NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
92.22 |
93.00 |
0.78 |
0.8% |
93.70 |
| High |
92.45 |
93.53 |
1.08 |
1.2% |
94.30 |
| Low |
91.60 |
91.84 |
0.24 |
0.3% |
90.83 |
| Close |
92.26 |
92.32 |
0.06 |
0.1% |
92.26 |
| Range |
0.85 |
1.69 |
0.84 |
98.8% |
3.47 |
| ATR |
1.59 |
1.60 |
0.01 |
0.5% |
0.00 |
| Volume |
4,759 |
1,914 |
-2,845 |
-59.8% |
22,696 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.63 |
96.67 |
93.25 |
|
| R3 |
95.94 |
94.98 |
92.78 |
|
| R2 |
94.25 |
94.25 |
92.63 |
|
| R1 |
93.29 |
93.29 |
92.47 |
92.93 |
| PP |
92.56 |
92.56 |
92.56 |
92.38 |
| S1 |
91.60 |
91.60 |
92.17 |
91.24 |
| S2 |
90.87 |
90.87 |
92.01 |
|
| S3 |
89.18 |
89.91 |
91.86 |
|
| S4 |
87.49 |
88.22 |
91.39 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.87 |
101.04 |
94.17 |
|
| R3 |
99.40 |
97.57 |
93.21 |
|
| R2 |
95.93 |
95.93 |
92.90 |
|
| R1 |
94.10 |
94.10 |
92.58 |
93.28 |
| PP |
92.46 |
92.46 |
92.46 |
92.06 |
| S1 |
90.63 |
90.63 |
91.94 |
89.81 |
| S2 |
88.99 |
88.99 |
91.62 |
|
| S3 |
85.52 |
87.16 |
91.31 |
|
| S4 |
82.05 |
83.69 |
90.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.71 |
|
2.618 |
97.95 |
|
1.618 |
96.26 |
|
1.000 |
95.22 |
|
0.618 |
94.57 |
|
HIGH |
93.53 |
|
0.618 |
92.88 |
|
0.500 |
92.69 |
|
0.382 |
92.49 |
|
LOW |
91.84 |
|
0.618 |
90.80 |
|
1.000 |
90.15 |
|
1.618 |
89.11 |
|
2.618 |
87.42 |
|
4.250 |
84.66 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
92.57 |
| PP |
92.56 |
92.48 |
| S1 |
92.44 |
92.40 |
|