NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.61 |
104.69 |
1.08 |
1.0% |
102.99 |
| High |
105.50 |
104.94 |
-0.56 |
-0.5% |
104.69 |
| Low |
103.10 |
102.63 |
-0.47 |
-0.5% |
101.22 |
| Close |
104.64 |
103.12 |
-1.52 |
-1.5% |
103.32 |
| Range |
2.40 |
2.31 |
-0.09 |
-3.8% |
3.47 |
| ATR |
2.13 |
2.15 |
0.01 |
0.6% |
0.00 |
| Volume |
147,815 |
173,435 |
25,620 |
17.3% |
547,264 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.49 |
109.12 |
104.39 |
|
| R3 |
108.18 |
106.81 |
103.76 |
|
| R2 |
105.87 |
105.87 |
103.54 |
|
| R1 |
104.50 |
104.50 |
103.33 |
104.03 |
| PP |
103.56 |
103.56 |
103.56 |
103.33 |
| S1 |
102.19 |
102.19 |
102.91 |
101.72 |
| S2 |
101.25 |
101.25 |
102.70 |
|
| S3 |
98.94 |
99.88 |
102.48 |
|
| S4 |
96.63 |
97.57 |
101.85 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.87 |
105.23 |
|
| R3 |
110.02 |
108.40 |
104.27 |
|
| R2 |
106.55 |
106.55 |
103.96 |
|
| R1 |
104.93 |
104.93 |
103.64 |
105.74 |
| PP |
103.08 |
103.08 |
103.08 |
103.48 |
| S1 |
101.46 |
101.46 |
103.00 |
102.27 |
| S2 |
99.61 |
99.61 |
102.68 |
|
| S3 |
96.14 |
97.99 |
102.37 |
|
| S4 |
92.67 |
94.52 |
101.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.50 |
102.28 |
3.22 |
3.1% |
1.87 |
1.8% |
26% |
False |
False |
144,517 |
| 10 |
105.50 |
101.22 |
4.28 |
4.2% |
2.06 |
2.0% |
44% |
False |
False |
117,754 |
| 20 |
108.75 |
101.22 |
7.53 |
7.3% |
2.11 |
2.0% |
25% |
False |
False |
94,512 |
| 40 |
111.30 |
101.22 |
10.08 |
9.8% |
2.16 |
2.1% |
19% |
False |
False |
86,958 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.08 |
2.0% |
44% |
False |
False |
80,403 |
| 80 |
111.30 |
96.67 |
14.63 |
14.2% |
2.08 |
2.0% |
44% |
False |
False |
69,797 |
| 100 |
111.30 |
93.40 |
17.90 |
17.4% |
2.15 |
2.1% |
54% |
False |
False |
61,884 |
| 120 |
111.30 |
88.43 |
22.87 |
22.2% |
2.22 |
2.1% |
64% |
False |
False |
57,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.76 |
|
2.618 |
110.99 |
|
1.618 |
108.68 |
|
1.000 |
107.25 |
|
0.618 |
106.37 |
|
HIGH |
104.94 |
|
0.618 |
104.06 |
|
0.500 |
103.79 |
|
0.382 |
103.51 |
|
LOW |
102.63 |
|
0.618 |
101.20 |
|
1.000 |
100.32 |
|
1.618 |
98.89 |
|
2.618 |
96.58 |
|
4.250 |
92.81 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.79 |
103.89 |
| PP |
103.56 |
103.63 |
| S1 |
103.34 |
103.38 |
|