NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.41 |
104.03 |
-0.38 |
-0.4% |
104.16 |
| High |
104.63 |
105.60 |
0.97 |
0.9% |
106.37 |
| Low |
103.28 |
103.98 |
0.70 |
0.7% |
103.28 |
| Close |
103.84 |
104.91 |
1.07 |
1.0% |
104.91 |
| Range |
1.35 |
1.62 |
0.27 |
20.0% |
3.09 |
| ATR |
1.88 |
1.87 |
-0.01 |
-0.5% |
0.00 |
| Volume |
28,068 |
25,521 |
-2,547 |
-9.1% |
154,026 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
108.92 |
105.80 |
|
| R3 |
108.07 |
107.30 |
105.36 |
|
| R2 |
106.45 |
106.45 |
105.21 |
|
| R1 |
105.68 |
105.68 |
105.06 |
106.07 |
| PP |
104.83 |
104.83 |
104.83 |
105.02 |
| S1 |
104.06 |
104.06 |
104.76 |
104.45 |
| S2 |
103.21 |
103.21 |
104.61 |
|
| S3 |
101.59 |
102.44 |
104.46 |
|
| S4 |
99.97 |
100.82 |
104.02 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.12 |
112.61 |
106.61 |
|
| R3 |
111.03 |
109.52 |
105.76 |
|
| R2 |
107.94 |
107.94 |
105.48 |
|
| R1 |
106.43 |
106.43 |
105.19 |
107.19 |
| PP |
104.85 |
104.85 |
104.85 |
105.23 |
| S1 |
103.34 |
103.34 |
104.63 |
104.10 |
| S2 |
101.76 |
101.76 |
104.34 |
|
| S3 |
98.67 |
100.25 |
104.06 |
|
| S4 |
95.58 |
97.16 |
103.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.37 |
103.28 |
3.09 |
2.9% |
1.74 |
1.7% |
53% |
False |
False |
30,805 |
| 10 |
106.37 |
102.66 |
3.71 |
3.5% |
1.72 |
1.6% |
61% |
False |
False |
30,384 |
| 20 |
109.41 |
102.66 |
6.75 |
6.4% |
1.86 |
1.8% |
33% |
False |
False |
23,974 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.84 |
1.8% |
27% |
False |
False |
22,302 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.68 |
1.6% |
55% |
False |
False |
19,582 |
| 80 |
110.87 |
97.59 |
13.28 |
12.7% |
1.63 |
1.6% |
55% |
False |
False |
16,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.49 |
|
2.618 |
109.84 |
|
1.618 |
108.22 |
|
1.000 |
107.22 |
|
0.618 |
106.60 |
|
HIGH |
105.60 |
|
0.618 |
104.98 |
|
0.500 |
104.79 |
|
0.382 |
104.60 |
|
LOW |
103.98 |
|
0.618 |
102.98 |
|
1.000 |
102.36 |
|
1.618 |
101.36 |
|
2.618 |
99.74 |
|
4.250 |
97.10 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.87 |
104.80 |
| PP |
104.83 |
104.70 |
| S1 |
104.79 |
104.59 |
|