NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.99 |
88.88 |
-3.11 |
-3.4% |
92.50 |
| High |
92.02 |
89.60 |
-2.42 |
-2.6% |
94.45 |
| Low |
88.61 |
87.34 |
-1.27 |
-1.4% |
90.63 |
| Close |
89.14 |
87.91 |
-1.23 |
-1.4% |
92.08 |
| Range |
3.41 |
2.26 |
-1.15 |
-33.7% |
3.82 |
| ATR |
2.02 |
2.04 |
0.02 |
0.8% |
0.00 |
| Volume |
39,535 |
48,009 |
8,474 |
21.4% |
194,678 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.06 |
93.75 |
89.15 |
|
| R3 |
92.80 |
91.49 |
88.53 |
|
| R2 |
90.54 |
90.54 |
88.32 |
|
| R1 |
89.23 |
89.23 |
88.12 |
88.76 |
| PP |
88.28 |
88.28 |
88.28 |
88.05 |
| S1 |
86.97 |
86.97 |
87.70 |
86.50 |
| S2 |
86.02 |
86.02 |
87.50 |
|
| S3 |
83.76 |
84.71 |
87.29 |
|
| S4 |
81.50 |
82.45 |
86.67 |
|
|
| 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 |
99.21 |
|
2.618 |
95.52 |
|
1.618 |
93.26 |
|
1.000 |
91.86 |
|
0.618 |
91.00 |
|
HIGH |
89.60 |
|
0.618 |
88.74 |
|
0.500 |
88.47 |
|
0.382 |
88.20 |
|
LOW |
87.34 |
|
0.618 |
85.94 |
|
1.000 |
85.08 |
|
1.618 |
83.68 |
|
2.618 |
81.42 |
|
4.250 |
77.74 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.47 |
90.39 |
| PP |
88.28 |
89.56 |
| S1 |
88.10 |
88.74 |
|