NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
93.42 |
93.32 |
-0.10 |
-0.1% |
96.21 |
High |
94.50 |
93.49 |
-1.01 |
-1.1% |
96.41 |
Low |
92.72 |
91.54 |
-1.18 |
-1.3% |
91.54 |
Close |
93.19 |
92.08 |
-1.11 |
-1.2% |
92.08 |
Range |
1.78 |
1.95 |
0.17 |
9.6% |
4.87 |
ATR |
2.07 |
2.06 |
-0.01 |
-0.4% |
0.00 |
Volume |
52,895 |
43,978 |
-8,917 |
-16.9% |
209,917 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.22 |
97.10 |
93.15 |
|
R3 |
96.27 |
95.15 |
92.62 |
|
R2 |
94.32 |
94.32 |
92.44 |
|
R1 |
93.20 |
93.20 |
92.26 |
92.79 |
PP |
92.37 |
92.37 |
92.37 |
92.16 |
S1 |
91.25 |
91.25 |
91.90 |
90.84 |
S2 |
90.42 |
90.42 |
91.72 |
|
S3 |
88.47 |
89.30 |
91.54 |
|
S4 |
86.52 |
87.35 |
91.01 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.95 |
104.89 |
94.76 |
|
R3 |
103.08 |
100.02 |
93.42 |
|
R2 |
98.21 |
98.21 |
92.97 |
|
R1 |
95.15 |
95.15 |
92.53 |
94.25 |
PP |
93.34 |
93.34 |
93.34 |
92.89 |
S1 |
90.28 |
90.28 |
91.63 |
89.38 |
S2 |
88.47 |
88.47 |
91.19 |
|
S3 |
83.60 |
85.41 |
90.74 |
|
S4 |
78.73 |
80.54 |
89.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.41 |
91.54 |
4.87 |
5.3% |
2.08 |
2.3% |
11% |
False |
True |
41,983 |
10 |
98.86 |
91.54 |
7.32 |
7.9% |
2.08 |
2.3% |
7% |
False |
True |
42,080 |
20 |
106.99 |
91.54 |
15.45 |
16.8% |
1.99 |
2.2% |
3% |
False |
True |
36,505 |
40 |
109.08 |
91.54 |
17.54 |
19.0% |
1.96 |
2.1% |
3% |
False |
True |
29,715 |
60 |
111.38 |
91.54 |
19.84 |
21.5% |
1.94 |
2.1% |
3% |
False |
True |
26,714 |
80 |
111.38 |
91.54 |
19.84 |
21.5% |
1.82 |
2.0% |
3% |
False |
True |
23,283 |
100 |
111.38 |
91.54 |
19.84 |
21.5% |
1.76 |
1.9% |
3% |
False |
True |
19,930 |
120 |
111.38 |
91.54 |
19.84 |
21.5% |
1.73 |
1.9% |
3% |
False |
True |
17,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.78 |
2.618 |
98.60 |
1.618 |
96.65 |
1.000 |
95.44 |
0.618 |
94.70 |
HIGH |
93.49 |
0.618 |
92.75 |
0.500 |
92.52 |
0.382 |
92.28 |
LOW |
91.54 |
0.618 |
90.33 |
1.000 |
89.59 |
1.618 |
88.38 |
2.618 |
86.43 |
4.250 |
83.25 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
92.52 |
93.19 |
PP |
92.37 |
92.82 |
S1 |
92.23 |
92.45 |
|