NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
105.91 |
-0.59 |
-0.6% |
104.75 |
| High |
106.73 |
106.10 |
-0.63 |
-0.6% |
105.86 |
| Low |
105.60 |
103.25 |
-2.35 |
-2.2% |
102.97 |
| Close |
105.97 |
103.40 |
-2.57 |
-2.4% |
105.84 |
| Range |
1.13 |
2.85 |
1.72 |
152.2% |
2.89 |
| ATR |
1.63 |
1.72 |
0.09 |
5.4% |
0.00 |
| Volume |
38,776 |
36,384 |
-2,392 |
-6.2% |
99,914 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.80 |
110.95 |
104.97 |
|
| R3 |
109.95 |
108.10 |
104.18 |
|
| R2 |
107.10 |
107.10 |
103.92 |
|
| R1 |
105.25 |
105.25 |
103.66 |
104.75 |
| PP |
104.25 |
104.25 |
104.25 |
104.00 |
| S1 |
102.40 |
102.40 |
103.14 |
101.90 |
| S2 |
101.40 |
101.40 |
102.88 |
|
| S3 |
98.55 |
99.55 |
102.62 |
|
| S4 |
95.70 |
96.70 |
101.83 |
|
|
| 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 |
103.25 |
3.87 |
3.7% |
1.61 |
1.6% |
4% |
False |
True |
25,632 |
| 10 |
107.12 |
102.97 |
4.15 |
4.0% |
1.50 |
1.5% |
10% |
False |
False |
23,658 |
| 20 |
107.12 |
102.66 |
4.46 |
4.3% |
1.63 |
1.6% |
17% |
False |
False |
26,991 |
| 40 |
109.84 |
102.66 |
7.18 |
6.9% |
1.71 |
1.7% |
10% |
False |
False |
22,915 |
| 60 |
110.87 |
100.70 |
10.17 |
9.8% |
1.67 |
1.6% |
27% |
False |
False |
21,451 |
| 80 |
110.87 |
97.59 |
13.28 |
12.8% |
1.66 |
1.6% |
44% |
False |
False |
18,584 |
| 100 |
110.87 |
93.44 |
17.43 |
16.9% |
1.60 |
1.5% |
57% |
False |
False |
15,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.21 |
|
2.618 |
113.56 |
|
1.618 |
110.71 |
|
1.000 |
108.95 |
|
0.618 |
107.86 |
|
HIGH |
106.10 |
|
0.618 |
105.01 |
|
0.500 |
104.68 |
|
0.382 |
104.34 |
|
LOW |
103.25 |
|
0.618 |
101.49 |
|
1.000 |
100.40 |
|
1.618 |
98.64 |
|
2.618 |
95.79 |
|
4.250 |
91.14 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.68 |
105.19 |
| PP |
104.25 |
104.59 |
| S1 |
103.83 |
104.00 |
|