NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
98.31 |
98.15 |
-0.16 |
-0.2% |
106.12 |
High |
98.31 |
98.85 |
0.54 |
0.5% |
107.15 |
Low |
96.73 |
97.53 |
0.80 |
0.8% |
98.84 |
Close |
98.10 |
98.29 |
0.19 |
0.2% |
99.68 |
Range |
1.58 |
1.32 |
-0.26 |
-16.5% |
8.31 |
ATR |
1.78 |
1.74 |
-0.03 |
-1.8% |
0.00 |
Volume |
12,939 |
10,130 |
-2,809 |
-21.7% |
44,890 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.18 |
101.56 |
99.02 |
|
R3 |
100.86 |
100.24 |
98.65 |
|
R2 |
99.54 |
99.54 |
98.53 |
|
R1 |
98.92 |
98.92 |
98.41 |
99.23 |
PP |
98.22 |
98.22 |
98.22 |
98.38 |
S1 |
97.60 |
97.60 |
98.17 |
97.91 |
S2 |
96.90 |
96.90 |
98.05 |
|
S3 |
95.58 |
96.28 |
97.93 |
|
S4 |
94.26 |
94.96 |
97.56 |
|
|
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 |
102.76 |
96.73 |
6.03 |
6.1% |
2.15 |
2.2% |
26% |
False |
False |
12,439 |
10 |
107.15 |
96.73 |
10.42 |
10.6% |
1.78 |
1.8% |
15% |
False |
False |
10,350 |
20 |
107.15 |
96.73 |
10.42 |
10.6% |
1.47 |
1.5% |
15% |
False |
False |
9,586 |
40 |
109.80 |
96.73 |
13.07 |
13.3% |
1.55 |
1.6% |
12% |
False |
False |
8,142 |
60 |
110.08 |
96.73 |
13.35 |
13.6% |
1.40 |
1.4% |
12% |
False |
False |
8,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.46 |
2.618 |
102.31 |
1.618 |
100.99 |
1.000 |
100.17 |
0.618 |
99.67 |
HIGH |
98.85 |
0.618 |
98.35 |
0.500 |
98.19 |
0.382 |
98.03 |
LOW |
97.53 |
0.618 |
96.71 |
1.000 |
96.21 |
1.618 |
95.39 |
2.618 |
94.07 |
4.250 |
91.92 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
98.26 |
98.15 |
PP |
98.22 |
98.00 |
S1 |
98.19 |
97.86 |
|