NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.81 |
97.68 |
-0.13 |
-0.1% |
99.40 |
| High |
99.00 |
98.52 |
-0.48 |
-0.5% |
99.60 |
| Low |
97.56 |
97.16 |
-0.40 |
-0.4% |
96.74 |
| Close |
98.44 |
97.61 |
-0.83 |
-0.8% |
97.61 |
| Range |
1.44 |
1.36 |
-0.08 |
-5.6% |
2.86 |
| ATR |
1.96 |
1.92 |
-0.04 |
-2.2% |
0.00 |
| Volume |
48,521 |
36,499 |
-12,022 |
-24.8% |
280,091 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.84 |
101.09 |
98.36 |
|
| R3 |
100.48 |
99.73 |
97.98 |
|
| R2 |
99.12 |
99.12 |
97.86 |
|
| R1 |
98.37 |
98.37 |
97.73 |
98.07 |
| PP |
97.76 |
97.76 |
97.76 |
97.61 |
| S1 |
97.01 |
97.01 |
97.49 |
96.71 |
| S2 |
96.40 |
96.40 |
97.36 |
|
| S3 |
95.04 |
95.65 |
97.24 |
|
| S4 |
93.68 |
94.29 |
96.86 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.56 |
104.95 |
99.18 |
|
| R3 |
103.70 |
102.09 |
98.40 |
|
| R2 |
100.84 |
100.84 |
98.13 |
|
| R1 |
99.23 |
99.23 |
97.87 |
98.61 |
| PP |
97.98 |
97.98 |
97.98 |
97.67 |
| S1 |
96.37 |
96.37 |
97.35 |
95.75 |
| S2 |
95.12 |
95.12 |
97.09 |
|
| S3 |
92.26 |
93.51 |
96.82 |
|
| S4 |
89.40 |
90.65 |
96.04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.30 |
|
2.618 |
102.08 |
|
1.618 |
100.72 |
|
1.000 |
99.88 |
|
0.618 |
99.36 |
|
HIGH |
98.52 |
|
0.618 |
98.00 |
|
0.500 |
97.84 |
|
0.382 |
97.68 |
|
LOW |
97.16 |
|
0.618 |
96.32 |
|
1.000 |
95.80 |
|
1.618 |
94.96 |
|
2.618 |
93.60 |
|
4.250 |
91.38 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
97.87 |
| PP |
97.76 |
97.78 |
| S1 |
97.69 |
97.70 |
|