NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.92 |
105.00 |
0.08 |
0.1% |
104.75 |
| High |
105.85 |
105.86 |
0.01 |
0.0% |
105.86 |
| Low |
104.85 |
104.70 |
-0.15 |
-0.1% |
102.97 |
| Close |
105.51 |
105.84 |
0.33 |
0.3% |
105.84 |
| Range |
1.00 |
1.16 |
0.16 |
16.0% |
2.89 |
| ATR |
1.73 |
1.69 |
-0.04 |
-2.4% |
0.00 |
| Volume |
24,224 |
17,016 |
-7,208 |
-29.8% |
99,914 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.95 |
108.55 |
106.48 |
|
| R3 |
107.79 |
107.39 |
106.16 |
|
| R2 |
106.63 |
106.63 |
106.05 |
|
| R1 |
106.23 |
106.23 |
105.95 |
106.43 |
| PP |
105.47 |
105.47 |
105.47 |
105.57 |
| S1 |
105.07 |
105.07 |
105.73 |
105.27 |
| S2 |
104.31 |
104.31 |
105.63 |
|
| S3 |
103.15 |
103.91 |
105.52 |
|
| S4 |
101.99 |
102.75 |
105.20 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.56 |
112.59 |
107.43 |
|
| R3 |
110.67 |
109.70 |
106.63 |
|
| R2 |
107.78 |
107.78 |
106.37 |
|
| R1 |
106.81 |
106.81 |
106.10 |
107.30 |
| PP |
104.89 |
104.89 |
104.89 |
105.13 |
| S1 |
103.92 |
103.92 |
105.58 |
104.41 |
| S2 |
102.00 |
102.00 |
105.31 |
|
| S3 |
99.11 |
101.03 |
105.05 |
|
| S4 |
96.22 |
98.14 |
104.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.86 |
102.97 |
2.89 |
2.7% |
1.30 |
1.2% |
99% |
True |
False |
19,982 |
| 10 |
106.37 |
102.97 |
3.40 |
3.2% |
1.52 |
1.4% |
84% |
False |
False |
25,394 |
| 20 |
107.16 |
102.66 |
4.50 |
4.3% |
1.70 |
1.6% |
71% |
False |
False |
25,512 |
| 40 |
109.84 |
102.66 |
7.18 |
6.8% |
1.74 |
1.6% |
44% |
False |
False |
21,759 |
| 60 |
110.87 |
97.59 |
13.28 |
12.5% |
1.67 |
1.6% |
62% |
False |
False |
20,510 |
| 80 |
110.87 |
97.59 |
13.28 |
12.5% |
1.64 |
1.6% |
62% |
False |
False |
17,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
108.90 |
|
1.618 |
107.74 |
|
1.000 |
107.02 |
|
0.618 |
106.58 |
|
HIGH |
105.86 |
|
0.618 |
105.42 |
|
0.500 |
105.28 |
|
0.382 |
105.14 |
|
LOW |
104.70 |
|
0.618 |
103.98 |
|
1.000 |
103.54 |
|
1.618 |
102.82 |
|
2.618 |
101.66 |
|
4.250 |
99.77 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.65 |
105.56 |
| PP |
105.47 |
105.27 |
| S1 |
105.28 |
104.99 |
|