NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.63 |
104.92 |
0.29 |
0.3% |
104.16 |
| High |
105.45 |
105.85 |
0.40 |
0.4% |
106.37 |
| Low |
104.12 |
104.85 |
0.73 |
0.7% |
103.28 |
| Close |
105.06 |
105.51 |
0.45 |
0.4% |
104.91 |
| Range |
1.33 |
1.00 |
-0.33 |
-24.8% |
3.09 |
| ATR |
1.79 |
1.73 |
-0.06 |
-3.1% |
0.00 |
| Volume |
17,670 |
24,224 |
6,554 |
37.1% |
154,026 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.40 |
107.96 |
106.06 |
|
| R3 |
107.40 |
106.96 |
105.79 |
|
| R2 |
106.40 |
106.40 |
105.69 |
|
| R1 |
105.96 |
105.96 |
105.60 |
106.18 |
| PP |
105.40 |
105.40 |
105.40 |
105.52 |
| S1 |
104.96 |
104.96 |
105.42 |
105.18 |
| S2 |
104.40 |
104.40 |
105.33 |
|
| S3 |
103.40 |
103.96 |
105.24 |
|
| S4 |
102.40 |
102.96 |
104.96 |
|
|
| 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 |
105.85 |
102.97 |
2.88 |
2.7% |
1.40 |
1.3% |
88% |
True |
False |
21,683 |
| 10 |
106.37 |
102.97 |
3.40 |
3.2% |
1.52 |
1.4% |
75% |
False |
False |
28,282 |
| 20 |
107.16 |
102.66 |
4.50 |
4.3% |
1.80 |
1.7% |
63% |
False |
False |
25,604 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.79 |
1.7% |
35% |
False |
False |
21,646 |
| 60 |
110.87 |
97.59 |
13.28 |
12.6% |
1.67 |
1.6% |
60% |
False |
False |
20,400 |
| 80 |
110.87 |
97.59 |
13.28 |
12.6% |
1.65 |
1.6% |
60% |
False |
False |
17,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.10 |
|
2.618 |
108.47 |
|
1.618 |
107.47 |
|
1.000 |
106.85 |
|
0.618 |
106.47 |
|
HIGH |
105.85 |
|
0.618 |
105.47 |
|
0.500 |
105.35 |
|
0.382 |
105.23 |
|
LOW |
104.85 |
|
0.618 |
104.23 |
|
1.000 |
103.85 |
|
1.618 |
103.23 |
|
2.618 |
102.23 |
|
4.250 |
100.60 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.46 |
105.31 |
| PP |
105.40 |
105.12 |
| S1 |
105.35 |
104.92 |
|