NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.14 |
91.55 |
0.41 |
0.4% |
92.12 |
High |
92.08 |
91.85 |
-0.23 |
-0.2% |
93.88 |
Low |
90.44 |
90.85 |
0.41 |
0.5% |
89.90 |
Close |
91.22 |
91.44 |
0.22 |
0.2% |
91.44 |
Range |
1.64 |
1.00 |
-0.64 |
-39.0% |
3.98 |
ATR |
2.03 |
1.96 |
-0.07 |
-3.6% |
0.00 |
Volume |
25,482 |
24,915 |
-567 |
-2.2% |
116,770 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.38 |
93.91 |
91.99 |
|
R3 |
93.38 |
92.91 |
91.72 |
|
R2 |
92.38 |
92.38 |
91.62 |
|
R1 |
91.91 |
91.91 |
91.53 |
91.65 |
PP |
91.38 |
91.38 |
91.38 |
91.25 |
S1 |
90.91 |
90.91 |
91.35 |
90.65 |
S2 |
90.38 |
90.38 |
91.26 |
|
S3 |
89.38 |
89.91 |
91.17 |
|
S4 |
88.38 |
88.91 |
90.89 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.68 |
101.54 |
93.63 |
|
R3 |
99.70 |
97.56 |
92.53 |
|
R2 |
95.72 |
95.72 |
92.17 |
|
R1 |
93.58 |
93.58 |
91.80 |
92.66 |
PP |
91.74 |
91.74 |
91.74 |
91.28 |
S1 |
89.60 |
89.60 |
91.08 |
88.68 |
S2 |
87.76 |
87.76 |
90.71 |
|
S3 |
83.78 |
85.62 |
90.35 |
|
S4 |
79.80 |
81.64 |
89.25 |
|
|
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% |
1.83 |
2.0% |
39% |
False |
False |
23,354 |
10 |
96.70 |
89.90 |
6.80 |
7.4% |
1.95 |
2.1% |
23% |
False |
False |
26,205 |
20 |
107.12 |
89.90 |
17.22 |
18.8% |
2.08 |
2.3% |
9% |
False |
False |
29,398 |
40 |
107.16 |
89.90 |
17.26 |
18.9% |
1.89 |
2.1% |
9% |
False |
False |
27,455 |
60 |
109.84 |
89.90 |
19.94 |
21.8% |
1.86 |
2.0% |
8% |
False |
False |
24,305 |
80 |
110.87 |
89.90 |
20.97 |
22.9% |
1.77 |
1.9% |
7% |
False |
False |
22,732 |
100 |
110.87 |
89.90 |
20.97 |
22.9% |
1.73 |
1.9% |
7% |
False |
False |
19,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.10 |
2.618 |
94.47 |
1.618 |
93.47 |
1.000 |
92.85 |
0.618 |
92.47 |
HIGH |
91.85 |
0.618 |
91.47 |
0.500 |
91.35 |
0.382 |
91.23 |
LOW |
90.85 |
0.618 |
90.23 |
1.000 |
89.85 |
1.618 |
89.23 |
2.618 |
88.23 |
4.250 |
86.60 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.41 |
91.33 |
PP |
91.38 |
91.21 |
S1 |
91.35 |
91.10 |
|