NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
91.58 |
91.75 |
0.17 |
0.2% |
93.14 |
High |
92.50 |
92.27 |
-0.23 |
-0.2% |
94.19 |
Low |
91.13 |
91.46 |
0.33 |
0.4% |
90.53 |
Close |
91.66 |
91.88 |
0.22 |
0.2% |
91.88 |
Range |
1.37 |
0.81 |
-0.56 |
-40.9% |
3.66 |
ATR |
1.78 |
1.71 |
-0.07 |
-3.9% |
0.00 |
Volume |
10,166 |
5,486 |
-4,680 |
-46.0% |
35,446 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.30 |
93.90 |
92.33 |
|
R3 |
93.49 |
93.09 |
92.10 |
|
R2 |
92.68 |
92.68 |
92.03 |
|
R1 |
92.28 |
92.28 |
91.95 |
92.48 |
PP |
91.87 |
91.87 |
91.87 |
91.97 |
S1 |
91.47 |
91.47 |
91.81 |
91.67 |
S2 |
91.06 |
91.06 |
91.73 |
|
S3 |
90.25 |
90.66 |
91.66 |
|
S4 |
89.44 |
89.85 |
91.43 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.18 |
101.19 |
93.89 |
|
R3 |
99.52 |
97.53 |
92.89 |
|
R2 |
95.86 |
95.86 |
92.55 |
|
R1 |
93.87 |
93.87 |
92.22 |
93.04 |
PP |
92.20 |
92.20 |
92.20 |
91.78 |
S1 |
90.21 |
90.21 |
91.54 |
89.38 |
S2 |
88.54 |
88.54 |
91.21 |
|
S3 |
84.88 |
86.55 |
90.87 |
|
S4 |
81.22 |
82.89 |
89.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.19 |
90.53 |
3.66 |
4.0% |
1.55 |
1.7% |
37% |
False |
False |
7,089 |
10 |
96.84 |
90.53 |
6.31 |
6.9% |
1.67 |
1.8% |
21% |
False |
False |
8,098 |
20 |
107.15 |
90.53 |
16.62 |
18.1% |
1.74 |
1.9% |
8% |
False |
False |
9,336 |
40 |
107.51 |
90.53 |
16.98 |
18.5% |
1.58 |
1.7% |
8% |
False |
False |
8,660 |
60 |
109.80 |
90.53 |
19.27 |
21.0% |
1.49 |
1.6% |
7% |
False |
False |
8,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.71 |
2.618 |
94.39 |
1.618 |
93.58 |
1.000 |
93.08 |
0.618 |
92.77 |
HIGH |
92.27 |
0.618 |
91.96 |
0.500 |
91.87 |
0.382 |
91.77 |
LOW |
91.46 |
0.618 |
90.96 |
1.000 |
90.65 |
1.618 |
90.15 |
2.618 |
89.34 |
4.250 |
88.02 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
91.88 |
91.80 |
PP |
91.87 |
91.71 |
S1 |
91.87 |
91.63 |
|