NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.78 |
103.96 |
0.18 |
0.2% |
103.23 |
| High |
104.57 |
104.92 |
0.35 |
0.3% |
105.50 |
| Low |
103.11 |
103.84 |
0.73 |
0.7% |
102.13 |
| Close |
104.12 |
104.55 |
0.43 |
0.4% |
103.88 |
| Range |
1.46 |
1.08 |
-0.38 |
-26.0% |
3.37 |
| ATR |
1.99 |
1.93 |
-0.07 |
-3.3% |
0.00 |
| Volume |
263,744 |
178,474 |
-85,270 |
-32.3% |
895,733 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.68 |
107.19 |
105.14 |
|
| R3 |
106.60 |
106.11 |
104.85 |
|
| R2 |
105.52 |
105.52 |
104.75 |
|
| R1 |
105.03 |
105.03 |
104.65 |
105.28 |
| PP |
104.44 |
104.44 |
104.44 |
104.56 |
| S1 |
103.95 |
103.95 |
104.45 |
104.20 |
| S2 |
103.36 |
103.36 |
104.35 |
|
| S3 |
102.28 |
102.87 |
104.25 |
|
| S4 |
101.20 |
101.79 |
103.96 |
|
|
| 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 |
104.92 |
101.82 |
3.10 |
3.0% |
1.55 |
1.5% |
88% |
True |
False |
207,435 |
| 10 |
105.50 |
101.82 |
3.68 |
3.5% |
1.68 |
1.6% |
74% |
False |
False |
186,446 |
| 20 |
106.21 |
101.22 |
4.99 |
4.8% |
1.99 |
1.9% |
67% |
False |
False |
137,877 |
| 40 |
111.30 |
101.22 |
10.08 |
9.6% |
2.06 |
2.0% |
33% |
False |
False |
105,610 |
| 60 |
111.30 |
96.67 |
14.63 |
14.0% |
2.03 |
1.9% |
54% |
False |
False |
97,261 |
| 80 |
111.30 |
96.67 |
14.63 |
14.0% |
2.08 |
2.0% |
54% |
False |
False |
84,305 |
| 100 |
111.30 |
93.40 |
17.90 |
17.1% |
2.10 |
2.0% |
62% |
False |
False |
72,630 |
| 120 |
111.30 |
90.12 |
21.18 |
20.3% |
2.16 |
2.1% |
68% |
False |
False |
66,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.51 |
|
2.618 |
107.75 |
|
1.618 |
106.67 |
|
1.000 |
106.00 |
|
0.618 |
105.59 |
|
HIGH |
104.92 |
|
0.618 |
104.51 |
|
0.500 |
104.38 |
|
0.382 |
104.25 |
|
LOW |
103.84 |
|
0.618 |
103.17 |
|
1.000 |
102.76 |
|
1.618 |
102.09 |
|
2.618 |
101.01 |
|
4.250 |
99.25 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.49 |
104.32 |
| PP |
104.44 |
104.09 |
| S1 |
104.38 |
103.86 |
|