NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.98 |
105.39 |
-0.59 |
-0.6% |
103.82 |
| High |
106.05 |
105.42 |
-0.63 |
-0.6% |
105.00 |
| Low |
104.91 |
102.36 |
-2.55 |
-2.4% |
101.82 |
| Close |
105.22 |
102.54 |
-2.68 |
-2.5% |
104.93 |
| Range |
1.14 |
3.06 |
1.92 |
168.4% |
3.18 |
| ATR |
1.81 |
1.90 |
0.09 |
4.9% |
0.00 |
| Volume |
244,083 |
301,362 |
57,279 |
23.5% |
983,763 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.62 |
110.64 |
104.22 |
|
| R3 |
109.56 |
107.58 |
103.38 |
|
| R2 |
106.50 |
106.50 |
103.10 |
|
| R1 |
104.52 |
104.52 |
102.82 |
103.98 |
| PP |
103.44 |
103.44 |
103.44 |
103.17 |
| S1 |
101.46 |
101.46 |
102.26 |
100.92 |
| S2 |
100.38 |
100.38 |
101.98 |
|
| S3 |
97.32 |
98.40 |
101.70 |
|
| S4 |
94.26 |
95.34 |
100.86 |
|
|
| 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 |
102.36 |
4.07 |
4.0% |
1.76 |
1.7% |
4% |
False |
True |
225,437 |
| 10 |
106.43 |
101.82 |
4.61 |
4.5% |
1.65 |
1.6% |
16% |
False |
False |
216,436 |
| 20 |
106.43 |
101.22 |
5.21 |
5.1% |
1.78 |
1.7% |
25% |
False |
False |
175,008 |
| 40 |
109.13 |
101.22 |
7.91 |
7.7% |
1.94 |
1.9% |
17% |
False |
False |
123,946 |
| 60 |
111.30 |
99.03 |
12.27 |
12.0% |
2.00 |
2.0% |
29% |
False |
False |
110,476 |
| 80 |
111.30 |
96.67 |
14.63 |
14.3% |
2.06 |
2.0% |
40% |
False |
False |
95,743 |
| 100 |
111.30 |
93.40 |
17.90 |
17.5% |
2.09 |
2.0% |
51% |
False |
False |
82,322 |
| 120 |
111.30 |
93.40 |
17.90 |
17.5% |
2.14 |
2.1% |
51% |
False |
False |
74,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.43 |
|
2.618 |
113.43 |
|
1.618 |
110.37 |
|
1.000 |
108.48 |
|
0.618 |
107.31 |
|
HIGH |
105.42 |
|
0.618 |
104.25 |
|
0.500 |
103.89 |
|
0.382 |
103.53 |
|
LOW |
102.36 |
|
0.618 |
100.47 |
|
1.000 |
99.30 |
|
1.618 |
97.41 |
|
2.618 |
94.35 |
|
4.250 |
89.36 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.89 |
104.40 |
| PP |
103.44 |
103.78 |
| S1 |
102.99 |
103.16 |
|