NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.28 |
105.27 |
-0.01 |
0.0% |
104.14 |
| High |
105.54 |
106.77 |
1.23 |
1.2% |
105.37 |
| Low |
104.29 |
104.78 |
0.49 |
0.5% |
102.26 |
| Close |
105.26 |
106.50 |
1.24 |
1.2% |
105.32 |
| Range |
1.25 |
1.99 |
0.74 |
59.2% |
3.11 |
| ATR |
1.79 |
1.80 |
0.01 |
0.8% |
0.00 |
| Volume |
40,469 |
52,890 |
12,421 |
30.7% |
240,251 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.99 |
111.23 |
107.59 |
|
| R3 |
110.00 |
109.24 |
107.05 |
|
| R2 |
108.01 |
108.01 |
106.86 |
|
| R1 |
107.25 |
107.25 |
106.68 |
107.63 |
| PP |
106.02 |
106.02 |
106.02 |
106.21 |
| S1 |
105.26 |
105.26 |
106.32 |
105.64 |
| S2 |
104.03 |
104.03 |
106.14 |
|
| S3 |
102.04 |
103.27 |
105.95 |
|
| S4 |
100.05 |
101.28 |
105.41 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.65 |
112.59 |
107.03 |
|
| R3 |
110.54 |
109.48 |
106.18 |
|
| R2 |
107.43 |
107.43 |
105.89 |
|
| R1 |
106.37 |
106.37 |
105.61 |
106.90 |
| PP |
104.32 |
104.32 |
104.32 |
104.58 |
| S1 |
103.26 |
103.26 |
105.03 |
103.79 |
| S2 |
101.21 |
101.21 |
104.75 |
|
| S3 |
98.10 |
100.15 |
104.46 |
|
| S4 |
94.99 |
97.04 |
103.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.77 |
103.51 |
3.26 |
3.1% |
1.39 |
1.3% |
92% |
True |
False |
50,436 |
| 10 |
106.77 |
102.26 |
4.51 |
4.2% |
1.58 |
1.5% |
94% |
True |
False |
48,057 |
| 20 |
106.77 |
101.77 |
5.00 |
4.7% |
1.77 |
1.7% |
95% |
True |
False |
48,000 |
| 40 |
109.51 |
101.77 |
7.74 |
7.3% |
1.90 |
1.8% |
61% |
False |
False |
40,064 |
| 60 |
111.49 |
98.30 |
13.19 |
12.4% |
1.90 |
1.8% |
62% |
False |
False |
36,590 |
| 80 |
111.49 |
97.05 |
14.44 |
13.6% |
1.92 |
1.8% |
65% |
False |
False |
30,572 |
| 100 |
111.49 |
93.45 |
18.04 |
16.9% |
1.92 |
1.8% |
72% |
False |
False |
25,630 |
| 120 |
111.49 |
93.45 |
18.04 |
16.9% |
1.92 |
1.8% |
72% |
False |
False |
22,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.23 |
|
2.618 |
111.98 |
|
1.618 |
109.99 |
|
1.000 |
108.76 |
|
0.618 |
108.00 |
|
HIGH |
106.77 |
|
0.618 |
106.01 |
|
0.500 |
105.78 |
|
0.382 |
105.54 |
|
LOW |
104.78 |
|
0.618 |
103.55 |
|
1.000 |
102.79 |
|
1.618 |
101.56 |
|
2.618 |
99.57 |
|
4.250 |
96.32 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.26 |
106.15 |
| PP |
106.02 |
105.80 |
| S1 |
105.78 |
105.46 |
|