NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.97 |
93.14 |
-0.83 |
-0.9% |
96.78 |
| High |
93.97 |
94.18 |
0.21 |
0.2% |
96.84 |
| Low |
92.24 |
92.69 |
0.45 |
0.5% |
92.24 |
| Close |
92.77 |
93.81 |
1.04 |
1.1% |
92.77 |
| Range |
1.73 |
1.49 |
-0.24 |
-13.9% |
4.60 |
| ATR |
1.77 |
1.75 |
-0.02 |
-1.1% |
0.00 |
| Volume |
9,563 |
7,303 |
-2,260 |
-23.6% |
45,536 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.03 |
97.41 |
94.63 |
|
| R3 |
96.54 |
95.92 |
94.22 |
|
| R2 |
95.05 |
95.05 |
94.08 |
|
| R1 |
94.43 |
94.43 |
93.95 |
94.74 |
| PP |
93.56 |
93.56 |
93.56 |
93.72 |
| S1 |
92.94 |
92.94 |
93.67 |
93.25 |
| S2 |
92.07 |
92.07 |
93.54 |
|
| S3 |
90.58 |
91.45 |
93.40 |
|
| S4 |
89.09 |
89.96 |
92.99 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.75 |
104.86 |
95.30 |
|
| R3 |
103.15 |
100.26 |
94.04 |
|
| R2 |
98.55 |
98.55 |
93.61 |
|
| R1 |
95.66 |
95.66 |
93.19 |
94.81 |
| PP |
93.95 |
93.95 |
93.95 |
93.52 |
| S1 |
91.06 |
91.06 |
92.35 |
90.21 |
| S2 |
89.35 |
89.35 |
91.93 |
|
| S3 |
84.75 |
86.46 |
91.51 |
|
| S4 |
80.15 |
81.86 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.74 |
92.24 |
4.50 |
4.8% |
1.76 |
1.9% |
35% |
False |
False |
8,690 |
| 10 |
98.98 |
92.24 |
6.74 |
7.2% |
1.65 |
1.8% |
23% |
False |
False |
9,563 |
| 20 |
107.15 |
92.24 |
14.91 |
15.9% |
1.62 |
1.7% |
11% |
False |
False |
9,431 |
| 40 |
109.21 |
92.24 |
16.97 |
18.1% |
1.58 |
1.7% |
9% |
False |
False |
8,412 |
| 60 |
109.82 |
92.24 |
17.58 |
18.7% |
1.50 |
1.6% |
9% |
False |
False |
8,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.51 |
|
2.618 |
98.08 |
|
1.618 |
96.59 |
|
1.000 |
95.67 |
|
0.618 |
95.10 |
|
HIGH |
94.18 |
|
0.618 |
93.61 |
|
0.500 |
93.44 |
|
0.382 |
93.26 |
|
LOW |
92.69 |
|
0.618 |
91.77 |
|
1.000 |
91.20 |
|
1.618 |
90.28 |
|
2.618 |
88.79 |
|
4.250 |
86.36 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.69 |
93.74 |
| PP |
93.56 |
93.66 |
| S1 |
93.44 |
93.59 |
|