NYMEX Light Sweet Crude Oil Future December 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 |
106.86 |
106.24 |
-0.62 |
-0.6% |
105.10 |
| High |
106.92 |
106.25 |
-0.67 |
-0.6% |
106.18 |
| Low |
105.75 |
103.67 |
-2.08 |
-2.0% |
103.39 |
| Close |
106.14 |
103.83 |
-2.31 |
-2.2% |
106.11 |
| Range |
1.17 |
2.58 |
1.41 |
120.5% |
2.79 |
| ATR |
1.59 |
1.66 |
0.07 |
4.4% |
0.00 |
| Volume |
61,010 |
59,785 |
-1,225 |
-2.0% |
195,093 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.32 |
110.66 |
105.25 |
|
| R3 |
109.74 |
108.08 |
104.54 |
|
| R2 |
107.16 |
107.16 |
104.30 |
|
| R1 |
105.50 |
105.50 |
104.07 |
105.04 |
| PP |
104.58 |
104.58 |
104.58 |
104.36 |
| S1 |
102.92 |
102.92 |
103.59 |
102.46 |
| S2 |
102.00 |
102.00 |
103.36 |
|
| S3 |
99.42 |
100.34 |
103.12 |
|
| S4 |
96.84 |
97.76 |
102.41 |
|
|
| 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 |
117.22 |
|
2.618 |
113.00 |
|
1.618 |
110.42 |
|
1.000 |
108.83 |
|
0.618 |
107.84 |
|
HIGH |
106.25 |
|
0.618 |
105.26 |
|
0.500 |
104.96 |
|
0.382 |
104.66 |
|
LOW |
103.67 |
|
0.618 |
102.08 |
|
1.000 |
101.09 |
|
1.618 |
99.50 |
|
2.618 |
96.92 |
|
4.250 |
92.71 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.96 |
105.48 |
| PP |
104.58 |
104.93 |
| S1 |
104.21 |
104.38 |
|