NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
99.04 |
99.13 |
0.09 |
0.1% |
106.20 |
| High |
99.53 |
99.13 |
-0.40 |
-0.4% |
107.14 |
| Low |
97.77 |
97.26 |
-0.51 |
-0.5% |
99.08 |
| Close |
99.41 |
98.64 |
-0.77 |
-0.8% |
99.93 |
| Range |
1.76 |
1.87 |
0.11 |
6.3% |
8.06 |
| ATR |
1.56 |
1.60 |
0.04 |
2.7% |
0.00 |
| Volume |
8,753 |
5,052 |
-3,701 |
-42.3% |
29,942 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
103.17 |
99.67 |
|
| R3 |
102.08 |
101.30 |
99.15 |
|
| R2 |
100.21 |
100.21 |
98.98 |
|
| R1 |
99.43 |
99.43 |
98.81 |
98.89 |
| PP |
98.34 |
98.34 |
98.34 |
98.07 |
| S1 |
97.56 |
97.56 |
98.47 |
97.02 |
| S2 |
96.47 |
96.47 |
98.30 |
|
| S3 |
94.60 |
95.69 |
98.13 |
|
| S4 |
92.73 |
93.82 |
97.61 |
|
|
| 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 |
107.08 |
|
2.618 |
104.03 |
|
1.618 |
102.16 |
|
1.000 |
101.00 |
|
0.618 |
100.29 |
|
HIGH |
99.13 |
|
0.618 |
98.42 |
|
0.500 |
98.20 |
|
0.382 |
97.97 |
|
LOW |
97.26 |
|
0.618 |
96.10 |
|
1.000 |
95.39 |
|
1.618 |
94.23 |
|
2.618 |
92.36 |
|
4.250 |
89.31 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.49 |
100.32 |
| PP |
98.34 |
99.76 |
| S1 |
98.20 |
99.20 |
|