NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
93.18 |
93.70 |
0.52 |
0.6% |
96.92 |
| High |
94.14 |
94.30 |
0.16 |
0.2% |
97.00 |
| Low |
92.60 |
93.15 |
0.55 |
0.6% |
92.60 |
| Close |
93.09 |
94.12 |
1.03 |
1.1% |
93.09 |
| Range |
1.54 |
1.15 |
-0.39 |
-25.3% |
4.40 |
| ATR |
1.67 |
1.63 |
-0.03 |
-2.0% |
0.00 |
| Volume |
3,794 |
3,350 |
-444 |
-11.7% |
22,520 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.31 |
96.86 |
94.75 |
|
| R3 |
96.16 |
95.71 |
94.44 |
|
| R2 |
95.01 |
95.01 |
94.33 |
|
| R1 |
94.56 |
94.56 |
94.23 |
94.79 |
| PP |
93.86 |
93.86 |
93.86 |
93.97 |
| S1 |
93.41 |
93.41 |
94.01 |
93.64 |
| S2 |
92.71 |
92.71 |
93.91 |
|
| S3 |
91.56 |
92.26 |
93.80 |
|
| S4 |
90.41 |
91.11 |
93.49 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.43 |
104.66 |
95.51 |
|
| R3 |
103.03 |
100.26 |
94.30 |
|
| R2 |
98.63 |
98.63 |
93.90 |
|
| R1 |
95.86 |
95.86 |
93.49 |
95.05 |
| PP |
94.23 |
94.23 |
94.23 |
93.82 |
| S1 |
91.46 |
91.46 |
92.69 |
90.65 |
| S2 |
89.83 |
89.83 |
92.28 |
|
| S3 |
85.43 |
87.06 |
91.88 |
|
| S4 |
81.03 |
82.66 |
90.67 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.19 |
|
2.618 |
97.31 |
|
1.618 |
96.16 |
|
1.000 |
95.45 |
|
0.618 |
95.01 |
|
HIGH |
94.30 |
|
0.618 |
93.86 |
|
0.500 |
93.73 |
|
0.382 |
93.59 |
|
LOW |
93.15 |
|
0.618 |
92.44 |
|
1.000 |
92.00 |
|
1.618 |
91.29 |
|
2.618 |
90.14 |
|
4.250 |
88.26 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
94.10 |
| PP |
93.86 |
94.07 |
| S1 |
93.73 |
94.05 |
|