NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
93.14 |
94.19 |
1.05 |
1.1% |
96.78 |
High |
94.18 |
94.19 |
0.01 |
0.0% |
96.84 |
Low |
92.69 |
92.31 |
-0.38 |
-0.4% |
92.24 |
Close |
93.81 |
92.88 |
-0.93 |
-1.0% |
92.77 |
Range |
1.49 |
1.88 |
0.39 |
26.2% |
4.60 |
ATR |
1.75 |
1.76 |
0.01 |
0.5% |
0.00 |
Volume |
7,303 |
3,886 |
-3,417 |
-46.8% |
45,536 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.77 |
97.70 |
93.91 |
|
R3 |
96.89 |
95.82 |
93.40 |
|
R2 |
95.01 |
95.01 |
93.22 |
|
R1 |
93.94 |
93.94 |
93.05 |
93.54 |
PP |
93.13 |
93.13 |
93.13 |
92.92 |
S1 |
92.06 |
92.06 |
92.71 |
91.66 |
S2 |
91.25 |
91.25 |
92.54 |
|
S3 |
89.37 |
90.18 |
92.36 |
|
S4 |
87.49 |
88.30 |
91.85 |
|
|
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 |
95.40 |
92.24 |
3.16 |
3.4% |
1.70 |
1.8% |
20% |
False |
False |
8,001 |
10 |
98.85 |
92.24 |
6.61 |
7.1% |
1.65 |
1.8% |
10% |
False |
False |
8,836 |
20 |
107.15 |
92.24 |
14.91 |
16.1% |
1.67 |
1.8% |
4% |
False |
False |
9,350 |
40 |
109.21 |
92.24 |
16.97 |
18.3% |
1.61 |
1.7% |
4% |
False |
False |
8,319 |
60 |
109.80 |
92.24 |
17.56 |
18.9% |
1.51 |
1.6% |
4% |
False |
False |
7,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.18 |
2.618 |
99.11 |
1.618 |
97.23 |
1.000 |
96.07 |
0.618 |
95.35 |
HIGH |
94.19 |
0.618 |
93.47 |
0.500 |
93.25 |
0.382 |
93.03 |
LOW |
92.31 |
0.618 |
91.15 |
1.000 |
90.43 |
1.618 |
89.27 |
2.618 |
87.39 |
4.250 |
84.32 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
93.25 |
93.22 |
PP |
93.13 |
93.10 |
S1 |
93.00 |
92.99 |
|