NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.44 |
104.38 |
-0.06 |
-0.1% |
104.43 |
| High |
105.64 |
104.58 |
-1.06 |
-1.0% |
106.16 |
| Low |
104.44 |
103.39 |
-1.05 |
-1.0% |
103.67 |
| Close |
105.16 |
104.58 |
-0.58 |
-0.6% |
105.16 |
| Range |
1.20 |
1.19 |
-0.01 |
-0.8% |
2.49 |
| ATR |
1.57 |
1.58 |
0.01 |
0.9% |
0.00 |
| Volume |
6,497 |
7,360 |
863 |
13.3% |
44,605 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.75 |
107.36 |
105.23 |
|
| R3 |
106.56 |
106.17 |
104.91 |
|
| R2 |
105.37 |
105.37 |
104.80 |
|
| R1 |
104.98 |
104.98 |
104.69 |
105.18 |
| PP |
104.18 |
104.18 |
104.18 |
104.28 |
| S1 |
103.79 |
103.79 |
104.47 |
103.99 |
| S2 |
102.99 |
102.99 |
104.36 |
|
| S3 |
101.80 |
102.60 |
104.25 |
|
| S4 |
100.61 |
101.41 |
103.93 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.47 |
111.30 |
106.53 |
|
| R3 |
109.98 |
108.81 |
105.84 |
|
| R2 |
107.49 |
107.49 |
105.62 |
|
| R1 |
106.32 |
106.32 |
105.39 |
106.91 |
| PP |
105.00 |
105.00 |
105.00 |
105.29 |
| S1 |
103.83 |
103.83 |
104.93 |
104.42 |
| S2 |
102.51 |
102.51 |
104.70 |
|
| S3 |
100.02 |
101.34 |
104.48 |
|
| S4 |
97.53 |
98.85 |
103.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.64 |
|
2.618 |
107.70 |
|
1.618 |
106.51 |
|
1.000 |
105.77 |
|
0.618 |
105.32 |
|
HIGH |
104.58 |
|
0.618 |
104.13 |
|
0.500 |
103.99 |
|
0.382 |
103.84 |
|
LOW |
103.39 |
|
0.618 |
102.65 |
|
1.000 |
102.20 |
|
1.618 |
101.46 |
|
2.618 |
100.27 |
|
4.250 |
98.33 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.38 |
104.56 |
| PP |
104.18 |
104.54 |
| S1 |
103.99 |
104.52 |
|