NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.70 |
91.70 |
0.00 |
0.0% |
92.00 |
| High |
92.10 |
93.02 |
0.92 |
1.0% |
94.10 |
| Low |
91.20 |
91.15 |
-0.05 |
-0.1% |
90.30 |
| Close |
91.68 |
91.69 |
0.01 |
0.0% |
91.68 |
| Range |
0.90 |
1.87 |
0.97 |
107.8% |
3.80 |
| ATR |
1.84 |
1.85 |
0.00 |
0.1% |
0.00 |
| Volume |
9,201 |
6,898 |
-2,303 |
-25.0% |
61,313 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.56 |
96.50 |
92.72 |
|
| R3 |
95.69 |
94.63 |
92.20 |
|
| R2 |
93.82 |
93.82 |
92.03 |
|
| R1 |
92.76 |
92.76 |
91.86 |
92.36 |
| PP |
91.95 |
91.95 |
91.95 |
91.75 |
| S1 |
90.89 |
90.89 |
91.52 |
90.49 |
| S2 |
90.08 |
90.08 |
91.35 |
|
| S3 |
88.21 |
89.02 |
91.18 |
|
| S4 |
86.34 |
87.15 |
90.66 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.43 |
101.35 |
93.77 |
|
| R3 |
99.63 |
97.55 |
92.73 |
|
| R2 |
95.83 |
95.83 |
92.38 |
|
| R1 |
93.75 |
93.75 |
92.03 |
92.89 |
| PP |
92.03 |
92.03 |
92.03 |
91.60 |
| S1 |
89.95 |
89.95 |
91.33 |
89.09 |
| S2 |
88.23 |
88.23 |
90.98 |
|
| S3 |
84.43 |
86.15 |
90.64 |
|
| S4 |
80.63 |
82.35 |
89.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.98 |
90.30 |
3.68 |
4.0% |
1.67 |
1.8% |
38% |
False |
False |
10,286 |
| 10 |
96.58 |
90.30 |
6.28 |
6.8% |
1.84 |
2.0% |
22% |
False |
False |
12,805 |
| 20 |
107.12 |
90.30 |
16.82 |
18.3% |
1.99 |
2.2% |
8% |
False |
False |
14,733 |
| 40 |
107.38 |
90.30 |
17.08 |
18.6% |
1.75 |
1.9% |
8% |
False |
False |
12,405 |
| 60 |
109.80 |
90.30 |
19.50 |
21.3% |
1.69 |
1.8% |
7% |
False |
False |
11,323 |
| 80 |
110.65 |
90.30 |
20.35 |
22.2% |
1.59 |
1.7% |
7% |
False |
False |
10,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.97 |
|
2.618 |
97.92 |
|
1.618 |
96.05 |
|
1.000 |
94.89 |
|
0.618 |
94.18 |
|
HIGH |
93.02 |
|
0.618 |
92.31 |
|
0.500 |
92.09 |
|
0.382 |
91.86 |
|
LOW |
91.15 |
|
0.618 |
89.99 |
|
1.000 |
89.28 |
|
1.618 |
88.12 |
|
2.618 |
86.25 |
|
4.250 |
83.20 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.09 |
91.94 |
| PP |
91.95 |
91.86 |
| S1 |
91.82 |
91.77 |
|