NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.01 |
105.85 |
-0.16 |
-0.2% |
105.10 |
| High |
106.21 |
107.29 |
1.08 |
1.0% |
106.18 |
| Low |
105.22 |
105.54 |
0.32 |
0.3% |
103.39 |
| Close |
105.93 |
107.02 |
1.09 |
1.0% |
106.11 |
| Range |
0.99 |
1.75 |
0.76 |
76.8% |
2.79 |
| ATR |
1.60 |
1.62 |
0.01 |
0.6% |
0.00 |
| Volume |
26,155 |
36,776 |
10,621 |
40.6% |
195,093 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.87 |
111.19 |
107.98 |
|
| R3 |
110.12 |
109.44 |
107.50 |
|
| R2 |
108.37 |
108.37 |
107.34 |
|
| R1 |
107.69 |
107.69 |
107.18 |
108.03 |
| PP |
106.62 |
106.62 |
106.62 |
106.79 |
| S1 |
105.94 |
105.94 |
106.86 |
106.28 |
| S2 |
104.87 |
104.87 |
106.70 |
|
| S3 |
103.12 |
104.19 |
106.54 |
|
| S4 |
101.37 |
102.44 |
106.06 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.60 |
112.64 |
107.64 |
|
| R3 |
110.81 |
109.85 |
106.88 |
|
| R2 |
108.02 |
108.02 |
106.62 |
|
| R1 |
107.06 |
107.06 |
106.37 |
107.54 |
| PP |
105.23 |
105.23 |
105.23 |
105.47 |
| S1 |
104.27 |
104.27 |
105.85 |
104.75 |
| S2 |
102.44 |
102.44 |
105.60 |
|
| S3 |
99.65 |
101.48 |
105.34 |
|
| S4 |
96.86 |
98.69 |
104.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.73 |
|
2.618 |
111.87 |
|
1.618 |
110.12 |
|
1.000 |
109.04 |
|
0.618 |
108.37 |
|
HIGH |
107.29 |
|
0.618 |
106.62 |
|
0.500 |
106.42 |
|
0.382 |
106.21 |
|
LOW |
105.54 |
|
0.618 |
104.46 |
|
1.000 |
103.79 |
|
1.618 |
102.71 |
|
2.618 |
100.96 |
|
4.250 |
98.10 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.82 |
106.74 |
| PP |
106.62 |
106.46 |
| S1 |
106.42 |
106.19 |
|