NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.11 |
103.78 |
0.67 |
0.6% |
103.23 |
| High |
104.10 |
104.57 |
0.47 |
0.5% |
105.50 |
| Low |
102.79 |
103.11 |
0.32 |
0.3% |
102.13 |
| Close |
103.55 |
104.12 |
0.57 |
0.6% |
103.88 |
| Range |
1.31 |
1.46 |
0.15 |
11.5% |
3.37 |
| ATR |
2.03 |
1.99 |
-0.04 |
-2.0% |
0.00 |
| Volume |
181,968 |
263,744 |
81,776 |
44.9% |
895,733 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
107.68 |
104.92 |
|
| R3 |
106.85 |
106.22 |
104.52 |
|
| R2 |
105.39 |
105.39 |
104.39 |
|
| R1 |
104.76 |
104.76 |
104.25 |
105.08 |
| PP |
103.93 |
103.93 |
103.93 |
104.09 |
| S1 |
103.30 |
103.30 |
103.99 |
103.62 |
| S2 |
102.47 |
102.47 |
103.85 |
|
| S3 |
101.01 |
101.84 |
103.72 |
|
| S4 |
99.55 |
100.38 |
103.32 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.95 |
112.28 |
105.73 |
|
| R3 |
110.58 |
108.91 |
104.81 |
|
| R2 |
107.21 |
107.21 |
104.50 |
|
| R1 |
105.54 |
105.54 |
104.19 |
106.38 |
| PP |
103.84 |
103.84 |
103.84 |
104.25 |
| S1 |
102.17 |
102.17 |
103.57 |
103.01 |
| S2 |
100.47 |
100.47 |
103.26 |
|
| S3 |
97.10 |
98.80 |
102.95 |
|
| S4 |
93.73 |
95.43 |
102.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.68 |
101.82 |
2.86 |
2.7% |
1.64 |
1.6% |
80% |
False |
False |
217,970 |
| 10 |
105.50 |
101.82 |
3.68 |
3.5% |
1.76 |
1.7% |
63% |
False |
False |
181,243 |
| 20 |
107.45 |
101.22 |
6.23 |
6.0% |
2.05 |
2.0% |
47% |
False |
False |
131,628 |
| 40 |
111.30 |
101.22 |
10.08 |
9.7% |
2.09 |
2.0% |
29% |
False |
False |
102,973 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.07 |
2.0% |
51% |
False |
False |
95,050 |
| 80 |
111.30 |
96.67 |
14.63 |
14.1% |
2.08 |
2.0% |
51% |
False |
False |
82,321 |
| 100 |
111.30 |
93.40 |
17.90 |
17.2% |
2.11 |
2.0% |
60% |
False |
False |
71,274 |
| 120 |
111.30 |
90.09 |
21.21 |
20.4% |
2.18 |
2.1% |
66% |
False |
False |
64,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.78 |
|
2.618 |
108.39 |
|
1.618 |
106.93 |
|
1.000 |
106.03 |
|
0.618 |
105.47 |
|
HIGH |
104.57 |
|
0.618 |
104.01 |
|
0.500 |
103.84 |
|
0.382 |
103.67 |
|
LOW |
103.11 |
|
0.618 |
102.21 |
|
1.000 |
101.65 |
|
1.618 |
100.75 |
|
2.618 |
99.29 |
|
4.250 |
96.91 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.03 |
103.81 |
| PP |
103.93 |
103.50 |
| S1 |
103.84 |
103.20 |
|