NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
95.84 |
94.94 |
-0.90 |
-0.9% |
99.04 |
| High |
97.00 |
95.83 |
-1.17 |
-1.2% |
99.53 |
| Low |
94.91 |
93.66 |
-1.25 |
-1.3% |
96.97 |
| Close |
95.74 |
94.57 |
-1.17 |
-1.2% |
97.76 |
| Range |
2.09 |
2.17 |
0.08 |
3.8% |
2.56 |
| ATR |
1.63 |
1.67 |
0.04 |
2.4% |
0.00 |
| Volume |
4,053 |
3,732 |
-321 |
-7.9% |
31,294 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.20 |
100.05 |
95.76 |
|
| R3 |
99.03 |
97.88 |
95.17 |
|
| R2 |
96.86 |
96.86 |
94.97 |
|
| R1 |
95.71 |
95.71 |
94.77 |
95.20 |
| PP |
94.69 |
94.69 |
94.69 |
94.43 |
| S1 |
93.54 |
93.54 |
94.37 |
93.03 |
| S2 |
92.52 |
92.52 |
94.17 |
|
| S3 |
90.35 |
91.37 |
93.97 |
|
| S4 |
88.18 |
89.20 |
93.38 |
|
|
| 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 |
105.05 |
|
2.618 |
101.51 |
|
1.618 |
99.34 |
|
1.000 |
98.00 |
|
0.618 |
97.17 |
|
HIGH |
95.83 |
|
0.618 |
95.00 |
|
0.500 |
94.75 |
|
0.382 |
94.49 |
|
LOW |
93.66 |
|
0.618 |
92.32 |
|
1.000 |
91.49 |
|
1.618 |
90.15 |
|
2.618 |
87.98 |
|
4.250 |
84.44 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.75 |
95.33 |
| PP |
94.69 |
95.08 |
| S1 |
94.63 |
94.82 |
|