NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.97 |
104.50 |
0.53 |
0.5% |
104.00 |
| High |
104.80 |
105.24 |
0.44 |
0.4% |
106.17 |
| Low |
103.67 |
103.87 |
0.20 |
0.2% |
102.96 |
| Close |
104.33 |
104.83 |
0.50 |
0.5% |
104.64 |
| Range |
1.13 |
1.37 |
0.24 |
21.2% |
3.21 |
| ATR |
1.88 |
1.85 |
-0.04 |
-1.9% |
0.00 |
| Volume |
25,300 |
18,299 |
-7,001 |
-27.7% |
143,909 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.76 |
108.16 |
105.58 |
|
| R3 |
107.39 |
106.79 |
105.21 |
|
| R2 |
106.02 |
106.02 |
105.08 |
|
| R1 |
105.42 |
105.42 |
104.96 |
105.72 |
| PP |
104.65 |
104.65 |
104.65 |
104.80 |
| S1 |
104.05 |
104.05 |
104.70 |
104.35 |
| S2 |
103.28 |
103.28 |
104.58 |
|
| S3 |
101.91 |
102.68 |
104.45 |
|
| S4 |
100.54 |
101.31 |
104.08 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.22 |
112.64 |
106.41 |
|
| R3 |
111.01 |
109.43 |
105.52 |
|
| R2 |
107.80 |
107.80 |
105.23 |
|
| R1 |
106.22 |
106.22 |
104.93 |
107.01 |
| PP |
104.59 |
104.59 |
104.59 |
104.99 |
| S1 |
103.01 |
103.01 |
104.35 |
103.80 |
| S2 |
101.38 |
101.38 |
104.05 |
|
| S3 |
98.17 |
99.80 |
103.76 |
|
| S4 |
94.96 |
96.59 |
102.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.34 |
102.63 |
2.71 |
2.6% |
1.52 |
1.4% |
81% |
False |
False |
23,938 |
| 10 |
106.17 |
102.63 |
3.54 |
3.4% |
1.63 |
1.6% |
62% |
False |
False |
28,158 |
| 20 |
108.24 |
102.29 |
5.95 |
5.7% |
1.93 |
1.8% |
43% |
False |
False |
24,251 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.89 |
1.8% |
28% |
False |
False |
21,508 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.80 |
1.7% |
53% |
False |
False |
19,672 |
| 80 |
111.38 |
97.37 |
14.01 |
13.4% |
1.72 |
1.6% |
53% |
False |
False |
16,525 |
| 100 |
111.38 |
93.40 |
17.98 |
17.2% |
1.68 |
1.6% |
64% |
False |
False |
13,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.06 |
|
2.618 |
108.83 |
|
1.618 |
107.46 |
|
1.000 |
106.61 |
|
0.618 |
106.09 |
|
HIGH |
105.24 |
|
0.618 |
104.72 |
|
0.500 |
104.56 |
|
0.382 |
104.39 |
|
LOW |
103.87 |
|
0.618 |
103.02 |
|
1.000 |
102.50 |
|
1.618 |
101.65 |
|
2.618 |
100.28 |
|
4.250 |
98.05 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.74 |
104.53 |
| PP |
104.65 |
104.23 |
| S1 |
104.56 |
103.94 |
|