NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
93.90 |
1.90 |
2.1% |
96.59 |
| High |
94.10 |
93.98 |
-0.12 |
-0.1% |
96.60 |
| Low |
92.00 |
92.08 |
0.08 |
0.1% |
92.13 |
| Close |
93.63 |
92.68 |
-0.95 |
-1.0% |
92.58 |
| Range |
2.10 |
1.90 |
-0.20 |
-9.5% |
4.47 |
| ATR |
1.91 |
1.91 |
0.00 |
-0.1% |
0.00 |
| Volume |
16,779 |
5,858 |
-10,921 |
-65.1% |
77,835 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.61 |
97.55 |
93.73 |
|
| R3 |
96.71 |
95.65 |
93.20 |
|
| R2 |
94.81 |
94.81 |
93.03 |
|
| R1 |
93.75 |
93.75 |
92.85 |
93.33 |
| PP |
92.91 |
92.91 |
92.91 |
92.71 |
| S1 |
91.85 |
91.85 |
92.51 |
91.43 |
| S2 |
91.01 |
91.01 |
92.33 |
|
| S3 |
89.11 |
89.95 |
92.16 |
|
| S4 |
87.21 |
88.05 |
91.64 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.18 |
104.35 |
95.04 |
|
| R3 |
102.71 |
99.88 |
93.81 |
|
| R2 |
98.24 |
98.24 |
93.40 |
|
| R1 |
95.41 |
95.41 |
92.99 |
94.59 |
| PP |
93.77 |
93.77 |
93.77 |
93.36 |
| S1 |
90.94 |
90.94 |
92.17 |
90.12 |
| S2 |
89.30 |
89.30 |
91.76 |
|
| S3 |
84.83 |
86.47 |
91.35 |
|
| S4 |
80.36 |
82.00 |
90.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.35 |
92.00 |
3.35 |
3.6% |
1.92 |
2.1% |
20% |
False |
False |
13,583 |
| 10 |
98.64 |
92.00 |
6.64 |
7.2% |
1.83 |
2.0% |
10% |
False |
False |
15,267 |
| 20 |
107.12 |
92.00 |
15.12 |
16.3% |
1.87 |
2.0% |
4% |
False |
False |
14,062 |
| 40 |
109.15 |
92.00 |
17.15 |
18.5% |
1.77 |
1.9% |
4% |
False |
False |
11,824 |
| 60 |
110.65 |
92.00 |
18.65 |
20.1% |
1.73 |
1.9% |
4% |
False |
False |
11,151 |
| 80 |
110.65 |
92.00 |
18.65 |
20.1% |
1.56 |
1.7% |
4% |
False |
False |
10,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.06 |
|
2.618 |
98.95 |
|
1.618 |
97.05 |
|
1.000 |
95.88 |
|
0.618 |
95.15 |
|
HIGH |
93.98 |
|
0.618 |
93.25 |
|
0.500 |
93.03 |
|
0.382 |
92.81 |
|
LOW |
92.08 |
|
0.618 |
90.91 |
|
1.000 |
90.18 |
|
1.618 |
89.01 |
|
2.618 |
87.11 |
|
4.250 |
84.01 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.03 |
93.05 |
| PP |
92.91 |
92.93 |
| S1 |
92.80 |
92.80 |
|