NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.58 |
96.59 |
-0.99 |
-1.0% |
97.70 |
| High |
98.21 |
96.60 |
-1.61 |
-1.6% |
99.24 |
| Low |
96.79 |
94.97 |
-1.82 |
-1.9% |
96.43 |
| Close |
97.27 |
95.92 |
-1.35 |
-1.4% |
97.27 |
| Range |
1.42 |
1.63 |
0.21 |
14.8% |
2.81 |
| ATR |
1.85 |
1.88 |
0.03 |
1.7% |
0.00 |
| Volume |
15,951 |
17,996 |
2,045 |
12.8% |
92,059 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.72 |
99.95 |
96.82 |
|
| R3 |
99.09 |
98.32 |
96.37 |
|
| R2 |
97.46 |
97.46 |
96.22 |
|
| R1 |
96.69 |
96.69 |
96.07 |
96.26 |
| PP |
95.83 |
95.83 |
95.83 |
95.62 |
| S1 |
95.06 |
95.06 |
95.77 |
94.63 |
| S2 |
94.20 |
94.20 |
95.62 |
|
| S3 |
92.57 |
93.43 |
95.47 |
|
| S4 |
90.94 |
91.80 |
95.02 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.08 |
104.48 |
98.82 |
|
| R3 |
103.27 |
101.67 |
98.04 |
|
| R2 |
100.46 |
100.46 |
97.79 |
|
| R1 |
98.86 |
98.86 |
97.53 |
98.26 |
| PP |
97.65 |
97.65 |
97.65 |
97.34 |
| S1 |
96.05 |
96.05 |
97.01 |
95.45 |
| S2 |
94.84 |
94.84 |
96.75 |
|
| S3 |
92.03 |
93.24 |
96.50 |
|
| S4 |
89.22 |
90.43 |
95.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.97 |
94.97 |
4.00 |
4.2% |
1.72 |
1.8% |
24% |
False |
True |
17,576 |
| 10 |
107.12 |
94.97 |
12.15 |
12.7% |
2.15 |
2.2% |
8% |
False |
True |
16,661 |
| 20 |
107.12 |
94.97 |
12.15 |
12.7% |
1.72 |
1.8% |
8% |
False |
True |
13,174 |
| 40 |
109.80 |
94.97 |
14.83 |
15.5% |
1.71 |
1.8% |
6% |
False |
True |
11,078 |
| 60 |
110.65 |
94.97 |
15.68 |
16.3% |
1.66 |
1.7% |
6% |
False |
True |
11,009 |
| 80 |
110.65 |
94.97 |
15.68 |
16.3% |
1.48 |
1.5% |
6% |
False |
True |
9,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.53 |
|
2.618 |
100.87 |
|
1.618 |
99.24 |
|
1.000 |
98.23 |
|
0.618 |
97.61 |
|
HIGH |
96.60 |
|
0.618 |
95.98 |
|
0.500 |
95.79 |
|
0.382 |
95.59 |
|
LOW |
94.97 |
|
0.618 |
93.96 |
|
1.000 |
93.34 |
|
1.618 |
92.33 |
|
2.618 |
90.70 |
|
4.250 |
88.04 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.88 |
96.81 |
| PP |
95.83 |
96.51 |
| S1 |
95.79 |
96.22 |
|