NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
90.92 |
91.09 |
0.17 |
0.2% |
91.79 |
High |
91.81 |
91.59 |
-0.22 |
-0.2% |
93.62 |
Low |
90.13 |
90.49 |
0.36 |
0.4% |
89.59 |
Close |
90.94 |
91.15 |
0.21 |
0.2% |
91.15 |
Range |
1.68 |
1.10 |
-0.58 |
-34.5% |
4.03 |
ATR |
2.08 |
2.01 |
-0.07 |
-3.4% |
0.00 |
Volume |
48,052 |
41,641 |
-6,411 |
-13.3% |
203,121 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.38 |
93.86 |
91.76 |
|
R3 |
93.28 |
92.76 |
91.45 |
|
R2 |
92.18 |
92.18 |
91.35 |
|
R1 |
91.66 |
91.66 |
91.25 |
91.92 |
PP |
91.08 |
91.08 |
91.08 |
91.21 |
S1 |
90.56 |
90.56 |
91.05 |
90.82 |
S2 |
89.98 |
89.98 |
90.95 |
|
S3 |
88.88 |
89.46 |
90.85 |
|
S4 |
87.78 |
88.36 |
90.55 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.54 |
101.38 |
93.37 |
|
R3 |
99.51 |
97.35 |
92.26 |
|
R2 |
95.48 |
95.48 |
91.89 |
|
R1 |
93.32 |
93.32 |
91.52 |
92.39 |
PP |
91.45 |
91.45 |
91.45 |
90.99 |
S1 |
89.29 |
89.29 |
90.78 |
88.36 |
S2 |
87.42 |
87.42 |
90.41 |
|
S3 |
83.39 |
85.26 |
90.04 |
|
S4 |
79.36 |
81.23 |
88.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.62 |
89.59 |
4.03 |
4.4% |
1.89 |
2.1% |
39% |
False |
False |
40,624 |
10 |
96.41 |
89.59 |
6.82 |
7.5% |
1.98 |
2.2% |
23% |
False |
False |
41,303 |
20 |
106.99 |
89.59 |
17.40 |
19.1% |
2.12 |
2.3% |
9% |
False |
False |
40,376 |
40 |
106.99 |
89.59 |
17.40 |
19.1% |
1.94 |
2.1% |
9% |
False |
False |
33,297 |
60 |
109.69 |
89.59 |
20.10 |
22.1% |
1.91 |
2.1% |
8% |
False |
False |
28,482 |
80 |
111.38 |
89.59 |
21.79 |
23.9% |
1.85 |
2.0% |
7% |
False |
False |
25,414 |
100 |
111.38 |
89.59 |
21.79 |
23.9% |
1.78 |
2.0% |
7% |
False |
False |
21,834 |
120 |
111.38 |
89.59 |
21.79 |
23.9% |
1.75 |
1.9% |
7% |
False |
False |
18,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.27 |
2.618 |
94.47 |
1.618 |
93.37 |
1.000 |
92.69 |
0.618 |
92.27 |
HIGH |
91.59 |
0.618 |
91.17 |
0.500 |
91.04 |
0.382 |
90.91 |
LOW |
90.49 |
0.618 |
89.81 |
1.000 |
89.39 |
1.618 |
88.71 |
2.618 |
87.61 |
4.250 |
85.82 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.11 |
91.03 |
PP |
91.08 |
90.91 |
S1 |
91.04 |
90.80 |
|