |
|
| R1 |
94.70 |
94.70 |
93.69 |
94.16 |
| PP |
93.61 |
93.61 |
93.61 |
93.34 |
| S1 |
92.40 |
92.40 |
93.27 |
91.86 |
| S2 |
91.31 |
91.31 |
93.06 |
|
| S3 |
89.01 |
90.10 |
92.85 |
|
| S4 |
86.71 |
87.80 |
92.22 |
|
|
| 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 |
98.28 |
92.53 |
5.75 |
6.2% |
1.96 |
2.1% |
17% |
False |
True |
39,411 |
| 10 |
106.03 |
92.53 |
13.50 |
14.4% |
2.51 |
2.7% |
7% |
False |
True |
41,961 |
| 20 |
106.99 |
92.53 |
14.46 |
15.5% |
1.96 |
2.1% |
7% |
False |
True |
34,354 |
| 40 |
109.08 |
92.53 |
16.55 |
17.7% |
1.97 |
2.1% |
6% |
False |
True |
28,108 |
| 60 |
111.38 |
92.53 |
18.85 |
20.2% |
1.94 |
2.1% |
5% |
False |
True |
25,609 |
| 80 |
111.38 |
92.53 |
18.85 |
20.2% |
1.81 |
1.9% |
5% |
False |
True |
22,198 |
| 100 |
111.38 |
92.53 |
18.85 |
20.2% |
1.73 |
1.9% |
5% |
False |
True |
19,019 |
| 120 |
111.38 |
92.53 |
18.85 |
20.2% |
1.71 |
1.8% |
5% |
False |
True |
16,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.61 |
|
2.618 |
100.85 |
|
1.618 |
98.55 |
|
1.000 |
97.13 |
|
0.618 |
96.25 |
|
HIGH |
94.83 |
|
0.618 |
93.95 |
|
0.500 |
93.68 |
|
0.382 |
93.41 |
|
LOW |
92.53 |
|
0.618 |
91.11 |
|
1.000 |
90.23 |
|
1.618 |
88.81 |
|
2.618 |
86.51 |
|
4.250 |
82.76 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.68 |
94.47 |
| PP |
93.61 |
94.14 |
| S1 |
93.55 |
93.81 |
|