NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.96 |
104.10 |
0.14 |
0.1% |
103.82 |
| High |
104.92 |
105.00 |
0.08 |
0.1% |
105.00 |
| Low |
103.84 |
103.74 |
-0.10 |
-0.1% |
101.82 |
| Close |
104.55 |
104.93 |
0.38 |
0.4% |
104.93 |
| Range |
1.08 |
1.26 |
0.18 |
16.7% |
3.18 |
| ATR |
1.93 |
1.88 |
-0.05 |
-2.5% |
0.00 |
| Volume |
178,474 |
160,310 |
-18,164 |
-10.2% |
983,763 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.34 |
107.89 |
105.62 |
|
| R3 |
107.08 |
106.63 |
105.28 |
|
| R2 |
105.82 |
105.82 |
105.16 |
|
| R1 |
105.37 |
105.37 |
105.05 |
105.60 |
| PP |
104.56 |
104.56 |
104.56 |
104.67 |
| S1 |
104.11 |
104.11 |
104.81 |
104.34 |
| S2 |
103.30 |
103.30 |
104.70 |
|
| S3 |
102.04 |
102.85 |
104.58 |
|
| S4 |
100.78 |
101.59 |
104.24 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.46 |
112.37 |
106.68 |
|
| R3 |
110.28 |
109.19 |
105.80 |
|
| R2 |
107.10 |
107.10 |
105.51 |
|
| R1 |
106.01 |
106.01 |
105.22 |
106.56 |
| PP |
103.92 |
103.92 |
103.92 |
104.19 |
| S1 |
102.83 |
102.83 |
104.64 |
103.38 |
| S2 |
100.74 |
100.74 |
104.35 |
|
| S3 |
97.56 |
99.65 |
104.06 |
|
| S4 |
94.38 |
96.47 |
103.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.00 |
101.82 |
3.18 |
3.0% |
1.44 |
1.4% |
98% |
True |
False |
196,752 |
| 10 |
105.50 |
101.82 |
3.68 |
3.5% |
1.68 |
1.6% |
85% |
False |
False |
187,949 |
| 20 |
105.99 |
101.22 |
4.77 |
4.5% |
1.87 |
1.8% |
78% |
False |
False |
141,218 |
| 40 |
109.80 |
101.22 |
8.58 |
8.2% |
1.99 |
1.9% |
43% |
False |
False |
107,412 |
| 60 |
111.30 |
96.67 |
14.63 |
13.9% |
2.02 |
1.9% |
56% |
False |
False |
98,959 |
| 80 |
111.30 |
96.67 |
14.63 |
13.9% |
2.06 |
2.0% |
56% |
False |
False |
86,071 |
| 100 |
111.30 |
93.40 |
17.90 |
17.1% |
2.10 |
2.0% |
64% |
False |
False |
73,830 |
| 120 |
111.30 |
92.49 |
18.81 |
17.9% |
2.15 |
2.0% |
66% |
False |
False |
67,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.36 |
|
2.618 |
108.30 |
|
1.618 |
107.04 |
|
1.000 |
106.26 |
|
0.618 |
105.78 |
|
HIGH |
105.00 |
|
0.618 |
104.52 |
|
0.500 |
104.37 |
|
0.382 |
104.22 |
|
LOW |
103.74 |
|
0.618 |
102.96 |
|
1.000 |
102.48 |
|
1.618 |
101.70 |
|
2.618 |
100.44 |
|
4.250 |
98.39 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.74 |
104.64 |
| PP |
104.56 |
104.35 |
| S1 |
104.37 |
104.06 |
|