NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.97 |
97.46 |
-0.51 |
-0.5% |
99.04 |
| High |
99.04 |
98.58 |
-0.46 |
-0.5% |
99.53 |
| Low |
97.97 |
97.40 |
-0.57 |
-0.6% |
96.97 |
| Close |
98.58 |
97.76 |
-0.82 |
-0.8% |
97.76 |
| Range |
1.07 |
1.18 |
0.11 |
10.3% |
2.56 |
| ATR |
1.58 |
1.56 |
-0.03 |
-1.8% |
0.00 |
| Volume |
6,402 |
4,050 |
-2,352 |
-36.7% |
31,294 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.45 |
100.79 |
98.41 |
|
| R3 |
100.27 |
99.61 |
98.08 |
|
| R2 |
99.09 |
99.09 |
97.98 |
|
| R1 |
98.43 |
98.43 |
97.87 |
98.76 |
| PP |
97.91 |
97.91 |
97.91 |
98.08 |
| S1 |
97.25 |
97.25 |
97.65 |
97.58 |
| S2 |
96.73 |
96.73 |
97.54 |
|
| S3 |
95.55 |
96.07 |
97.44 |
|
| S4 |
94.37 |
94.89 |
97.11 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.77 |
104.32 |
99.17 |
|
| R3 |
103.21 |
101.76 |
98.46 |
|
| R2 |
100.65 |
100.65 |
98.23 |
|
| R1 |
99.20 |
99.20 |
97.99 |
98.65 |
| PP |
98.09 |
98.09 |
98.09 |
97.81 |
| S1 |
96.64 |
96.64 |
97.53 |
96.09 |
| S2 |
95.53 |
95.53 |
97.29 |
|
| S3 |
92.97 |
94.08 |
97.06 |
|
| S4 |
90.41 |
91.52 |
96.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.60 |
|
2.618 |
101.67 |
|
1.618 |
100.49 |
|
1.000 |
99.76 |
|
0.618 |
99.31 |
|
HIGH |
98.58 |
|
0.618 |
98.13 |
|
0.500 |
97.99 |
|
0.382 |
97.85 |
|
LOW |
97.40 |
|
0.618 |
96.67 |
|
1.000 |
96.22 |
|
1.618 |
95.49 |
|
2.618 |
94.31 |
|
4.250 |
92.39 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.99 |
98.01 |
| PP |
97.91 |
97.92 |
| S1 |
97.84 |
97.84 |
|