NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.90 |
92.55 |
-1.35 |
-1.4% |
96.59 |
| High |
93.98 |
92.55 |
-1.43 |
-1.5% |
96.60 |
| Low |
92.08 |
90.30 |
-1.78 |
-1.9% |
92.13 |
| Close |
92.68 |
90.77 |
-1.91 |
-2.1% |
92.58 |
| Range |
1.90 |
2.25 |
0.35 |
18.4% |
4.47 |
| ATR |
1.91 |
1.95 |
0.03 |
1.7% |
0.00 |
| Volume |
5,858 |
14,396 |
8,538 |
145.7% |
77,835 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.96 |
96.61 |
92.01 |
|
| R3 |
95.71 |
94.36 |
91.39 |
|
| R2 |
93.46 |
93.46 |
91.18 |
|
| R1 |
92.11 |
92.11 |
90.98 |
91.66 |
| PP |
91.21 |
91.21 |
91.21 |
90.98 |
| S1 |
89.86 |
89.86 |
90.56 |
89.41 |
| S2 |
88.96 |
88.96 |
90.36 |
|
| S3 |
86.71 |
87.61 |
90.15 |
|
| S4 |
84.46 |
85.36 |
89.53 |
|
|
| 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 |
94.95 |
90.30 |
4.65 |
5.1% |
1.94 |
2.1% |
10% |
False |
True |
13,781 |
| 10 |
98.64 |
90.30 |
8.34 |
9.2% |
1.86 |
2.1% |
6% |
False |
True |
15,166 |
| 20 |
107.12 |
90.30 |
16.82 |
18.5% |
1.93 |
2.1% |
3% |
False |
True |
14,341 |
| 40 |
108.60 |
90.30 |
18.30 |
20.2% |
1.80 |
2.0% |
3% |
False |
True |
12,103 |
| 60 |
110.65 |
90.30 |
20.35 |
22.4% |
1.73 |
1.9% |
2% |
False |
True |
11,187 |
| 80 |
110.65 |
90.30 |
20.35 |
22.4% |
1.59 |
1.7% |
2% |
False |
True |
10,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.11 |
|
2.618 |
98.44 |
|
1.618 |
96.19 |
|
1.000 |
94.80 |
|
0.618 |
93.94 |
|
HIGH |
92.55 |
|
0.618 |
91.69 |
|
0.500 |
91.43 |
|
0.382 |
91.16 |
|
LOW |
90.30 |
|
0.618 |
88.91 |
|
1.000 |
88.05 |
|
1.618 |
86.66 |
|
2.618 |
84.41 |
|
4.250 |
80.74 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.43 |
92.20 |
| PP |
91.21 |
91.72 |
| S1 |
90.99 |
91.25 |
|