NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
91.37 |
89.64 |
-1.73 |
-1.9% |
93.70 |
| High |
91.37 |
89.67 |
-1.70 |
-1.9% |
94.30 |
| Low |
88.89 |
87.68 |
-1.21 |
-1.4% |
90.83 |
| Close |
89.35 |
88.13 |
-1.22 |
-1.4% |
92.26 |
| Range |
2.48 |
1.99 |
-0.49 |
-19.8% |
3.47 |
| ATR |
1.73 |
1.75 |
0.02 |
1.1% |
0.00 |
| Volume |
5,656 |
4,697 |
-959 |
-17.0% |
22,696 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.46 |
93.29 |
89.22 |
|
| R3 |
92.47 |
91.30 |
88.68 |
|
| R2 |
90.48 |
90.48 |
88.49 |
|
| R1 |
89.31 |
89.31 |
88.31 |
88.90 |
| PP |
88.49 |
88.49 |
88.49 |
88.29 |
| S1 |
87.32 |
87.32 |
87.95 |
86.91 |
| S2 |
86.50 |
86.50 |
87.77 |
|
| S3 |
84.51 |
85.33 |
87.58 |
|
| S4 |
82.52 |
83.34 |
87.04 |
|
|
| 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 |
98.13 |
|
2.618 |
94.88 |
|
1.618 |
92.89 |
|
1.000 |
91.66 |
|
0.618 |
90.90 |
|
HIGH |
89.67 |
|
0.618 |
88.91 |
|
0.500 |
88.68 |
|
0.382 |
88.44 |
|
LOW |
87.68 |
|
0.618 |
86.45 |
|
1.000 |
85.69 |
|
1.618 |
84.46 |
|
2.618 |
82.47 |
|
4.250 |
79.22 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.68 |
90.61 |
| PP |
88.49 |
89.78 |
| S1 |
88.31 |
88.96 |
|