NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.23 |
91.17 |
-0.06 |
-0.1% |
91.79 |
| High |
92.52 |
91.19 |
-1.33 |
-1.4% |
93.62 |
| Low |
90.56 |
87.59 |
-2.97 |
-3.3% |
89.59 |
| Close |
91.09 |
88.14 |
-2.95 |
-3.2% |
91.15 |
| Range |
1.96 |
3.60 |
1.64 |
83.7% |
4.03 |
| ATR |
2.00 |
2.12 |
0.11 |
5.7% |
0.00 |
| Volume |
27,363 |
39,477 |
12,114 |
44.3% |
203,121 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.77 |
97.56 |
90.12 |
|
| R3 |
96.17 |
93.96 |
89.13 |
|
| R2 |
92.57 |
92.57 |
88.80 |
|
| R1 |
90.36 |
90.36 |
88.47 |
89.67 |
| PP |
88.97 |
88.97 |
88.97 |
88.63 |
| S1 |
86.76 |
86.76 |
87.81 |
86.07 |
| S2 |
85.37 |
85.37 |
87.48 |
|
| S3 |
81.77 |
83.16 |
87.15 |
|
| S4 |
78.17 |
79.56 |
86.16 |
|
|
| 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 |
92.52 |
87.59 |
4.93 |
5.6% |
2.15 |
2.4% |
11% |
False |
True |
38,200 |
| 10 |
94.83 |
87.59 |
7.24 |
8.2% |
2.10 |
2.4% |
8% |
False |
True |
41,653 |
| 20 |
106.59 |
87.59 |
19.00 |
21.6% |
2.25 |
2.6% |
3% |
False |
True |
41,514 |
| 40 |
106.99 |
87.59 |
19.40 |
22.0% |
1.97 |
2.2% |
3% |
False |
True |
34,138 |
| 60 |
109.69 |
87.59 |
22.10 |
25.1% |
1.94 |
2.2% |
2% |
False |
True |
28,937 |
| 80 |
111.38 |
87.59 |
23.79 |
27.0% |
1.88 |
2.1% |
2% |
False |
True |
25,885 |
| 100 |
111.38 |
87.59 |
23.79 |
27.0% |
1.81 |
2.1% |
2% |
False |
True |
22,274 |
| 120 |
111.38 |
87.59 |
23.79 |
27.0% |
1.77 |
2.0% |
2% |
False |
True |
19,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.49 |
|
2.618 |
100.61 |
|
1.618 |
97.01 |
|
1.000 |
94.79 |
|
0.618 |
93.41 |
|
HIGH |
91.19 |
|
0.618 |
89.81 |
|
0.500 |
89.39 |
|
0.382 |
88.97 |
|
LOW |
87.59 |
|
0.618 |
85.37 |
|
1.000 |
83.99 |
|
1.618 |
81.77 |
|
2.618 |
78.17 |
|
4.250 |
72.29 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.39 |
90.06 |
| PP |
88.97 |
89.42 |
| S1 |
88.56 |
88.78 |
|