NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.76 |
105.55 |
0.79 |
0.8% |
104.62 |
| High |
105.68 |
105.77 |
0.09 |
0.1% |
105.68 |
| Low |
104.48 |
104.63 |
0.15 |
0.1% |
102.63 |
| Close |
105.64 |
105.55 |
-0.09 |
-0.1% |
105.64 |
| Range |
1.20 |
1.14 |
-0.06 |
-5.0% |
3.05 |
| ATR |
1.75 |
1.70 |
-0.04 |
-2.5% |
0.00 |
| Volume |
23,922 |
17,735 |
-6,187 |
-25.9% |
125,697 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.74 |
108.28 |
106.18 |
|
| R3 |
107.60 |
107.14 |
105.86 |
|
| R2 |
106.46 |
106.46 |
105.76 |
|
| R1 |
106.00 |
106.00 |
105.65 |
106.12 |
| PP |
105.32 |
105.32 |
105.32 |
105.38 |
| S1 |
104.86 |
104.86 |
105.45 |
104.98 |
| S2 |
104.18 |
104.18 |
105.34 |
|
| S3 |
103.04 |
103.72 |
105.24 |
|
| S4 |
101.90 |
102.58 |
104.92 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
112.77 |
107.32 |
|
| R3 |
110.75 |
109.72 |
106.48 |
|
| R2 |
107.70 |
107.70 |
106.20 |
|
| R1 |
106.67 |
106.67 |
105.92 |
107.19 |
| PP |
104.65 |
104.65 |
104.65 |
104.91 |
| S1 |
103.62 |
103.62 |
105.36 |
104.14 |
| S2 |
101.60 |
101.60 |
105.08 |
|
| S3 |
98.55 |
100.57 |
104.80 |
|
| S4 |
95.50 |
97.52 |
103.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.77 |
103.67 |
2.10 |
2.0% |
1.17 |
1.1% |
90% |
True |
False |
24,236 |
| 10 |
106.17 |
102.63 |
3.54 |
3.4% |
1.53 |
1.4% |
82% |
False |
False |
26,555 |
| 20 |
106.87 |
102.29 |
4.58 |
4.3% |
1.76 |
1.7% |
71% |
False |
False |
26,298 |
| 40 |
109.69 |
102.29 |
7.40 |
7.0% |
1.78 |
1.7% |
44% |
False |
False |
22,403 |
| 60 |
111.38 |
98.73 |
12.65 |
12.0% |
1.74 |
1.7% |
54% |
False |
False |
20,464 |
| 80 |
111.38 |
97.37 |
14.01 |
13.3% |
1.70 |
1.6% |
58% |
False |
False |
17,248 |
| 100 |
111.38 |
93.40 |
17.98 |
17.0% |
1.67 |
1.6% |
68% |
False |
False |
14,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.62 |
|
2.618 |
108.75 |
|
1.618 |
107.61 |
|
1.000 |
106.91 |
|
0.618 |
106.47 |
|
HIGH |
105.77 |
|
0.618 |
105.33 |
|
0.500 |
105.20 |
|
0.382 |
105.07 |
|
LOW |
104.63 |
|
0.618 |
103.93 |
|
1.000 |
103.49 |
|
1.618 |
102.79 |
|
2.618 |
101.65 |
|
4.250 |
99.79 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.43 |
105.41 |
| PP |
105.32 |
105.27 |
| S1 |
105.20 |
105.13 |
|