NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
95.84 |
-1.08 |
-1.1% |
99.04 |
| High |
96.92 |
97.00 |
0.08 |
0.1% |
99.53 |
| Low |
95.64 |
94.91 |
-0.73 |
-0.8% |
96.97 |
| Close |
96.46 |
95.74 |
-0.72 |
-0.7% |
97.76 |
| Range |
1.28 |
2.09 |
0.81 |
63.3% |
2.56 |
| ATR |
1.60 |
1.63 |
0.04 |
2.2% |
0.00 |
| Volume |
4,560 |
4,053 |
-507 |
-11.1% |
31,294 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.15 |
101.04 |
96.89 |
|
| R3 |
100.06 |
98.95 |
96.31 |
|
| R2 |
97.97 |
97.97 |
96.12 |
|
| R1 |
96.86 |
96.86 |
95.93 |
96.37 |
| PP |
95.88 |
95.88 |
95.88 |
95.64 |
| S1 |
94.77 |
94.77 |
95.55 |
94.28 |
| S2 |
93.79 |
93.79 |
95.36 |
|
| S3 |
91.70 |
92.68 |
95.17 |
|
| S4 |
89.61 |
90.59 |
94.59 |
|
|
| 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 |
105.88 |
|
2.618 |
102.47 |
|
1.618 |
100.38 |
|
1.000 |
99.09 |
|
0.618 |
98.29 |
|
HIGH |
97.00 |
|
0.618 |
96.20 |
|
0.500 |
95.96 |
|
0.382 |
95.71 |
|
LOW |
94.91 |
|
0.618 |
93.62 |
|
1.000 |
92.82 |
|
1.618 |
91.53 |
|
2.618 |
89.44 |
|
4.250 |
86.03 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.96 |
96.75 |
| PP |
95.88 |
96.41 |
| S1 |
95.81 |
96.08 |
|