NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.91 |
103.42 |
-2.49 |
-2.4% |
105.65 |
| High |
106.10 |
103.47 |
-2.63 |
-2.5% |
107.12 |
| Low |
103.25 |
98.45 |
-4.80 |
-4.6% |
98.45 |
| Close |
103.40 |
99.38 |
-4.02 |
-3.9% |
99.38 |
| Range |
2.85 |
5.02 |
2.17 |
76.1% |
8.67 |
| ATR |
1.72 |
1.95 |
0.24 |
13.8% |
0.00 |
| Volume |
36,384 |
43,351 |
6,967 |
19.1% |
154,496 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.49 |
112.46 |
102.14 |
|
| R3 |
110.47 |
107.44 |
100.76 |
|
| R2 |
105.45 |
105.45 |
100.30 |
|
| R1 |
102.42 |
102.42 |
99.84 |
101.43 |
| PP |
100.43 |
100.43 |
100.43 |
99.94 |
| S1 |
97.40 |
97.40 |
98.92 |
96.41 |
| S2 |
95.41 |
95.41 |
98.46 |
|
| S3 |
90.39 |
92.38 |
98.00 |
|
| S4 |
85.37 |
87.36 |
96.62 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.66 |
122.19 |
104.15 |
|
| R3 |
118.99 |
113.52 |
101.76 |
|
| R2 |
110.32 |
110.32 |
100.97 |
|
| R1 |
104.85 |
104.85 |
100.17 |
103.25 |
| PP |
101.65 |
101.65 |
101.65 |
100.85 |
| S1 |
96.18 |
96.18 |
98.59 |
94.58 |
| S2 |
92.98 |
92.98 |
97.79 |
|
| S3 |
84.31 |
87.51 |
97.00 |
|
| S4 |
75.64 |
78.84 |
94.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.12 |
98.45 |
8.67 |
8.7% |
2.38 |
2.4% |
11% |
False |
True |
30,899 |
| 10 |
107.12 |
98.45 |
8.67 |
8.7% |
1.84 |
1.9% |
11% |
False |
True |
25,441 |
| 20 |
107.12 |
98.45 |
8.67 |
8.7% |
1.78 |
1.8% |
11% |
False |
True |
27,912 |
| 40 |
109.84 |
98.45 |
11.39 |
11.5% |
1.81 |
1.8% |
8% |
False |
True |
23,438 |
| 60 |
110.87 |
98.45 |
12.42 |
12.5% |
1.73 |
1.7% |
7% |
False |
True |
21,784 |
| 80 |
110.87 |
97.59 |
13.28 |
13.4% |
1.70 |
1.7% |
13% |
False |
False |
19,022 |
| 100 |
110.87 |
93.44 |
17.43 |
17.5% |
1.64 |
1.6% |
34% |
False |
False |
16,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.81 |
|
2.618 |
116.61 |
|
1.618 |
111.59 |
|
1.000 |
108.49 |
|
0.618 |
106.57 |
|
HIGH |
103.47 |
|
0.618 |
101.55 |
|
0.500 |
100.96 |
|
0.382 |
100.37 |
|
LOW |
98.45 |
|
0.618 |
95.35 |
|
1.000 |
93.43 |
|
1.618 |
90.33 |
|
2.618 |
85.31 |
|
4.250 |
77.12 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.96 |
102.59 |
| PP |
100.43 |
101.52 |
| S1 |
99.91 |
100.45 |
|