NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.00 |
95.68 |
-1.32 |
-1.4% |
99.40 |
| High |
97.33 |
96.92 |
-0.41 |
-0.4% |
99.60 |
| Low |
95.28 |
94.70 |
-0.58 |
-0.6% |
96.74 |
| Close |
96.29 |
95.58 |
-0.71 |
-0.7% |
97.61 |
| Range |
2.05 |
2.22 |
0.17 |
8.3% |
2.86 |
| ATR |
1.95 |
1.97 |
0.02 |
1.0% |
0.00 |
| Volume |
35,787 |
34,596 |
-1,191 |
-3.3% |
280,091 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.39 |
101.21 |
96.80 |
|
| R3 |
100.17 |
98.99 |
96.19 |
|
| R2 |
97.95 |
97.95 |
95.99 |
|
| R1 |
96.77 |
96.77 |
95.78 |
96.25 |
| PP |
95.73 |
95.73 |
95.73 |
95.48 |
| S1 |
94.55 |
94.55 |
95.38 |
94.03 |
| S2 |
93.51 |
93.51 |
95.17 |
|
| S3 |
91.29 |
92.33 |
94.97 |
|
| S4 |
89.07 |
90.11 |
94.36 |
|
|
| 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 |
106.36 |
|
2.618 |
102.73 |
|
1.618 |
100.51 |
|
1.000 |
99.14 |
|
0.618 |
98.29 |
|
HIGH |
96.92 |
|
0.618 |
96.07 |
|
0.500 |
95.81 |
|
0.382 |
95.55 |
|
LOW |
94.70 |
|
0.618 |
93.33 |
|
1.000 |
92.48 |
|
1.618 |
91.11 |
|
2.618 |
88.89 |
|
4.250 |
85.27 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.81 |
96.61 |
| PP |
95.73 |
96.27 |
| S1 |
95.66 |
95.92 |
|