NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
102.55 |
103.66 |
1.11 |
1.1% |
102.53 |
| High |
104.24 |
103.90 |
-0.34 |
-0.3% |
104.24 |
| Low |
102.39 |
102.61 |
0.22 |
0.2% |
100.68 |
| Close |
103.64 |
102.83 |
-0.81 |
-0.8% |
102.83 |
| Range |
1.85 |
1.29 |
-0.56 |
-30.3% |
3.56 |
| ATR |
2.26 |
2.19 |
-0.07 |
-3.1% |
0.00 |
| Volume |
239,375 |
195,386 |
-43,989 |
-18.4% |
1,154,884 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.98 |
106.20 |
103.54 |
|
| R3 |
105.69 |
104.91 |
103.18 |
|
| R2 |
104.40 |
104.40 |
103.07 |
|
| R1 |
103.62 |
103.62 |
102.95 |
103.37 |
| PP |
103.11 |
103.11 |
103.11 |
102.99 |
| S1 |
102.33 |
102.33 |
102.71 |
102.08 |
| S2 |
101.82 |
101.82 |
102.59 |
|
| S3 |
100.53 |
101.04 |
102.48 |
|
| S4 |
99.24 |
99.75 |
102.12 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.61 |
104.79 |
|
| R3 |
109.70 |
108.05 |
103.81 |
|
| R2 |
106.14 |
106.14 |
103.48 |
|
| R1 |
104.49 |
104.49 |
103.16 |
105.32 |
| PP |
102.58 |
102.58 |
102.58 |
103.00 |
| S1 |
100.93 |
100.93 |
102.50 |
101.76 |
| S2 |
99.02 |
99.02 |
102.18 |
|
| S3 |
95.46 |
97.37 |
101.85 |
|
| S4 |
91.90 |
93.81 |
100.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.24 |
100.68 |
3.56 |
3.5% |
1.90 |
1.8% |
60% |
False |
False |
230,976 |
| 10 |
105.49 |
100.68 |
4.81 |
4.7% |
2.10 |
2.0% |
45% |
False |
False |
236,133 |
| 20 |
108.70 |
100.68 |
8.02 |
7.8% |
2.15 |
2.1% |
27% |
False |
False |
238,240 |
| 40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.19 |
2.1% |
21% |
False |
False |
162,302 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.16 |
2.1% |
45% |
False |
False |
127,672 |
| 80 |
110.95 |
93.80 |
17.15 |
16.7% |
2.12 |
2.1% |
53% |
False |
False |
101,502 |
| 100 |
110.95 |
93.52 |
17.43 |
17.0% |
2.16 |
2.1% |
53% |
False |
False |
84,481 |
| 120 |
110.95 |
86.76 |
24.19 |
23.5% |
2.18 |
2.1% |
66% |
False |
False |
72,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.38 |
|
2.618 |
107.28 |
|
1.618 |
105.99 |
|
1.000 |
105.19 |
|
0.618 |
104.70 |
|
HIGH |
103.90 |
|
0.618 |
103.41 |
|
0.500 |
103.26 |
|
0.382 |
103.10 |
|
LOW |
102.61 |
|
0.618 |
101.81 |
|
1.000 |
101.32 |
|
1.618 |
100.52 |
|
2.618 |
99.23 |
|
4.250 |
97.13 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.26 |
102.73 |
| PP |
103.11 |
102.64 |
| S1 |
102.97 |
102.54 |
|