NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.75 |
104.31 |
-0.44 |
-0.4% |
104.16 |
| High |
104.91 |
105.08 |
0.17 |
0.2% |
106.37 |
| Low |
102.97 |
103.99 |
1.02 |
1.0% |
103.28 |
| Close |
104.25 |
104.60 |
0.35 |
0.3% |
104.91 |
| Range |
1.94 |
1.09 |
-0.85 |
-43.8% |
3.09 |
| ATR |
1.88 |
1.82 |
-0.06 |
-3.0% |
0.00 |
| Volume |
21,042 |
19,962 |
-1,080 |
-5.1% |
154,026 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
107.30 |
105.20 |
|
| R3 |
106.74 |
106.21 |
104.90 |
|
| R2 |
105.65 |
105.65 |
104.80 |
|
| R1 |
105.12 |
105.12 |
104.70 |
105.39 |
| PP |
104.56 |
104.56 |
104.56 |
104.69 |
| S1 |
104.03 |
104.03 |
104.50 |
104.30 |
| S2 |
103.47 |
103.47 |
104.40 |
|
| S3 |
102.38 |
102.94 |
104.30 |
|
| S4 |
101.29 |
101.85 |
104.00 |
|
|
| 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 |
105.90 |
102.97 |
2.93 |
2.8% |
1.62 |
1.5% |
56% |
False |
False |
26,314 |
| 10 |
106.37 |
102.78 |
3.59 |
3.4% |
1.63 |
1.6% |
51% |
False |
False |
30,143 |
| 20 |
109.01 |
102.66 |
6.35 |
6.1% |
1.83 |
1.7% |
31% |
False |
False |
24,301 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.84 |
1.8% |
24% |
False |
False |
21,533 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.69 |
1.6% |
53% |
False |
False |
19,976 |
| 80 |
110.87 |
97.59 |
13.28 |
12.7% |
1.65 |
1.6% |
53% |
False |
False |
17,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.71 |
|
2.618 |
107.93 |
|
1.618 |
106.84 |
|
1.000 |
106.17 |
|
0.618 |
105.75 |
|
HIGH |
105.08 |
|
0.618 |
104.66 |
|
0.500 |
104.54 |
|
0.382 |
104.41 |
|
LOW |
103.99 |
|
0.618 |
103.32 |
|
1.000 |
102.90 |
|
1.618 |
102.23 |
|
2.618 |
101.14 |
|
4.250 |
99.36 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.58 |
104.50 |
| PP |
104.56 |
104.39 |
| S1 |
104.54 |
104.29 |
|