NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.39 |
102.59 |
-2.80 |
-2.7% |
104.93 |
| High |
105.42 |
102.72 |
-2.70 |
-2.6% |
106.43 |
| Low |
102.36 |
97.51 |
-4.85 |
-4.7% |
97.51 |
| Close |
102.54 |
98.49 |
-4.05 |
-3.9% |
98.49 |
| Range |
3.06 |
5.21 |
2.15 |
70.3% |
8.92 |
| ATR |
1.90 |
2.14 |
0.24 |
12.5% |
0.00 |
| Volume |
301,362 |
423,376 |
122,014 |
40.5% |
1,390,255 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.20 |
112.06 |
101.36 |
|
| R3 |
109.99 |
106.85 |
99.92 |
|
| R2 |
104.78 |
104.78 |
99.45 |
|
| R1 |
101.64 |
101.64 |
98.97 |
100.61 |
| PP |
99.57 |
99.57 |
99.57 |
99.06 |
| S1 |
96.43 |
96.43 |
98.01 |
95.40 |
| S2 |
94.36 |
94.36 |
97.53 |
|
| S3 |
89.15 |
91.22 |
97.06 |
|
| S4 |
83.94 |
86.01 |
95.62 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
121.95 |
103.40 |
|
| R3 |
118.65 |
113.03 |
100.94 |
|
| R2 |
109.73 |
109.73 |
100.13 |
|
| R1 |
104.11 |
104.11 |
99.31 |
102.46 |
| PP |
100.81 |
100.81 |
100.81 |
99.99 |
| S1 |
95.19 |
95.19 |
97.67 |
93.54 |
| S2 |
91.89 |
91.89 |
96.85 |
|
| S3 |
82.97 |
86.27 |
96.04 |
|
| S4 |
74.05 |
77.35 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.43 |
97.51 |
8.92 |
9.1% |
2.55 |
2.6% |
11% |
False |
True |
278,051 |
| 10 |
106.43 |
97.51 |
8.92 |
9.1% |
1.99 |
2.0% |
11% |
False |
True |
237,401 |
| 20 |
106.43 |
97.51 |
8.92 |
9.1% |
1.94 |
2.0% |
11% |
False |
True |
190,850 |
| 40 |
109.13 |
97.51 |
11.62 |
11.8% |
2.04 |
2.1% |
8% |
False |
True |
132,252 |
| 60 |
111.30 |
97.51 |
13.79 |
14.0% |
2.06 |
2.1% |
7% |
False |
True |
115,197 |
| 80 |
111.30 |
96.67 |
14.63 |
14.9% |
2.10 |
2.1% |
12% |
False |
False |
100,493 |
| 100 |
111.30 |
93.40 |
17.90 |
18.2% |
2.12 |
2.2% |
28% |
False |
False |
86,232 |
| 120 |
111.30 |
93.40 |
17.90 |
18.2% |
2.16 |
2.2% |
28% |
False |
False |
77,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.86 |
|
2.618 |
116.36 |
|
1.618 |
111.15 |
|
1.000 |
107.93 |
|
0.618 |
105.94 |
|
HIGH |
102.72 |
|
0.618 |
100.73 |
|
0.500 |
100.12 |
|
0.382 |
99.50 |
|
LOW |
97.51 |
|
0.618 |
94.29 |
|
1.000 |
92.30 |
|
1.618 |
89.08 |
|
2.618 |
83.87 |
|
4.250 |
75.37 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.12 |
101.78 |
| PP |
99.57 |
100.68 |
| S1 |
99.03 |
99.59 |
|