NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
104.89 |
105.98 |
1.09 |
1.0% |
103.82 |
| High |
106.43 |
106.05 |
-0.38 |
-0.4% |
105.00 |
| Low |
104.39 |
104.91 |
0.52 |
0.5% |
101.82 |
| Close |
106.16 |
105.22 |
-0.94 |
-0.9% |
104.93 |
| Range |
2.04 |
1.14 |
-0.90 |
-44.1% |
3.18 |
| ATR |
1.85 |
1.81 |
-0.04 |
-2.3% |
0.00 |
| Volume |
230,219 |
244,083 |
13,864 |
6.0% |
983,763 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.81 |
108.16 |
105.85 |
|
| R3 |
107.67 |
107.02 |
105.53 |
|
| R2 |
106.53 |
106.53 |
105.43 |
|
| R1 |
105.88 |
105.88 |
105.32 |
105.64 |
| PP |
105.39 |
105.39 |
105.39 |
105.27 |
| S1 |
104.74 |
104.74 |
105.12 |
104.50 |
| S2 |
104.25 |
104.25 |
105.01 |
|
| S3 |
103.11 |
103.60 |
104.91 |
|
| S4 |
101.97 |
102.46 |
104.59 |
|
|
| 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 |
106.43 |
103.74 |
2.69 |
2.6% |
1.36 |
1.3% |
55% |
False |
False |
200,860 |
| 10 |
106.43 |
101.82 |
4.61 |
4.4% |
1.50 |
1.4% |
74% |
False |
False |
209,415 |
| 20 |
106.43 |
101.22 |
5.21 |
5.0% |
1.78 |
1.7% |
77% |
False |
False |
163,584 |
| 40 |
109.13 |
101.22 |
7.91 |
7.5% |
1.91 |
1.8% |
51% |
False |
False |
118,332 |
| 60 |
111.30 |
97.70 |
13.60 |
12.9% |
2.00 |
1.9% |
55% |
False |
False |
106,698 |
| 80 |
111.30 |
96.67 |
14.63 |
13.9% |
2.04 |
1.9% |
58% |
False |
False |
92,498 |
| 100 |
111.30 |
93.40 |
17.90 |
17.0% |
2.09 |
2.0% |
66% |
False |
False |
79,677 |
| 120 |
111.30 |
93.40 |
17.90 |
17.0% |
2.14 |
2.0% |
66% |
False |
False |
72,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.90 |
|
2.618 |
109.03 |
|
1.618 |
107.89 |
|
1.000 |
107.19 |
|
0.618 |
106.75 |
|
HIGH |
106.05 |
|
0.618 |
105.61 |
|
0.500 |
105.48 |
|
0.382 |
105.35 |
|
LOW |
104.91 |
|
0.618 |
104.21 |
|
1.000 |
103.77 |
|
1.618 |
103.07 |
|
2.618 |
101.93 |
|
4.250 |
100.07 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.48 |
105.20 |
| PP |
105.39 |
105.18 |
| S1 |
105.31 |
105.16 |
|