NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
102.80 |
103.15 |
0.35 |
0.3% |
102.53 |
| High |
103.37 |
105.07 |
1.70 |
1.6% |
104.24 |
| Low |
101.80 |
102.66 |
0.86 |
0.8% |
100.68 |
| Close |
102.93 |
104.20 |
1.27 |
1.2% |
102.83 |
| Range |
1.57 |
2.41 |
0.84 |
53.5% |
3.56 |
| ATR |
2.15 |
2.17 |
0.02 |
0.9% |
0.00 |
| Volume |
263,175 |
222,666 |
-40,509 |
-15.4% |
1,154,884 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.21 |
110.11 |
105.53 |
|
| R3 |
108.80 |
107.70 |
104.86 |
|
| R2 |
106.39 |
106.39 |
104.64 |
|
| R1 |
105.29 |
105.29 |
104.42 |
105.84 |
| PP |
103.98 |
103.98 |
103.98 |
104.25 |
| S1 |
102.88 |
102.88 |
103.98 |
103.43 |
| S2 |
101.57 |
101.57 |
103.76 |
|
| S3 |
99.16 |
100.47 |
103.54 |
|
| S4 |
96.75 |
98.06 |
102.87 |
|
|
| 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 |
105.07 |
100.84 |
4.23 |
4.1% |
1.88 |
1.8% |
79% |
True |
False |
235,035 |
| 10 |
105.18 |
100.68 |
4.50 |
4.3% |
2.01 |
1.9% |
78% |
False |
False |
236,478 |
| 20 |
108.37 |
100.68 |
7.69 |
7.4% |
2.15 |
2.1% |
46% |
False |
False |
243,974 |
| 40 |
110.95 |
100.68 |
10.27 |
9.9% |
2.19 |
2.1% |
34% |
False |
False |
171,142 |
| 60 |
110.95 |
96.26 |
14.69 |
14.1% |
2.15 |
2.1% |
54% |
False |
False |
134,700 |
| 80 |
110.95 |
96.26 |
14.69 |
14.1% |
2.12 |
2.0% |
54% |
False |
False |
107,229 |
| 100 |
110.95 |
93.52 |
17.43 |
16.7% |
2.15 |
2.1% |
61% |
False |
False |
89,007 |
| 120 |
110.95 |
88.58 |
22.37 |
21.5% |
2.17 |
2.1% |
70% |
False |
False |
76,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.31 |
|
2.618 |
111.38 |
|
1.618 |
108.97 |
|
1.000 |
107.48 |
|
0.618 |
106.56 |
|
HIGH |
105.07 |
|
0.618 |
104.15 |
|
0.500 |
103.87 |
|
0.382 |
103.58 |
|
LOW |
102.66 |
|
0.618 |
101.17 |
|
1.000 |
100.25 |
|
1.618 |
98.76 |
|
2.618 |
96.35 |
|
4.250 |
92.42 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.09 |
103.95 |
| PP |
103.98 |
103.69 |
| S1 |
103.87 |
103.44 |
|