NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.55 |
91.59 |
0.04 |
0.0% |
92.12 |
High |
91.85 |
92.78 |
0.93 |
1.0% |
93.88 |
Low |
90.85 |
90.89 |
0.04 |
0.0% |
89.90 |
Close |
91.44 |
91.42 |
-0.02 |
0.0% |
91.44 |
Range |
1.00 |
1.89 |
0.89 |
89.0% |
3.98 |
ATR |
1.96 |
1.95 |
0.00 |
-0.2% |
0.00 |
Volume |
24,915 |
16,877 |
-8,038 |
-32.3% |
116,770 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.37 |
96.28 |
92.46 |
|
R3 |
95.48 |
94.39 |
91.94 |
|
R2 |
93.59 |
93.59 |
91.77 |
|
R1 |
92.50 |
92.50 |
91.59 |
92.10 |
PP |
91.70 |
91.70 |
91.70 |
91.50 |
S1 |
90.61 |
90.61 |
91.25 |
90.21 |
S2 |
89.81 |
89.81 |
91.07 |
|
S3 |
87.92 |
88.72 |
90.90 |
|
S4 |
86.03 |
86.83 |
90.38 |
|
|
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 |
93.80 |
89.90 |
3.90 |
4.3% |
1.78 |
1.9% |
39% |
False |
False |
20,783 |
10 |
96.35 |
89.90 |
6.45 |
7.1% |
1.94 |
2.1% |
24% |
False |
False |
25,170 |
20 |
107.12 |
89.90 |
17.22 |
18.8% |
2.12 |
2.3% |
9% |
False |
False |
29,550 |
40 |
107.16 |
89.90 |
17.26 |
18.9% |
1.91 |
2.1% |
9% |
False |
False |
27,355 |
60 |
109.84 |
89.90 |
19.94 |
21.8% |
1.84 |
2.0% |
8% |
False |
False |
24,259 |
80 |
110.87 |
89.90 |
20.97 |
22.9% |
1.77 |
1.9% |
7% |
False |
False |
22,777 |
100 |
110.87 |
89.90 |
20.97 |
22.9% |
1.73 |
1.9% |
7% |
False |
False |
20,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.81 |
2.618 |
97.73 |
1.618 |
95.84 |
1.000 |
94.67 |
0.618 |
93.95 |
HIGH |
92.78 |
0.618 |
92.06 |
0.500 |
91.84 |
0.382 |
91.61 |
LOW |
90.89 |
0.618 |
89.72 |
1.000 |
89.00 |
1.618 |
87.83 |
2.618 |
85.94 |
4.250 |
82.86 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.84 |
91.61 |
PP |
91.70 |
91.55 |
S1 |
91.56 |
91.48 |
|