NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
103.38 |
99.04 |
-4.34 |
-4.2% |
106.20 |
| High |
103.38 |
99.53 |
-3.85 |
-3.7% |
107.14 |
| Low |
99.08 |
97.77 |
-1.31 |
-1.3% |
99.08 |
| Close |
99.93 |
99.41 |
-0.52 |
-0.5% |
99.93 |
| Range |
4.30 |
1.76 |
-2.54 |
-59.1% |
8.06 |
| ATR |
1.51 |
1.56 |
0.05 |
3.1% |
0.00 |
| Volume |
7,951 |
8,753 |
802 |
10.1% |
29,942 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.18 |
103.56 |
100.38 |
|
| R3 |
102.42 |
101.80 |
99.89 |
|
| R2 |
100.66 |
100.66 |
99.73 |
|
| R1 |
100.04 |
100.04 |
99.57 |
100.35 |
| PP |
98.90 |
98.90 |
98.90 |
99.06 |
| S1 |
98.28 |
98.28 |
99.25 |
98.59 |
| S2 |
97.14 |
97.14 |
99.09 |
|
| S3 |
95.38 |
96.52 |
98.93 |
|
| S4 |
93.62 |
94.76 |
98.44 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.23 |
121.14 |
104.36 |
|
| R3 |
118.17 |
113.08 |
102.15 |
|
| R2 |
110.11 |
110.11 |
101.41 |
|
| R1 |
105.02 |
105.02 |
100.67 |
103.54 |
| PP |
102.05 |
102.05 |
102.05 |
101.31 |
| S1 |
96.96 |
96.96 |
99.19 |
95.48 |
| S2 |
93.99 |
93.99 |
98.45 |
|
| S3 |
85.93 |
88.90 |
97.71 |
|
| S4 |
77.87 |
80.84 |
95.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.01 |
|
2.618 |
104.14 |
|
1.618 |
102.38 |
|
1.000 |
101.29 |
|
0.618 |
100.62 |
|
HIGH |
99.53 |
|
0.618 |
98.86 |
|
0.500 |
98.65 |
|
0.382 |
98.44 |
|
LOW |
97.77 |
|
0.618 |
96.68 |
|
1.000 |
96.01 |
|
1.618 |
94.92 |
|
2.618 |
93.16 |
|
4.250 |
90.29 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.16 |
101.97 |
| PP |
98.90 |
101.12 |
| S1 |
98.65 |
100.26 |
|