NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
103.59 |
97.70 |
-5.89 |
-5.7% |
105.78 |
| High |
103.63 |
99.24 |
-4.39 |
-4.2% |
107.12 |
| Low |
98.65 |
96.50 |
-2.15 |
-2.2% |
98.65 |
| Close |
99.53 |
99.02 |
-0.51 |
-0.5% |
99.53 |
| Range |
4.98 |
2.74 |
-2.24 |
-45.0% |
8.47 |
| ATR |
1.80 |
1.89 |
0.09 |
4.9% |
0.00 |
| Volume |
15,741 |
22,175 |
6,434 |
40.9% |
61,664 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.47 |
105.49 |
100.53 |
|
| R3 |
103.73 |
102.75 |
99.77 |
|
| R2 |
100.99 |
100.99 |
99.52 |
|
| R1 |
100.01 |
100.01 |
99.27 |
100.50 |
| PP |
98.25 |
98.25 |
98.25 |
98.50 |
| S1 |
97.27 |
97.27 |
98.77 |
97.76 |
| S2 |
95.51 |
95.51 |
98.52 |
|
| S3 |
92.77 |
94.53 |
98.27 |
|
| S4 |
90.03 |
91.79 |
97.51 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.18 |
121.82 |
104.19 |
|
| R3 |
118.71 |
113.35 |
101.86 |
|
| R2 |
110.24 |
110.24 |
101.08 |
|
| R1 |
104.88 |
104.88 |
100.31 |
103.33 |
| PP |
101.77 |
101.77 |
101.77 |
100.99 |
| S1 |
96.41 |
96.41 |
98.75 |
94.86 |
| S2 |
93.30 |
93.30 |
97.98 |
|
| S3 |
84.83 |
87.94 |
97.20 |
|
| S4 |
76.36 |
79.47 |
94.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.12 |
96.50 |
10.62 |
10.7% |
2.58 |
2.6% |
24% |
False |
True |
15,747 |
| 10 |
107.12 |
96.50 |
10.62 |
10.7% |
1.80 |
1.8% |
24% |
False |
True |
11,731 |
| 20 |
107.12 |
96.50 |
10.62 |
10.7% |
1.63 |
1.6% |
24% |
False |
True |
11,612 |
| 40 |
109.80 |
96.50 |
13.30 |
13.4% |
1.67 |
1.7% |
19% |
False |
True |
10,294 |
| 60 |
110.65 |
96.50 |
14.15 |
14.3% |
1.59 |
1.6% |
18% |
False |
True |
10,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.89 |
|
2.618 |
106.41 |
|
1.618 |
103.67 |
|
1.000 |
101.98 |
|
0.618 |
100.93 |
|
HIGH |
99.24 |
|
0.618 |
98.19 |
|
0.500 |
97.87 |
|
0.382 |
97.55 |
|
LOW |
96.50 |
|
0.618 |
94.81 |
|
1.000 |
93.76 |
|
1.618 |
92.07 |
|
2.618 |
89.33 |
|
4.250 |
84.86 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.64 |
101.25 |
| PP |
98.25 |
100.51 |
| S1 |
97.87 |
99.76 |
|