NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
94.19 |
92.73 |
-1.46 |
-1.6% |
96.78 |
High |
94.19 |
92.73 |
-1.46 |
-1.6% |
96.84 |
Low |
92.31 |
90.53 |
-1.78 |
-1.9% |
92.24 |
Close |
92.88 |
91.01 |
-1.87 |
-2.0% |
92.77 |
Range |
1.88 |
2.20 |
0.32 |
17.0% |
4.60 |
ATR |
1.76 |
1.80 |
0.04 |
2.4% |
0.00 |
Volume |
3,886 |
8,605 |
4,719 |
121.4% |
45,536 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.02 |
96.72 |
92.22 |
|
R3 |
95.82 |
94.52 |
91.62 |
|
R2 |
93.62 |
93.62 |
91.41 |
|
R1 |
92.32 |
92.32 |
91.21 |
91.87 |
PP |
91.42 |
91.42 |
91.42 |
91.20 |
S1 |
90.12 |
90.12 |
90.81 |
89.67 |
S2 |
89.22 |
89.22 |
90.61 |
|
S3 |
87.02 |
87.92 |
90.41 |
|
S4 |
84.82 |
85.72 |
89.80 |
|
|
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 |
94.93 |
90.53 |
4.40 |
4.8% |
1.72 |
1.9% |
11% |
False |
True |
7,749 |
10 |
98.85 |
90.53 |
8.32 |
9.1% |
1.71 |
1.9% |
6% |
False |
True |
8,403 |
20 |
107.15 |
90.53 |
16.62 |
18.3% |
1.73 |
1.9% |
3% |
False |
True |
9,416 |
40 |
108.69 |
90.53 |
18.16 |
20.0% |
1.65 |
1.8% |
3% |
False |
True |
8,449 |
60 |
109.80 |
90.53 |
19.27 |
21.2% |
1.52 |
1.7% |
2% |
False |
True |
7,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.08 |
2.618 |
98.49 |
1.618 |
96.29 |
1.000 |
94.93 |
0.618 |
94.09 |
HIGH |
92.73 |
0.618 |
91.89 |
0.500 |
91.63 |
0.382 |
91.37 |
LOW |
90.53 |
0.618 |
89.17 |
1.000 |
88.33 |
1.618 |
86.97 |
2.618 |
84.77 |
4.250 |
81.18 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.63 |
92.36 |
PP |
91.42 |
91.91 |
S1 |
91.22 |
91.46 |
|