NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.65 |
105.67 |
0.02 |
0.0% |
104.75 |
| High |
105.94 |
107.12 |
1.18 |
1.1% |
105.86 |
| Low |
104.87 |
105.30 |
0.43 |
0.4% |
102.97 |
| Close |
105.71 |
106.86 |
1.15 |
1.1% |
105.84 |
| Range |
1.07 |
1.82 |
0.75 |
70.1% |
2.89 |
| ATR |
1.64 |
1.66 |
0.01 |
0.8% |
0.00 |
| Volume |
13,837 |
22,148 |
8,311 |
60.1% |
99,914 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.89 |
111.19 |
107.86 |
|
| R3 |
110.07 |
109.37 |
107.36 |
|
| R2 |
108.25 |
108.25 |
107.19 |
|
| R1 |
107.55 |
107.55 |
107.03 |
107.90 |
| PP |
106.43 |
106.43 |
106.43 |
106.60 |
| S1 |
105.73 |
105.73 |
106.69 |
106.08 |
| S2 |
104.61 |
104.61 |
106.53 |
|
| S3 |
102.79 |
103.91 |
106.36 |
|
| S4 |
100.97 |
102.09 |
105.86 |
|
|
| 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 |
107.12 |
104.12 |
3.00 |
2.8% |
1.28 |
1.2% |
91% |
True |
False |
18,979 |
| 10 |
107.12 |
102.97 |
4.15 |
3.9% |
1.45 |
1.4% |
94% |
True |
False |
22,646 |
| 20 |
107.12 |
102.66 |
4.46 |
4.2% |
1.62 |
1.5% |
94% |
True |
False |
25,530 |
| 40 |
109.84 |
102.66 |
7.18 |
6.7% |
1.71 |
1.6% |
58% |
False |
False |
21,732 |
| 60 |
110.87 |
99.03 |
11.84 |
11.1% |
1.66 |
1.6% |
66% |
False |
False |
20,632 |
| 80 |
110.87 |
97.59 |
13.28 |
12.4% |
1.64 |
1.5% |
70% |
False |
False |
17,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.86 |
|
2.618 |
111.88 |
|
1.618 |
110.06 |
|
1.000 |
108.94 |
|
0.618 |
108.24 |
|
HIGH |
107.12 |
|
0.618 |
106.42 |
|
0.500 |
106.21 |
|
0.382 |
106.00 |
|
LOW |
105.30 |
|
0.618 |
104.18 |
|
1.000 |
103.48 |
|
1.618 |
102.36 |
|
2.618 |
100.54 |
|
4.250 |
97.57 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.64 |
106.54 |
| PP |
106.43 |
106.23 |
| S1 |
106.21 |
105.91 |
|