NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
103.42 |
99.06 |
-4.36 |
-4.2% |
105.65 |
| High |
103.47 |
99.10 |
-4.37 |
-4.2% |
107.12 |
| Low |
98.45 |
96.36 |
-2.09 |
-2.1% |
98.45 |
| Close |
99.38 |
98.83 |
-0.55 |
-0.6% |
99.38 |
| Range |
5.02 |
2.74 |
-2.28 |
-45.4% |
8.67 |
| ATR |
1.95 |
2.03 |
0.08 |
3.9% |
0.00 |
| Volume |
43,351 |
44,367 |
1,016 |
2.3% |
154,496 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.32 |
105.31 |
100.34 |
|
| R3 |
103.58 |
102.57 |
99.58 |
|
| R2 |
100.84 |
100.84 |
99.33 |
|
| R1 |
99.83 |
99.83 |
99.08 |
98.97 |
| PP |
98.10 |
98.10 |
98.10 |
97.66 |
| S1 |
97.09 |
97.09 |
98.58 |
96.23 |
| S2 |
95.36 |
95.36 |
98.33 |
|
| S3 |
92.62 |
94.35 |
98.08 |
|
| S4 |
89.88 |
91.61 |
97.32 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.66 |
122.19 |
104.15 |
|
| R3 |
118.99 |
113.52 |
101.76 |
|
| R2 |
110.32 |
110.32 |
100.97 |
|
| R1 |
104.85 |
104.85 |
100.17 |
103.25 |
| PP |
101.65 |
101.65 |
101.65 |
100.85 |
| S1 |
96.18 |
96.18 |
98.59 |
94.58 |
| S2 |
92.98 |
92.98 |
97.79 |
|
| S3 |
84.31 |
87.51 |
97.00 |
|
| S4 |
75.64 |
78.84 |
94.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.12 |
96.36 |
10.76 |
10.9% |
2.71 |
2.7% |
23% |
False |
True |
37,005 |
| 10 |
107.12 |
96.36 |
10.76 |
10.9% |
1.92 |
1.9% |
23% |
False |
True |
27,773 |
| 20 |
107.12 |
96.36 |
10.76 |
10.9% |
1.83 |
1.9% |
23% |
False |
True |
29,008 |
| 40 |
109.84 |
96.36 |
13.48 |
13.6% |
1.83 |
1.9% |
18% |
False |
True |
23,877 |
| 60 |
110.87 |
96.36 |
14.51 |
14.7% |
1.77 |
1.8% |
17% |
False |
True |
22,227 |
| 80 |
110.87 |
96.36 |
14.51 |
14.7% |
1.72 |
1.7% |
17% |
False |
True |
19,492 |
| 100 |
110.87 |
93.44 |
17.43 |
17.6% |
1.65 |
1.7% |
31% |
False |
False |
16,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.75 |
|
2.618 |
106.27 |
|
1.618 |
103.53 |
|
1.000 |
101.84 |
|
0.618 |
100.79 |
|
HIGH |
99.10 |
|
0.618 |
98.05 |
|
0.500 |
97.73 |
|
0.382 |
97.41 |
|
LOW |
96.36 |
|
0.618 |
94.67 |
|
1.000 |
93.62 |
|
1.618 |
91.93 |
|
2.618 |
89.19 |
|
4.250 |
84.72 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.46 |
101.23 |
| PP |
98.10 |
100.43 |
| S1 |
97.73 |
99.63 |
|