NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
98.98 |
98.31 |
-0.67 |
-0.7% |
106.12 |
High |
98.98 |
98.31 |
-0.67 |
-0.7% |
107.15 |
Low |
97.07 |
96.73 |
-0.34 |
-0.4% |
98.84 |
Close |
98.33 |
98.10 |
-0.23 |
-0.2% |
99.68 |
Range |
1.91 |
1.58 |
-0.33 |
-17.3% |
8.31 |
ATR |
1.79 |
1.78 |
-0.01 |
-0.8% |
0.00 |
Volume |
11,151 |
12,939 |
1,788 |
16.0% |
44,890 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.45 |
101.86 |
98.97 |
|
R3 |
100.87 |
100.28 |
98.53 |
|
R2 |
99.29 |
99.29 |
98.39 |
|
R1 |
98.70 |
98.70 |
98.24 |
98.21 |
PP |
97.71 |
97.71 |
97.71 |
97.47 |
S1 |
97.12 |
97.12 |
97.96 |
96.63 |
S2 |
96.13 |
96.13 |
97.81 |
|
S3 |
94.55 |
95.54 |
97.67 |
|
S4 |
92.97 |
93.96 |
97.23 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.82 |
121.56 |
104.25 |
|
R3 |
118.51 |
113.25 |
101.97 |
|
R2 |
110.20 |
110.20 |
101.20 |
|
R1 |
104.94 |
104.94 |
100.44 |
103.42 |
PP |
101.89 |
101.89 |
101.89 |
101.13 |
S1 |
96.63 |
96.63 |
98.92 |
95.11 |
S2 |
93.58 |
93.58 |
98.16 |
|
S3 |
85.27 |
88.32 |
97.39 |
|
S4 |
76.96 |
80.01 |
95.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.34 |
96.73 |
9.61 |
9.8% |
2.43 |
2.5% |
14% |
False |
True |
12,669 |
10 |
107.15 |
96.73 |
10.42 |
10.6% |
1.74 |
1.8% |
13% |
False |
True |
10,428 |
20 |
107.15 |
96.73 |
10.42 |
10.6% |
1.46 |
1.5% |
13% |
False |
True |
9,506 |
40 |
109.80 |
96.73 |
13.07 |
13.3% |
1.55 |
1.6% |
10% |
False |
True |
8,074 |
60 |
110.08 |
96.73 |
13.35 |
13.6% |
1.39 |
1.4% |
10% |
False |
True |
7,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.03 |
2.618 |
102.45 |
1.618 |
100.87 |
1.000 |
99.89 |
0.618 |
99.29 |
HIGH |
98.31 |
0.618 |
97.71 |
0.500 |
97.52 |
0.382 |
97.33 |
LOW |
96.73 |
0.618 |
95.75 |
1.000 |
95.15 |
1.618 |
94.17 |
2.618 |
92.59 |
4.250 |
90.02 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
97.91 |
98.07 |
PP |
97.71 |
98.05 |
S1 |
97.52 |
98.02 |
|