NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.67 |
106.50 |
0.83 |
0.8% |
104.75 |
| High |
107.12 |
106.73 |
-0.39 |
-0.4% |
105.86 |
| Low |
105.30 |
105.60 |
0.30 |
0.3% |
102.97 |
| Close |
106.86 |
105.97 |
-0.89 |
-0.8% |
105.84 |
| Range |
1.82 |
1.13 |
-0.69 |
-37.9% |
2.89 |
| ATR |
1.66 |
1.63 |
-0.03 |
-1.7% |
0.00 |
| Volume |
22,148 |
38,776 |
16,628 |
75.1% |
99,914 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.49 |
108.86 |
106.59 |
|
| R3 |
108.36 |
107.73 |
106.28 |
|
| R2 |
107.23 |
107.23 |
106.18 |
|
| R1 |
106.60 |
106.60 |
106.07 |
106.35 |
| PP |
106.10 |
106.10 |
106.10 |
105.98 |
| S1 |
105.47 |
105.47 |
105.87 |
105.22 |
| S2 |
104.97 |
104.97 |
105.76 |
|
| S3 |
103.84 |
104.34 |
105.66 |
|
| S4 |
102.71 |
103.21 |
105.35 |
|
|
| 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 |
104.70 |
2.42 |
2.3% |
1.24 |
1.2% |
52% |
False |
False |
23,200 |
| 10 |
107.12 |
102.97 |
4.15 |
3.9% |
1.35 |
1.3% |
72% |
False |
False |
22,826 |
| 20 |
107.12 |
102.66 |
4.46 |
4.2% |
1.61 |
1.5% |
74% |
False |
False |
26,391 |
| 40 |
109.84 |
102.66 |
7.18 |
6.8% |
1.69 |
1.6% |
46% |
False |
False |
22,465 |
| 60 |
110.87 |
99.13 |
11.74 |
11.1% |
1.66 |
1.6% |
58% |
False |
False |
21,070 |
| 80 |
110.87 |
97.59 |
13.28 |
12.5% |
1.64 |
1.5% |
63% |
False |
False |
18,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.53 |
|
2.618 |
109.69 |
|
1.618 |
108.56 |
|
1.000 |
107.86 |
|
0.618 |
107.43 |
|
HIGH |
106.73 |
|
0.618 |
106.30 |
|
0.500 |
106.17 |
|
0.382 |
106.03 |
|
LOW |
105.60 |
|
0.618 |
104.90 |
|
1.000 |
104.47 |
|
1.618 |
103.77 |
|
2.618 |
102.64 |
|
4.250 |
100.80 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.17 |
106.00 |
| PP |
106.10 |
105.99 |
| S1 |
106.04 |
105.98 |
|