NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.79 |
93.56 |
1.77 |
1.9% |
96.21 |
| High |
93.62 |
93.57 |
-0.05 |
-0.1% |
96.41 |
| Low |
91.44 |
91.51 |
0.07 |
0.1% |
91.54 |
| Close |
93.14 |
92.15 |
-0.99 |
-1.1% |
92.08 |
| Range |
2.18 |
2.06 |
-0.12 |
-5.5% |
4.87 |
| ATR |
2.07 |
2.07 |
0.00 |
0.0% |
0.00 |
| Volume |
48,515 |
30,442 |
-18,073 |
-37.3% |
209,917 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
97.43 |
93.28 |
|
| R3 |
96.53 |
95.37 |
92.72 |
|
| R2 |
94.47 |
94.47 |
92.53 |
|
| R1 |
93.31 |
93.31 |
92.34 |
92.86 |
| PP |
92.41 |
92.41 |
92.41 |
92.19 |
| S1 |
91.25 |
91.25 |
91.96 |
90.80 |
| S2 |
90.35 |
90.35 |
91.77 |
|
| S3 |
88.29 |
89.19 |
91.58 |
|
| S4 |
86.23 |
87.13 |
91.02 |
|
|
| 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 |
94.83 |
91.44 |
3.39 |
3.7% |
2.05 |
2.2% |
21% |
False |
False |
45,106 |
| 10 |
98.28 |
91.44 |
6.84 |
7.4% |
1.99 |
2.2% |
10% |
False |
False |
41,648 |
| 20 |
106.99 |
91.44 |
15.55 |
16.9% |
2.04 |
2.2% |
5% |
False |
False |
38,075 |
| 40 |
108.87 |
91.44 |
17.43 |
18.9% |
1.98 |
2.1% |
4% |
False |
False |
30,905 |
| 60 |
111.38 |
91.44 |
19.94 |
21.6% |
1.95 |
2.1% |
4% |
False |
False |
27,045 |
| 80 |
111.38 |
91.44 |
19.94 |
21.6% |
1.85 |
2.0% |
4% |
False |
False |
24,104 |
| 100 |
111.38 |
91.44 |
19.94 |
21.6% |
1.77 |
1.9% |
4% |
False |
False |
20,683 |
| 120 |
111.38 |
91.44 |
19.94 |
21.6% |
1.74 |
1.9% |
4% |
False |
False |
17,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
98.96 |
|
1.618 |
96.90 |
|
1.000 |
95.63 |
|
0.618 |
94.84 |
|
HIGH |
93.57 |
|
0.618 |
92.78 |
|
0.500 |
92.54 |
|
0.382 |
92.30 |
|
LOW |
91.51 |
|
0.618 |
90.24 |
|
1.000 |
89.45 |
|
1.618 |
88.18 |
|
2.618 |
86.12 |
|
4.250 |
82.76 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.54 |
92.53 |
| PP |
92.41 |
92.40 |
| S1 |
92.28 |
92.28 |
|