NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.70 |
91.61 |
-0.09 |
-0.1% |
92.00 |
High |
93.02 |
91.61 |
-1.41 |
-1.5% |
94.10 |
Low |
91.15 |
88.24 |
-2.91 |
-3.2% |
90.30 |
Close |
91.69 |
88.71 |
-2.98 |
-3.3% |
91.68 |
Range |
1.87 |
3.37 |
1.50 |
80.2% |
3.80 |
ATR |
1.85 |
1.96 |
0.11 |
6.2% |
0.00 |
Volume |
6,898 |
14,902 |
8,004 |
116.0% |
61,313 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.63 |
97.54 |
90.56 |
|
R3 |
96.26 |
94.17 |
89.64 |
|
R2 |
92.89 |
92.89 |
89.33 |
|
R1 |
90.80 |
90.80 |
89.02 |
90.16 |
PP |
89.52 |
89.52 |
89.52 |
89.20 |
S1 |
87.43 |
87.43 |
88.40 |
86.79 |
S2 |
86.15 |
86.15 |
88.09 |
|
S3 |
82.78 |
84.06 |
87.78 |
|
S4 |
79.41 |
80.69 |
86.86 |
|
|
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 |
93.02 |
88.24 |
4.78 |
5.4% |
1.96 |
2.2% |
10% |
False |
True |
12,095 |
10 |
95.35 |
88.24 |
7.11 |
8.0% |
1.94 |
2.2% |
7% |
False |
True |
12,839 |
20 |
106.72 |
88.24 |
18.48 |
20.8% |
2.08 |
2.3% |
3% |
False |
True |
15,097 |
40 |
107.15 |
88.24 |
18.91 |
21.3% |
1.75 |
2.0% |
2% |
False |
True |
12,626 |
60 |
109.80 |
88.24 |
21.56 |
24.3% |
1.72 |
1.9% |
2% |
False |
True |
11,441 |
80 |
110.65 |
88.24 |
22.41 |
25.3% |
1.62 |
1.8% |
2% |
False |
True |
10,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.93 |
2.618 |
100.43 |
1.618 |
97.06 |
1.000 |
94.98 |
0.618 |
93.69 |
HIGH |
91.61 |
0.618 |
90.32 |
0.500 |
89.93 |
0.382 |
89.53 |
LOW |
88.24 |
0.618 |
86.16 |
1.000 |
84.87 |
1.618 |
82.79 |
2.618 |
79.42 |
4.250 |
73.92 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
89.93 |
90.63 |
PP |
89.52 |
89.99 |
S1 |
89.12 |
89.35 |
|