NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.15 |
104.22 |
1.07 |
1.0% |
102.53 |
| High |
105.07 |
104.51 |
-0.56 |
-0.5% |
104.24 |
| Low |
102.66 |
102.19 |
-0.47 |
-0.5% |
100.68 |
| Close |
104.20 |
102.67 |
-1.53 |
-1.5% |
102.83 |
| Range |
2.41 |
2.32 |
-0.09 |
-3.7% |
3.56 |
| ATR |
2.17 |
2.18 |
0.01 |
0.5% |
0.00 |
| Volume |
222,666 |
177,236 |
-45,430 |
-20.4% |
1,154,884 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.08 |
108.70 |
103.95 |
|
| R3 |
107.76 |
106.38 |
103.31 |
|
| R2 |
105.44 |
105.44 |
103.10 |
|
| R1 |
104.06 |
104.06 |
102.88 |
103.59 |
| PP |
103.12 |
103.12 |
103.12 |
102.89 |
| S1 |
101.74 |
101.74 |
102.46 |
101.27 |
| S2 |
100.80 |
100.80 |
102.24 |
|
| S3 |
98.48 |
99.42 |
102.03 |
|
| S4 |
96.16 |
97.10 |
101.39 |
|
|
| 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 |
101.80 |
3.27 |
3.2% |
1.89 |
1.8% |
27% |
False |
False |
219,567 |
| 10 |
105.07 |
100.68 |
4.39 |
4.3% |
2.09 |
2.0% |
45% |
False |
False |
231,448 |
| 20 |
108.25 |
100.68 |
7.57 |
7.4% |
2.14 |
2.1% |
26% |
False |
False |
236,875 |
| 40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.21 |
2.1% |
19% |
False |
False |
173,471 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.14 |
2.1% |
44% |
False |
False |
136,719 |
| 80 |
110.95 |
96.26 |
14.69 |
14.3% |
2.12 |
2.1% |
44% |
False |
False |
109,261 |
| 100 |
110.95 |
93.52 |
17.43 |
17.0% |
2.16 |
2.1% |
52% |
False |
False |
90,642 |
| 120 |
110.95 |
88.58 |
22.37 |
21.8% |
2.17 |
2.1% |
63% |
False |
False |
77,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.37 |
|
2.618 |
110.58 |
|
1.618 |
108.26 |
|
1.000 |
106.83 |
|
0.618 |
105.94 |
|
HIGH |
104.51 |
|
0.618 |
103.62 |
|
0.500 |
103.35 |
|
0.382 |
103.08 |
|
LOW |
102.19 |
|
0.618 |
100.76 |
|
1.000 |
99.87 |
|
1.618 |
98.44 |
|
2.618 |
96.12 |
|
4.250 |
92.33 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.35 |
103.44 |
| PP |
103.12 |
103.18 |
| S1 |
102.90 |
102.93 |
|