NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.17 |
87.78 |
-3.39 |
-3.7% |
91.79 |
| High |
91.19 |
88.59 |
-2.60 |
-2.9% |
93.62 |
| Low |
87.59 |
86.19 |
-1.40 |
-1.6% |
89.59 |
| Close |
88.14 |
86.85 |
-1.29 |
-1.5% |
91.15 |
| Range |
3.60 |
2.40 |
-1.20 |
-33.3% |
4.03 |
| ATR |
2.12 |
2.14 |
0.02 |
1.0% |
0.00 |
| Volume |
39,477 |
55,236 |
15,759 |
39.9% |
203,121 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.41 |
93.03 |
88.17 |
|
| R3 |
92.01 |
90.63 |
87.51 |
|
| R2 |
89.61 |
89.61 |
87.29 |
|
| R1 |
88.23 |
88.23 |
87.07 |
87.72 |
| PP |
87.21 |
87.21 |
87.21 |
86.96 |
| S1 |
85.83 |
85.83 |
86.63 |
85.32 |
| S2 |
84.81 |
84.81 |
86.41 |
|
| S3 |
82.41 |
83.43 |
86.19 |
|
| S4 |
80.01 |
81.03 |
85.53 |
|
|
| 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 |
86.19 |
6.33 |
7.3% |
2.15 |
2.5% |
10% |
False |
True |
42,353 |
| 10 |
94.50 |
86.19 |
8.31 |
9.6% |
2.11 |
2.4% |
8% |
False |
True |
42,207 |
| 20 |
106.03 |
86.19 |
19.84 |
22.8% |
2.31 |
2.7% |
3% |
False |
True |
42,084 |
| 40 |
106.99 |
86.19 |
20.80 |
23.9% |
1.99 |
2.3% |
3% |
False |
True |
34,936 |
| 60 |
109.69 |
86.19 |
23.50 |
27.1% |
1.94 |
2.2% |
3% |
False |
True |
29,676 |
| 80 |
111.38 |
86.19 |
25.19 |
29.0% |
1.90 |
2.2% |
3% |
False |
True |
26,372 |
| 100 |
111.38 |
86.19 |
25.19 |
29.0% |
1.82 |
2.1% |
3% |
False |
True |
22,739 |
| 120 |
111.38 |
86.19 |
25.19 |
29.0% |
1.78 |
2.1% |
3% |
False |
True |
19,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.79 |
|
2.618 |
94.87 |
|
1.618 |
92.47 |
|
1.000 |
90.99 |
|
0.618 |
90.07 |
|
HIGH |
88.59 |
|
0.618 |
87.67 |
|
0.500 |
87.39 |
|
0.382 |
87.11 |
|
LOW |
86.19 |
|
0.618 |
84.71 |
|
1.000 |
83.79 |
|
1.618 |
82.31 |
|
2.618 |
79.91 |
|
4.250 |
75.99 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.39 |
89.36 |
| PP |
87.21 |
88.52 |
| S1 |
87.03 |
87.69 |
|