NYMEX Light Sweet Crude Oil Future October 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 |
106.65 |
106.00 |
-0.65 |
-0.6% |
104.91 |
| High |
106.72 |
106.00 |
-0.72 |
-0.7% |
105.96 |
| Low |
105.72 |
103.40 |
-2.32 |
-2.2% |
103.20 |
| Close |
106.04 |
103.54 |
-2.50 |
-2.4% |
105.95 |
| Range |
1.00 |
2.60 |
1.60 |
160.0% |
2.76 |
| ATR |
1.47 |
1.56 |
0.08 |
5.7% |
0.00 |
| Volume |
17,049 |
16,151 |
-898 |
-5.3% |
40,606 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.11 |
110.43 |
104.97 |
|
| R3 |
109.51 |
107.83 |
104.26 |
|
| R2 |
106.91 |
106.91 |
104.02 |
|
| R1 |
105.23 |
105.23 |
103.78 |
104.77 |
| PP |
104.31 |
104.31 |
104.31 |
104.09 |
| S1 |
102.63 |
102.63 |
103.30 |
102.17 |
| S2 |
101.71 |
101.71 |
103.06 |
|
| S3 |
99.11 |
100.03 |
102.83 |
|
| S4 |
96.51 |
97.43 |
102.11 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.32 |
112.39 |
107.47 |
|
| R3 |
110.56 |
109.63 |
106.71 |
|
| R2 |
107.80 |
107.80 |
106.46 |
|
| R1 |
106.87 |
106.87 |
106.20 |
107.34 |
| PP |
105.04 |
105.04 |
105.04 |
105.27 |
| S1 |
104.11 |
104.11 |
105.70 |
104.58 |
| S2 |
102.28 |
102.28 |
105.44 |
|
| S3 |
99.52 |
101.35 |
105.19 |
|
| S4 |
96.76 |
98.59 |
104.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.12 |
103.40 |
3.72 |
3.6% |
1.42 |
1.4% |
4% |
False |
True |
10,777 |
| 10 |
107.12 |
103.20 |
3.92 |
3.8% |
1.34 |
1.3% |
9% |
False |
False |
9,679 |
| 20 |
107.12 |
102.90 |
4.22 |
4.1% |
1.41 |
1.4% |
15% |
False |
False |
10,724 |
| 40 |
109.80 |
102.90 |
6.90 |
6.7% |
1.55 |
1.5% |
9% |
False |
False |
10,026 |
| 60 |
110.65 |
101.49 |
9.16 |
8.8% |
1.49 |
1.4% |
22% |
False |
False |
9,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.05 |
|
2.618 |
112.81 |
|
1.618 |
110.21 |
|
1.000 |
108.60 |
|
0.618 |
107.61 |
|
HIGH |
106.00 |
|
0.618 |
105.01 |
|
0.500 |
104.70 |
|
0.382 |
104.39 |
|
LOW |
103.40 |
|
0.618 |
101.79 |
|
1.000 |
100.80 |
|
1.618 |
99.19 |
|
2.618 |
96.59 |
|
4.250 |
92.35 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.70 |
105.26 |
| PP |
104.31 |
104.69 |
| S1 |
103.93 |
104.11 |
|