NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.50 |
104.80 |
0.30 |
0.3% |
104.00 |
| High |
105.24 |
105.63 |
0.39 |
0.4% |
106.17 |
| Low |
103.87 |
104.60 |
0.73 |
0.7% |
102.96 |
| Close |
104.83 |
105.27 |
0.44 |
0.4% |
104.64 |
| Range |
1.37 |
1.03 |
-0.34 |
-24.8% |
3.21 |
| ATR |
1.85 |
1.79 |
-0.06 |
-3.2% |
0.00 |
| Volume |
18,299 |
35,924 |
17,625 |
96.3% |
143,909 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
107.79 |
105.84 |
|
| R3 |
107.23 |
106.76 |
105.55 |
|
| R2 |
106.20 |
106.20 |
105.46 |
|
| R1 |
105.73 |
105.73 |
105.36 |
105.97 |
| PP |
105.17 |
105.17 |
105.17 |
105.28 |
| S1 |
104.70 |
104.70 |
105.18 |
104.94 |
| S2 |
104.14 |
104.14 |
105.08 |
|
| S3 |
103.11 |
103.67 |
104.99 |
|
| S4 |
102.08 |
102.64 |
104.70 |
|
|
| 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 |
105.63 |
102.63 |
3.00 |
2.8% |
1.43 |
1.4% |
88% |
True |
False |
24,981 |
| 10 |
106.17 |
102.63 |
3.54 |
3.4% |
1.57 |
1.5% |
75% |
False |
False |
29,121 |
| 20 |
107.04 |
102.29 |
4.75 |
4.5% |
1.88 |
1.8% |
63% |
False |
False |
25,599 |
| 40 |
111.38 |
102.29 |
9.09 |
8.6% |
1.86 |
1.8% |
33% |
False |
False |
22,168 |
| 60 |
111.38 |
97.37 |
14.01 |
13.3% |
1.77 |
1.7% |
56% |
False |
False |
20,165 |
| 80 |
111.38 |
97.37 |
14.01 |
13.3% |
1.72 |
1.6% |
56% |
False |
False |
16,944 |
| 100 |
111.38 |
93.40 |
17.98 |
17.1% |
1.67 |
1.6% |
66% |
False |
False |
14,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.01 |
|
2.618 |
108.33 |
|
1.618 |
107.30 |
|
1.000 |
106.66 |
|
0.618 |
106.27 |
|
HIGH |
105.63 |
|
0.618 |
105.24 |
|
0.500 |
105.12 |
|
0.382 |
104.99 |
|
LOW |
104.60 |
|
0.618 |
103.96 |
|
1.000 |
103.57 |
|
1.618 |
102.93 |
|
2.618 |
101.90 |
|
4.250 |
100.22 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.22 |
105.06 |
| PP |
105.17 |
104.86 |
| S1 |
105.12 |
104.65 |
|