NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.79 |
105.18 |
0.39 |
0.4% |
104.29 |
| High |
105.55 |
105.95 |
0.40 |
0.4% |
106.30 |
| Low |
104.31 |
105.03 |
0.72 |
0.7% |
103.58 |
| Close |
105.20 |
105.66 |
0.46 |
0.4% |
105.06 |
| Range |
1.24 |
0.92 |
-0.32 |
-25.8% |
2.72 |
| ATR |
1.61 |
1.57 |
-0.05 |
-3.1% |
0.00 |
| Volume |
8,815 |
10,283 |
1,468 |
16.7% |
59,175 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
107.90 |
106.17 |
|
| R3 |
107.39 |
106.98 |
105.91 |
|
| R2 |
106.47 |
106.47 |
105.83 |
|
| R1 |
106.06 |
106.06 |
105.74 |
106.27 |
| PP |
105.55 |
105.55 |
105.55 |
105.65 |
| S1 |
105.14 |
105.14 |
105.58 |
105.35 |
| S2 |
104.63 |
104.63 |
105.49 |
|
| S3 |
103.71 |
104.22 |
105.41 |
|
| S4 |
102.79 |
103.30 |
105.15 |
|
|
| 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 |
105.95 |
103.20 |
2.75 |
2.6% |
1.25 |
1.2% |
89% |
True |
False |
8,582 |
| 10 |
106.30 |
103.20 |
3.10 |
2.9% |
1.28 |
1.2% |
79% |
False |
False |
10,649 |
| 20 |
107.38 |
102.90 |
4.48 |
4.2% |
1.62 |
1.5% |
62% |
False |
False |
10,176 |
| 40 |
110.65 |
102.90 |
7.75 |
7.3% |
1.61 |
1.5% |
36% |
False |
False |
9,695 |
| 60 |
110.65 |
97.89 |
12.76 |
12.1% |
1.46 |
1.4% |
61% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.86 |
|
2.618 |
108.36 |
|
1.618 |
107.44 |
|
1.000 |
106.87 |
|
0.618 |
106.52 |
|
HIGH |
105.95 |
|
0.618 |
105.60 |
|
0.500 |
105.49 |
|
0.382 |
105.38 |
|
LOW |
105.03 |
|
0.618 |
104.46 |
|
1.000 |
104.11 |
|
1.618 |
103.54 |
|
2.618 |
102.62 |
|
4.250 |
101.12 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.60 |
105.47 |
| PP |
105.55 |
105.28 |
| S1 |
105.49 |
105.10 |
|