NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
92.29 |
91.14 |
-1.15 |
-1.2% |
96.54 |
High |
92.29 |
92.08 |
-0.21 |
-0.2% |
96.70 |
Low |
89.90 |
90.44 |
0.54 |
0.6% |
91.80 |
Close |
90.50 |
91.22 |
0.72 |
0.8% |
92.34 |
Range |
2.39 |
1.64 |
-0.75 |
-31.4% |
4.90 |
ATR |
2.06 |
2.03 |
-0.03 |
-1.5% |
0.00 |
Volume |
24,537 |
25,482 |
945 |
3.9% |
145,280 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.17 |
95.33 |
92.12 |
|
R3 |
94.53 |
93.69 |
91.67 |
|
R2 |
92.89 |
92.89 |
91.52 |
|
R1 |
92.05 |
92.05 |
91.37 |
92.47 |
PP |
91.25 |
91.25 |
91.25 |
91.46 |
S1 |
90.41 |
90.41 |
91.07 |
90.83 |
S2 |
89.61 |
89.61 |
90.92 |
|
S3 |
87.97 |
88.77 |
90.77 |
|
S4 |
86.33 |
87.13 |
90.32 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.31 |
105.23 |
95.04 |
|
R3 |
103.41 |
100.33 |
93.69 |
|
R2 |
98.51 |
98.51 |
93.24 |
|
R1 |
95.43 |
95.43 |
92.79 |
94.52 |
PP |
93.61 |
93.61 |
93.61 |
93.16 |
S1 |
90.53 |
90.53 |
91.89 |
89.62 |
S2 |
88.71 |
88.71 |
91.44 |
|
S3 |
83.81 |
85.63 |
90.99 |
|
S4 |
78.91 |
80.73 |
89.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.88 |
89.90 |
3.98 |
4.4% |
2.00 |
2.2% |
33% |
False |
False |
24,398 |
10 |
98.02 |
89.90 |
8.12 |
8.9% |
2.00 |
2.2% |
16% |
False |
False |
26,475 |
20 |
107.12 |
89.90 |
17.22 |
18.9% |
2.09 |
2.3% |
8% |
False |
False |
29,003 |
40 |
107.16 |
89.90 |
17.26 |
18.9% |
1.94 |
2.1% |
8% |
False |
False |
27,304 |
60 |
110.87 |
89.90 |
20.97 |
23.0% |
1.89 |
2.1% |
6% |
False |
False |
24,098 |
80 |
110.87 |
89.90 |
20.97 |
23.0% |
1.78 |
1.9% |
6% |
False |
False |
22,551 |
100 |
110.87 |
89.90 |
20.97 |
23.0% |
1.74 |
1.9% |
6% |
False |
False |
19,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.05 |
2.618 |
96.37 |
1.618 |
94.73 |
1.000 |
93.72 |
0.618 |
93.09 |
HIGH |
92.08 |
0.618 |
91.45 |
0.500 |
91.26 |
0.382 |
91.07 |
LOW |
90.44 |
0.618 |
89.43 |
1.000 |
88.80 |
1.618 |
87.79 |
2.618 |
86.15 |
4.250 |
83.47 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.26 |
91.85 |
PP |
91.25 |
91.64 |
S1 |
91.23 |
91.43 |
|