NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.54 |
94.98 |
-1.56 |
-1.6% |
99.06 |
| High |
96.70 |
96.35 |
-0.35 |
-0.4% |
99.10 |
| Low |
94.70 |
94.01 |
-0.69 |
-0.7% |
96.10 |
| Close |
95.67 |
94.93 |
-0.74 |
-0.8% |
97.02 |
| Range |
2.00 |
2.34 |
0.34 |
17.0% |
3.00 |
| ATR |
2.00 |
2.03 |
0.02 |
1.2% |
0.00 |
| Volume |
27,221 |
22,074 |
-5,147 |
-18.9% |
171,414 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.12 |
100.86 |
96.22 |
|
| R3 |
99.78 |
98.52 |
95.57 |
|
| R2 |
97.44 |
97.44 |
95.36 |
|
| R1 |
96.18 |
96.18 |
95.14 |
95.64 |
| PP |
95.10 |
95.10 |
95.10 |
94.83 |
| S1 |
93.84 |
93.84 |
94.72 |
93.30 |
| S2 |
92.76 |
92.76 |
94.50 |
|
| S3 |
90.42 |
91.50 |
94.29 |
|
| S4 |
88.08 |
89.16 |
93.64 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.41 |
104.71 |
98.67 |
|
| R3 |
103.41 |
101.71 |
97.85 |
|
| R2 |
100.41 |
100.41 |
97.57 |
|
| R1 |
98.71 |
98.71 |
97.30 |
98.06 |
| PP |
97.41 |
97.41 |
97.41 |
97.08 |
| S1 |
95.71 |
95.71 |
96.75 |
95.06 |
| S2 |
94.41 |
94.41 |
96.47 |
|
| S3 |
91.41 |
92.71 |
96.20 |
|
| S4 |
88.41 |
89.71 |
95.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.50 |
94.01 |
4.49 |
4.7% |
1.87 |
2.0% |
20% |
False |
True |
28,439 |
| 10 |
106.73 |
94.01 |
12.72 |
13.4% |
2.36 |
2.5% |
7% |
False |
True |
33,922 |
| 20 |
107.12 |
94.01 |
13.11 |
13.8% |
1.90 |
2.0% |
7% |
False |
True |
28,284 |
| 40 |
109.43 |
94.01 |
15.42 |
16.2% |
1.88 |
2.0% |
6% |
False |
True |
25,229 |
| 60 |
110.87 |
94.01 |
16.86 |
17.8% |
1.86 |
2.0% |
5% |
False |
True |
23,688 |
| 80 |
110.87 |
94.01 |
16.86 |
17.8% |
1.73 |
1.8% |
5% |
False |
True |
20,930 |
| 100 |
110.87 |
94.01 |
16.86 |
17.8% |
1.66 |
1.7% |
5% |
False |
True |
18,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.30 |
|
2.618 |
102.48 |
|
1.618 |
100.14 |
|
1.000 |
98.69 |
|
0.618 |
97.80 |
|
HIGH |
96.35 |
|
0.618 |
95.46 |
|
0.500 |
95.18 |
|
0.382 |
94.90 |
|
LOW |
94.01 |
|
0.618 |
92.56 |
|
1.000 |
91.67 |
|
1.618 |
90.22 |
|
2.618 |
87.88 |
|
4.250 |
84.07 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
96.02 |
| PP |
95.10 |
95.65 |
| S1 |
95.01 |
95.29 |
|