NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.58 |
106.03 |
-0.55 |
-0.5% |
104.62 |
| High |
106.59 |
106.03 |
-0.56 |
-0.5% |
105.68 |
| Low |
105.47 |
103.08 |
-2.39 |
-2.3% |
102.63 |
| Close |
105.83 |
103.20 |
-2.63 |
-2.5% |
105.64 |
| Range |
1.12 |
2.95 |
1.83 |
163.4% |
3.05 |
| ATR |
1.68 |
1.78 |
0.09 |
5.4% |
0.00 |
| Volume |
43,835 |
45,329 |
1,494 |
3.4% |
125,697 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.95 |
111.03 |
104.82 |
|
| R3 |
110.00 |
108.08 |
104.01 |
|
| R2 |
107.05 |
107.05 |
103.74 |
|
| R1 |
105.13 |
105.13 |
103.47 |
104.62 |
| PP |
104.10 |
104.10 |
104.10 |
103.85 |
| S1 |
102.18 |
102.18 |
102.93 |
101.67 |
| S2 |
101.15 |
101.15 |
102.66 |
|
| S3 |
98.20 |
99.23 |
102.39 |
|
| S4 |
95.25 |
96.28 |
101.58 |
|
|
| 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 |
106.99 |
103.08 |
3.91 |
3.8% |
1.66 |
1.6% |
3% |
False |
True |
31,435 |
| 10 |
106.99 |
102.63 |
4.36 |
4.2% |
1.55 |
1.5% |
13% |
False |
False |
28,208 |
| 20 |
106.99 |
102.29 |
4.70 |
4.6% |
1.67 |
1.6% |
19% |
False |
False |
28,741 |
| 40 |
109.69 |
102.29 |
7.40 |
7.2% |
1.78 |
1.7% |
12% |
False |
False |
24,156 |
| 60 |
111.38 |
100.25 |
11.13 |
10.8% |
1.77 |
1.7% |
27% |
False |
False |
21,693 |
| 80 |
111.38 |
97.37 |
14.01 |
13.6% |
1.71 |
1.7% |
42% |
False |
False |
18,380 |
| 100 |
111.38 |
93.40 |
17.98 |
17.4% |
1.69 |
1.6% |
55% |
False |
False |
15,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.57 |
|
2.618 |
113.75 |
|
1.618 |
110.80 |
|
1.000 |
108.98 |
|
0.618 |
107.85 |
|
HIGH |
106.03 |
|
0.618 |
104.90 |
|
0.500 |
104.56 |
|
0.382 |
104.21 |
|
LOW |
103.08 |
|
0.618 |
101.26 |
|
1.000 |
100.13 |
|
1.618 |
98.31 |
|
2.618 |
95.36 |
|
4.250 |
90.54 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.56 |
105.04 |
| PP |
104.10 |
104.42 |
| S1 |
103.65 |
103.81 |
|