NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
94.50 |
94.10 |
-0.40 |
-0.4% |
97.70 |
| High |
95.35 |
94.95 |
-0.40 |
-0.4% |
99.24 |
| Low |
93.16 |
93.29 |
0.13 |
0.1% |
96.43 |
| Close |
94.04 |
93.66 |
-0.38 |
-0.4% |
97.27 |
| Range |
2.19 |
1.66 |
-0.53 |
-24.2% |
2.81 |
| ATR |
1.93 |
1.91 |
-0.02 |
-1.0% |
0.00 |
| Volume |
13,408 |
15,218 |
1,810 |
13.5% |
92,059 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.95 |
97.96 |
94.57 |
|
| R3 |
97.29 |
96.30 |
94.12 |
|
| R2 |
95.63 |
95.63 |
93.96 |
|
| R1 |
94.64 |
94.64 |
93.81 |
94.31 |
| PP |
93.97 |
93.97 |
93.97 |
93.80 |
| S1 |
92.98 |
92.98 |
93.51 |
92.65 |
| S2 |
92.31 |
92.31 |
93.36 |
|
| S3 |
90.65 |
91.32 |
93.20 |
|
| S4 |
88.99 |
89.66 |
92.75 |
|
|
| 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 |
98.21 |
93.16 |
5.05 |
5.4% |
1.84 |
2.0% |
10% |
False |
False |
15,426 |
| 10 |
103.63 |
93.16 |
10.47 |
11.2% |
2.25 |
2.4% |
5% |
False |
False |
16,897 |
| 20 |
107.12 |
93.16 |
13.96 |
14.9% |
1.79 |
1.9% |
4% |
False |
False |
13,288 |
| 40 |
109.50 |
93.16 |
16.34 |
17.4% |
1.76 |
1.9% |
3% |
False |
False |
11,457 |
| 60 |
110.65 |
93.16 |
17.49 |
18.7% |
1.72 |
1.8% |
3% |
False |
False |
11,265 |
| 80 |
110.65 |
93.16 |
17.49 |
18.7% |
1.53 |
1.6% |
3% |
False |
False |
10,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.01 |
|
2.618 |
99.30 |
|
1.618 |
97.64 |
|
1.000 |
96.61 |
|
0.618 |
95.98 |
|
HIGH |
94.95 |
|
0.618 |
94.32 |
|
0.500 |
94.12 |
|
0.382 |
93.92 |
|
LOW |
93.29 |
|
0.618 |
92.26 |
|
1.000 |
91.63 |
|
1.618 |
90.60 |
|
2.618 |
88.94 |
|
4.250 |
86.24 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.12 |
94.87 |
| PP |
93.97 |
94.47 |
| S1 |
93.81 |
94.06 |
|