NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.94 |
92.18 |
0.24 |
0.3% |
92.50 |
| High |
92.48 |
93.44 |
0.96 |
1.0% |
94.45 |
| Low |
91.41 |
91.50 |
0.09 |
0.1% |
90.63 |
| Close |
92.08 |
92.12 |
0.04 |
0.0% |
92.08 |
| Range |
1.07 |
1.94 |
0.87 |
81.3% |
3.82 |
| ATR |
1.91 |
1.91 |
0.00 |
0.1% |
0.00 |
| Volume |
29,810 |
24,620 |
-5,190 |
-17.4% |
194,678 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.17 |
97.09 |
93.19 |
|
| R3 |
96.23 |
95.15 |
92.65 |
|
| R2 |
94.29 |
94.29 |
92.48 |
|
| R1 |
93.21 |
93.21 |
92.30 |
92.78 |
| PP |
92.35 |
92.35 |
92.35 |
92.14 |
| S1 |
91.27 |
91.27 |
91.94 |
90.84 |
| S2 |
90.41 |
90.41 |
91.76 |
|
| S3 |
88.47 |
89.33 |
91.59 |
|
| S4 |
86.53 |
87.39 |
91.05 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
101.78 |
94.18 |
|
| R3 |
100.03 |
97.96 |
93.13 |
|
| R2 |
96.21 |
96.21 |
92.78 |
|
| R1 |
94.14 |
94.14 |
92.43 |
93.27 |
| PP |
92.39 |
92.39 |
92.39 |
91.95 |
| S1 |
90.32 |
90.32 |
91.73 |
89.45 |
| S2 |
88.57 |
88.57 |
91.38 |
|
| S3 |
84.75 |
86.50 |
91.03 |
|
| S4 |
80.93 |
82.68 |
89.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.69 |
|
2.618 |
98.52 |
|
1.618 |
96.58 |
|
1.000 |
95.38 |
|
0.618 |
94.64 |
|
HIGH |
93.44 |
|
0.618 |
92.70 |
|
0.500 |
92.47 |
|
0.382 |
92.24 |
|
LOW |
91.50 |
|
0.618 |
90.30 |
|
1.000 |
89.56 |
|
1.618 |
88.36 |
|
2.618 |
86.42 |
|
4.250 |
83.26 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.47 |
92.32 |
| PP |
92.35 |
92.25 |
| S1 |
92.24 |
92.19 |
|