NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
93.56 |
91.99 |
-1.57 |
-1.7% |
96.21 |
High |
93.57 |
92.00 |
-1.57 |
-1.7% |
96.41 |
Low |
91.51 |
89.59 |
-1.92 |
-2.1% |
91.54 |
Close |
92.15 |
90.20 |
-1.95 |
-2.1% |
92.08 |
Range |
2.06 |
2.41 |
0.35 |
17.0% |
4.87 |
ATR |
2.07 |
2.11 |
0.03 |
1.7% |
0.00 |
Volume |
30,442 |
34,471 |
4,029 |
13.2% |
209,917 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.83 |
96.42 |
91.53 |
|
R3 |
95.42 |
94.01 |
90.86 |
|
R2 |
93.01 |
93.01 |
90.64 |
|
R1 |
91.60 |
91.60 |
90.42 |
91.10 |
PP |
90.60 |
90.60 |
90.60 |
90.35 |
S1 |
89.19 |
89.19 |
89.98 |
88.69 |
S2 |
88.19 |
88.19 |
89.76 |
|
S3 |
85.78 |
86.78 |
89.54 |
|
S4 |
83.37 |
84.37 |
88.87 |
|
|
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 |
94.50 |
89.59 |
4.91 |
5.4% |
2.08 |
2.3% |
12% |
False |
True |
42,060 |
10 |
98.28 |
89.59 |
8.69 |
9.6% |
2.02 |
2.2% |
7% |
False |
True |
40,735 |
20 |
106.99 |
89.59 |
17.40 |
19.3% |
2.10 |
2.3% |
4% |
False |
True |
38,884 |
40 |
108.24 |
89.59 |
18.65 |
20.7% |
2.01 |
2.2% |
3% |
False |
True |
31,568 |
60 |
111.38 |
89.59 |
21.79 |
24.2% |
1.96 |
2.2% |
3% |
False |
True |
27,300 |
80 |
111.38 |
89.59 |
21.79 |
24.2% |
1.87 |
2.1% |
3% |
False |
True |
24,475 |
100 |
111.38 |
89.59 |
21.79 |
24.2% |
1.79 |
2.0% |
3% |
False |
True |
20,997 |
120 |
111.38 |
89.59 |
21.79 |
24.2% |
1.75 |
1.9% |
3% |
False |
True |
18,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.24 |
2.618 |
98.31 |
1.618 |
95.90 |
1.000 |
94.41 |
0.618 |
93.49 |
HIGH |
92.00 |
0.618 |
91.08 |
0.500 |
90.80 |
0.382 |
90.51 |
LOW |
89.59 |
0.618 |
88.10 |
1.000 |
87.18 |
1.618 |
85.69 |
2.618 |
83.28 |
4.250 |
79.35 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
90.80 |
91.61 |
PP |
90.60 |
91.14 |
S1 |
90.40 |
90.67 |
|