NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.09 |
91.23 |
0.14 |
0.2% |
91.79 |
High |
91.59 |
92.52 |
0.93 |
1.0% |
93.62 |
Low |
90.49 |
90.56 |
0.07 |
0.1% |
89.59 |
Close |
91.15 |
91.09 |
-0.06 |
-0.1% |
91.15 |
Range |
1.10 |
1.96 |
0.86 |
78.2% |
4.03 |
ATR |
2.01 |
2.00 |
0.00 |
-0.2% |
0.00 |
Volume |
41,641 |
27,363 |
-14,278 |
-34.3% |
203,121 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.27 |
96.14 |
92.17 |
|
R3 |
95.31 |
94.18 |
91.63 |
|
R2 |
93.35 |
93.35 |
91.45 |
|
R1 |
92.22 |
92.22 |
91.27 |
91.81 |
PP |
91.39 |
91.39 |
91.39 |
91.18 |
S1 |
90.26 |
90.26 |
90.91 |
89.85 |
S2 |
89.43 |
89.43 |
90.73 |
|
S3 |
87.47 |
88.30 |
90.55 |
|
S4 |
85.51 |
86.34 |
90.01 |
|
|
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 |
93.57 |
89.59 |
3.98 |
4.4% |
1.84 |
2.0% |
38% |
False |
False |
36,393 |
10 |
96.08 |
89.59 |
6.49 |
7.1% |
1.98 |
2.2% |
23% |
False |
False |
40,481 |
20 |
106.99 |
89.59 |
17.40 |
19.1% |
2.16 |
2.4% |
9% |
False |
False |
40,858 |
40 |
106.99 |
89.59 |
17.40 |
19.1% |
1.96 |
2.2% |
9% |
False |
False |
33,578 |
60 |
109.69 |
89.59 |
20.10 |
22.1% |
1.91 |
2.1% |
7% |
False |
False |
28,555 |
80 |
111.38 |
89.59 |
21.79 |
23.9% |
1.85 |
2.0% |
7% |
False |
False |
25,562 |
100 |
111.38 |
89.59 |
21.79 |
23.9% |
1.79 |
2.0% |
7% |
False |
False |
21,970 |
120 |
111.38 |
89.59 |
21.79 |
23.9% |
1.75 |
1.9% |
7% |
False |
False |
18,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.85 |
2.618 |
97.65 |
1.618 |
95.69 |
1.000 |
94.48 |
0.618 |
93.73 |
HIGH |
92.52 |
0.618 |
91.77 |
0.500 |
91.54 |
0.382 |
91.31 |
LOW |
90.56 |
0.618 |
89.35 |
1.000 |
88.60 |
1.618 |
87.39 |
2.618 |
85.43 |
4.250 |
82.23 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
91.33 |
PP |
91.39 |
91.25 |
S1 |
91.24 |
91.17 |
|