NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.16 |
104.42 |
0.26 |
0.2% |
104.00 |
| High |
104.85 |
106.37 |
1.52 |
1.4% |
105.65 |
| Low |
103.40 |
104.15 |
0.75 |
0.7% |
102.66 |
| Close |
104.45 |
105.67 |
1.22 |
1.2% |
104.55 |
| Range |
1.45 |
2.22 |
0.77 |
53.1% |
2.99 |
| ATR |
1.89 |
1.91 |
0.02 |
1.3% |
0.00 |
| Volume |
24,332 |
39,128 |
14,796 |
60.8% |
149,815 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.06 |
111.08 |
106.89 |
|
| R3 |
109.84 |
108.86 |
106.28 |
|
| R2 |
107.62 |
107.62 |
106.08 |
|
| R1 |
106.64 |
106.64 |
105.87 |
107.13 |
| PP |
105.40 |
105.40 |
105.40 |
105.64 |
| S1 |
104.42 |
104.42 |
105.47 |
104.91 |
| S2 |
103.18 |
103.18 |
105.26 |
|
| S3 |
100.96 |
102.20 |
105.06 |
|
| S4 |
98.74 |
99.98 |
104.45 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.89 |
106.19 |
|
| R3 |
110.27 |
108.90 |
105.37 |
|
| R2 |
107.28 |
107.28 |
105.10 |
|
| R1 |
105.91 |
105.91 |
104.82 |
106.60 |
| PP |
104.29 |
104.29 |
104.29 |
104.63 |
| S1 |
102.92 |
102.92 |
104.28 |
103.61 |
| S2 |
101.30 |
101.30 |
104.00 |
|
| S3 |
98.31 |
99.93 |
103.73 |
|
| S4 |
95.32 |
96.94 |
102.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.37 |
102.78 |
3.59 |
3.4% |
1.65 |
1.6% |
81% |
True |
False |
33,972 |
| 10 |
106.87 |
102.66 |
4.21 |
4.0% |
1.80 |
1.7% |
71% |
False |
False |
28,413 |
| 20 |
109.43 |
102.66 |
6.77 |
6.4% |
1.87 |
1.8% |
44% |
False |
False |
22,174 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.83 |
1.7% |
37% |
False |
False |
21,390 |
| 60 |
110.87 |
97.59 |
13.28 |
12.6% |
1.67 |
1.6% |
61% |
False |
False |
18,479 |
| 80 |
110.87 |
97.07 |
13.80 |
13.1% |
1.60 |
1.5% |
62% |
False |
False |
15,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.81 |
|
2.618 |
112.18 |
|
1.618 |
109.96 |
|
1.000 |
108.59 |
|
0.618 |
107.74 |
|
HIGH |
106.37 |
|
0.618 |
105.52 |
|
0.500 |
105.26 |
|
0.382 |
105.00 |
|
LOW |
104.15 |
|
0.618 |
102.78 |
|
1.000 |
101.93 |
|
1.618 |
100.56 |
|
2.618 |
98.34 |
|
4.250 |
94.72 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.53 |
105.41 |
| PP |
105.40 |
105.15 |
| S1 |
105.26 |
104.89 |
|