NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.85 |
98.31 |
-0.54 |
-0.5% |
105.78 |
| High |
98.97 |
98.32 |
-0.65 |
-0.7% |
107.12 |
| Low |
96.75 |
96.43 |
-0.32 |
-0.3% |
98.65 |
| Close |
98.14 |
97.91 |
-0.23 |
-0.2% |
99.53 |
| Range |
2.22 |
1.89 |
-0.33 |
-14.9% |
8.47 |
| ATR |
1.92 |
1.91 |
0.00 |
-0.1% |
0.00 |
| Volume |
17,685 |
15,406 |
-2,279 |
-12.9% |
61,664 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.22 |
102.46 |
98.95 |
|
| R3 |
101.33 |
100.57 |
98.43 |
|
| R2 |
99.44 |
99.44 |
98.26 |
|
| R1 |
98.68 |
98.68 |
98.08 |
98.12 |
| PP |
97.55 |
97.55 |
97.55 |
97.27 |
| S1 |
96.79 |
96.79 |
97.74 |
96.23 |
| S2 |
95.66 |
95.66 |
97.56 |
|
| S3 |
93.77 |
94.90 |
97.39 |
|
| S4 |
91.88 |
93.01 |
96.87 |
|
|
| 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 |
106.00 |
96.43 |
9.57 |
9.8% |
2.89 |
2.9% |
15% |
False |
True |
17,431 |
| 10 |
107.12 |
96.43 |
10.69 |
10.9% |
1.99 |
2.0% |
14% |
False |
True |
13,517 |
| 20 |
107.12 |
96.43 |
10.69 |
10.9% |
1.65 |
1.7% |
14% |
False |
True |
12,099 |
| 40 |
109.80 |
96.43 |
13.37 |
13.7% |
1.71 |
1.7% |
11% |
False |
True |
10,630 |
| 60 |
110.65 |
96.43 |
14.22 |
14.5% |
1.63 |
1.7% |
10% |
False |
True |
10,444 |
| 80 |
110.65 |
96.43 |
14.22 |
14.5% |
1.44 |
1.5% |
10% |
False |
True |
9,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.35 |
|
2.618 |
103.27 |
|
1.618 |
101.38 |
|
1.000 |
100.21 |
|
0.618 |
99.49 |
|
HIGH |
98.32 |
|
0.618 |
97.60 |
|
0.500 |
97.38 |
|
0.382 |
97.15 |
|
LOW |
96.43 |
|
0.618 |
95.26 |
|
1.000 |
94.54 |
|
1.618 |
93.37 |
|
2.618 |
91.48 |
|
4.250 |
88.40 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.73 |
97.89 |
| PP |
97.55 |
97.86 |
| S1 |
97.38 |
97.84 |
|