NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.22 |
102.73 |
-1.49 |
-1.4% |
102.53 |
| High |
104.51 |
103.21 |
-1.30 |
-1.2% |
104.24 |
| Low |
102.19 |
101.67 |
-0.52 |
-0.5% |
100.68 |
| Close |
102.67 |
102.27 |
-0.40 |
-0.4% |
102.83 |
| Range |
2.32 |
1.54 |
-0.78 |
-33.6% |
3.56 |
| ATR |
2.18 |
2.13 |
-0.05 |
-2.1% |
0.00 |
| Volume |
177,236 |
62,556 |
-114,680 |
-64.7% |
1,154,884 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.00 |
106.18 |
103.12 |
|
| R3 |
105.46 |
104.64 |
102.69 |
|
| R2 |
103.92 |
103.92 |
102.55 |
|
| R1 |
103.10 |
103.10 |
102.41 |
102.74 |
| PP |
102.38 |
102.38 |
102.38 |
102.21 |
| S1 |
101.56 |
101.56 |
102.13 |
101.20 |
| S2 |
100.84 |
100.84 |
101.99 |
|
| S3 |
99.30 |
100.02 |
101.85 |
|
| S4 |
97.76 |
98.48 |
101.42 |
|
|
| 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 |
101.67 |
3.40 |
3.3% |
1.83 |
1.8% |
18% |
False |
True |
184,203 |
| 10 |
105.07 |
100.68 |
4.39 |
4.3% |
1.94 |
1.9% |
36% |
False |
False |
210,119 |
| 20 |
108.25 |
100.68 |
7.57 |
7.4% |
2.13 |
2.1% |
21% |
False |
False |
228,006 |
| 40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.22 |
2.2% |
15% |
False |
False |
173,073 |
| 60 |
110.95 |
96.26 |
14.69 |
14.4% |
2.13 |
2.1% |
41% |
False |
False |
137,241 |
| 80 |
110.95 |
96.26 |
14.69 |
14.4% |
2.12 |
2.1% |
41% |
False |
False |
109,803 |
| 100 |
110.95 |
93.52 |
17.43 |
17.0% |
2.16 |
2.1% |
50% |
False |
False |
91,151 |
| 120 |
110.95 |
88.58 |
22.37 |
21.9% |
2.16 |
2.1% |
61% |
False |
False |
78,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.76 |
|
2.618 |
107.24 |
|
1.618 |
105.70 |
|
1.000 |
104.75 |
|
0.618 |
104.16 |
|
HIGH |
103.21 |
|
0.618 |
102.62 |
|
0.500 |
102.44 |
|
0.382 |
102.26 |
|
LOW |
101.67 |
|
0.618 |
100.72 |
|
1.000 |
100.13 |
|
1.618 |
99.18 |
|
2.618 |
97.64 |
|
4.250 |
95.13 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.44 |
103.37 |
| PP |
102.38 |
103.00 |
| S1 |
102.33 |
102.64 |
|