NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.06 |
97.53 |
-0.53 |
-0.5% |
105.65 |
| High |
98.06 |
98.50 |
0.44 |
0.4% |
107.12 |
| Low |
96.10 |
96.96 |
0.86 |
0.9% |
98.45 |
| Close |
97.68 |
97.89 |
0.21 |
0.2% |
99.38 |
| Range |
1.96 |
1.54 |
-0.42 |
-21.4% |
8.67 |
| ATR |
2.05 |
2.02 |
-0.04 |
-1.8% |
0.00 |
| Volume |
31,150 |
34,132 |
2,982 |
9.6% |
154,496 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.40 |
101.69 |
98.74 |
|
| R3 |
100.86 |
100.15 |
98.31 |
|
| R2 |
99.32 |
99.32 |
98.17 |
|
| R1 |
98.61 |
98.61 |
98.03 |
98.97 |
| PP |
97.78 |
97.78 |
97.78 |
97.96 |
| S1 |
97.07 |
97.07 |
97.75 |
97.43 |
| S2 |
96.24 |
96.24 |
97.61 |
|
| S3 |
94.70 |
95.53 |
97.47 |
|
| S4 |
93.16 |
93.99 |
97.04 |
|
|
| 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 |
103.47 |
96.10 |
7.37 |
7.5% |
2.75 |
2.8% |
24% |
False |
False |
37,429 |
| 10 |
107.12 |
96.10 |
11.02 |
11.3% |
2.18 |
2.2% |
16% |
False |
False |
31,530 |
| 20 |
107.12 |
96.10 |
11.02 |
11.3% |
1.85 |
1.9% |
16% |
False |
False |
29,906 |
| 40 |
109.84 |
96.10 |
13.74 |
14.0% |
1.87 |
1.9% |
13% |
False |
False |
24,886 |
| 60 |
110.87 |
96.10 |
14.77 |
15.1% |
1.80 |
1.8% |
12% |
False |
False |
23,306 |
| 80 |
110.87 |
96.10 |
14.77 |
15.1% |
1.70 |
1.7% |
12% |
False |
False |
20,411 |
| 100 |
110.87 |
93.44 |
17.43 |
17.8% |
1.64 |
1.7% |
26% |
False |
False |
17,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.05 |
|
2.618 |
102.53 |
|
1.618 |
100.99 |
|
1.000 |
100.04 |
|
0.618 |
99.45 |
|
HIGH |
98.50 |
|
0.618 |
97.91 |
|
0.500 |
97.73 |
|
0.382 |
97.55 |
|
LOW |
96.96 |
|
0.618 |
96.01 |
|
1.000 |
95.42 |
|
1.618 |
94.47 |
|
2.618 |
92.93 |
|
4.250 |
90.42 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
97.77 |
| PP |
97.78 |
97.65 |
| S1 |
97.73 |
97.54 |
|