NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.66 |
102.80 |
-0.86 |
-0.8% |
102.53 |
| High |
103.90 |
103.37 |
-0.53 |
-0.5% |
104.24 |
| Low |
102.61 |
101.80 |
-0.81 |
-0.8% |
100.68 |
| Close |
102.83 |
102.93 |
0.10 |
0.1% |
102.83 |
| Range |
1.29 |
1.57 |
0.28 |
21.7% |
3.56 |
| ATR |
2.19 |
2.15 |
-0.04 |
-2.0% |
0.00 |
| Volume |
195,386 |
263,175 |
67,789 |
34.7% |
1,154,884 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.41 |
106.74 |
103.79 |
|
| R3 |
105.84 |
105.17 |
103.36 |
|
| R2 |
104.27 |
104.27 |
103.22 |
|
| R1 |
103.60 |
103.60 |
103.07 |
103.94 |
| PP |
102.70 |
102.70 |
102.70 |
102.87 |
| S1 |
102.03 |
102.03 |
102.79 |
102.37 |
| S2 |
101.13 |
101.13 |
102.64 |
|
| S3 |
99.56 |
100.46 |
102.50 |
|
| S4 |
97.99 |
98.89 |
102.07 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.61 |
104.79 |
|
| R3 |
109.70 |
108.05 |
103.81 |
|
| R2 |
106.14 |
106.14 |
103.48 |
|
| R1 |
104.49 |
104.49 |
103.16 |
105.32 |
| PP |
102.58 |
102.58 |
102.58 |
103.00 |
| S1 |
100.93 |
100.93 |
102.50 |
101.76 |
| S2 |
99.02 |
99.02 |
102.18 |
|
| S3 |
95.46 |
97.37 |
101.85 |
|
| S4 |
91.90 |
93.81 |
100.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.24 |
100.68 |
3.56 |
3.5% |
1.86 |
1.8% |
63% |
False |
False |
247,168 |
| 10 |
105.49 |
100.68 |
4.81 |
4.7% |
2.12 |
2.1% |
47% |
False |
False |
240,271 |
| 20 |
108.70 |
100.68 |
8.02 |
7.8% |
2.12 |
2.1% |
28% |
False |
False |
244,401 |
| 40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.18 |
2.1% |
22% |
False |
False |
167,120 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.15 |
2.1% |
45% |
False |
False |
131,475 |
| 80 |
110.95 |
94.93 |
16.02 |
15.6% |
2.13 |
2.1% |
50% |
False |
False |
104,568 |
| 100 |
110.95 |
93.52 |
17.43 |
16.9% |
2.15 |
2.1% |
54% |
False |
False |
86,936 |
| 120 |
110.95 |
88.04 |
22.91 |
22.3% |
2.17 |
2.1% |
65% |
False |
False |
74,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.04 |
|
2.618 |
107.48 |
|
1.618 |
105.91 |
|
1.000 |
104.94 |
|
0.618 |
104.34 |
|
HIGH |
103.37 |
|
0.618 |
102.77 |
|
0.500 |
102.59 |
|
0.382 |
102.40 |
|
LOW |
101.80 |
|
0.618 |
100.83 |
|
1.000 |
100.23 |
|
1.618 |
99.26 |
|
2.618 |
97.69 |
|
4.250 |
95.13 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.82 |
103.02 |
| PP |
102.70 |
102.99 |
| S1 |
102.59 |
102.96 |
|