NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
98.31 |
97.70 |
-0.61 |
-0.6% |
105.78 |
| High |
98.32 |
98.64 |
0.32 |
0.3% |
107.12 |
| Low |
96.43 |
97.20 |
0.77 |
0.8% |
98.65 |
| Close |
97.91 |
98.11 |
0.20 |
0.2% |
99.53 |
| Range |
1.89 |
1.44 |
-0.45 |
-23.8% |
8.47 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.8% |
0.00 |
| Volume |
15,406 |
20,842 |
5,436 |
35.3% |
61,664 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.30 |
101.65 |
98.90 |
|
| R3 |
100.86 |
100.21 |
98.51 |
|
| R2 |
99.42 |
99.42 |
98.37 |
|
| R1 |
98.77 |
98.77 |
98.24 |
99.10 |
| PP |
97.98 |
97.98 |
97.98 |
98.15 |
| S1 |
97.33 |
97.33 |
97.98 |
97.66 |
| S2 |
96.54 |
96.54 |
97.85 |
|
| S3 |
95.10 |
95.89 |
97.71 |
|
| S4 |
93.66 |
94.45 |
97.32 |
|
|
| 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 |
103.63 |
96.43 |
7.20 |
7.3% |
2.65 |
2.7% |
23% |
False |
False |
18,369 |
| 10 |
107.12 |
96.43 |
10.69 |
10.9% |
2.04 |
2.1% |
16% |
False |
False |
14,573 |
| 20 |
107.12 |
96.43 |
10.69 |
10.9% |
1.66 |
1.7% |
16% |
False |
False |
12,611 |
| 40 |
109.80 |
96.43 |
13.37 |
13.6% |
1.71 |
1.7% |
13% |
False |
False |
10,861 |
| 60 |
110.65 |
96.43 |
14.22 |
14.5% |
1.64 |
1.7% |
12% |
False |
False |
10,718 |
| 80 |
110.65 |
96.43 |
14.22 |
14.5% |
1.46 |
1.5% |
12% |
False |
False |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
102.41 |
|
1.618 |
100.97 |
|
1.000 |
100.08 |
|
0.618 |
99.53 |
|
HIGH |
98.64 |
|
0.618 |
98.09 |
|
0.500 |
97.92 |
|
0.382 |
97.75 |
|
LOW |
97.20 |
|
0.618 |
96.31 |
|
1.000 |
95.76 |
|
1.618 |
94.87 |
|
2.618 |
93.43 |
|
4.250 |
91.08 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.05 |
97.97 |
| PP |
97.98 |
97.84 |
| S1 |
97.92 |
97.70 |
|