NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.24 |
104.79 |
0.55 |
0.5% |
104.29 |
| High |
105.20 |
105.55 |
0.35 |
0.3% |
106.30 |
| Low |
104.24 |
104.31 |
0.07 |
0.1% |
103.58 |
| Close |
104.76 |
105.20 |
0.44 |
0.4% |
105.06 |
| Range |
0.96 |
1.24 |
0.28 |
29.2% |
2.72 |
| ATR |
1.64 |
1.61 |
-0.03 |
-1.8% |
0.00 |
| Volume |
6,419 |
8,815 |
2,396 |
37.3% |
59,175 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.74 |
108.21 |
105.88 |
|
| R3 |
107.50 |
106.97 |
105.54 |
|
| R2 |
106.26 |
106.26 |
105.43 |
|
| R1 |
105.73 |
105.73 |
105.31 |
106.00 |
| PP |
105.02 |
105.02 |
105.02 |
105.15 |
| S1 |
104.49 |
104.49 |
105.09 |
104.76 |
| S2 |
103.78 |
103.78 |
104.97 |
|
| S3 |
102.54 |
103.25 |
104.86 |
|
| S4 |
101.30 |
102.01 |
104.52 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
111.82 |
106.56 |
|
| R3 |
110.42 |
109.10 |
105.81 |
|
| R2 |
107.70 |
107.70 |
105.56 |
|
| R1 |
106.38 |
106.38 |
105.31 |
107.04 |
| PP |
104.98 |
104.98 |
104.98 |
105.31 |
| S1 |
103.66 |
103.66 |
104.81 |
104.32 |
| S2 |
102.26 |
102.26 |
104.56 |
|
| S3 |
99.54 |
100.94 |
104.31 |
|
| S4 |
96.82 |
98.22 |
103.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.73 |
103.20 |
2.53 |
2.4% |
1.31 |
1.2% |
79% |
False |
False |
8,701 |
| 10 |
106.30 |
103.20 |
3.10 |
2.9% |
1.31 |
1.2% |
65% |
False |
False |
10,682 |
| 20 |
108.60 |
102.90 |
5.70 |
5.4% |
1.68 |
1.6% |
40% |
False |
False |
9,865 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.63 |
1.6% |
30% |
False |
False |
9,609 |
| 60 |
110.65 |
97.89 |
12.76 |
12.1% |
1.48 |
1.4% |
57% |
False |
False |
9,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.82 |
|
2.618 |
108.80 |
|
1.618 |
107.56 |
|
1.000 |
106.79 |
|
0.618 |
106.32 |
|
HIGH |
105.55 |
|
0.618 |
105.08 |
|
0.500 |
104.93 |
|
0.382 |
104.78 |
|
LOW |
104.31 |
|
0.618 |
103.54 |
|
1.000 |
103.07 |
|
1.618 |
102.30 |
|
2.618 |
101.06 |
|
4.250 |
99.04 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.11 |
104.93 |
| PP |
105.02 |
104.65 |
| S1 |
104.93 |
104.38 |
|