NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
102.73 |
102.57 |
-0.16 |
-0.2% |
102.80 |
High |
103.21 |
104.27 |
1.06 |
1.0% |
105.07 |
Low |
101.67 |
102.45 |
0.78 |
0.8% |
101.67 |
Close |
102.27 |
103.05 |
0.78 |
0.8% |
103.05 |
Range |
1.54 |
1.82 |
0.28 |
18.2% |
3.40 |
ATR |
2.13 |
2.12 |
-0.01 |
-0.4% |
0.00 |
Volume |
62,556 |
23,577 |
-38,979 |
-62.3% |
749,210 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.72 |
107.70 |
104.05 |
|
R3 |
106.90 |
105.88 |
103.55 |
|
R2 |
105.08 |
105.08 |
103.38 |
|
R1 |
104.06 |
104.06 |
103.22 |
104.57 |
PP |
103.26 |
103.26 |
103.26 |
103.51 |
S1 |
102.24 |
102.24 |
102.88 |
102.75 |
S2 |
101.44 |
101.44 |
102.72 |
|
S3 |
99.62 |
100.42 |
102.55 |
|
S4 |
97.80 |
98.60 |
102.05 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.46 |
111.66 |
104.92 |
|
R3 |
110.06 |
108.26 |
103.99 |
|
R2 |
106.66 |
106.66 |
103.67 |
|
R1 |
104.86 |
104.86 |
103.36 |
105.76 |
PP |
103.26 |
103.26 |
103.26 |
103.72 |
S1 |
101.46 |
101.46 |
102.74 |
102.36 |
S2 |
99.86 |
99.86 |
102.43 |
|
S3 |
96.46 |
98.06 |
102.12 |
|
S4 |
93.06 |
94.66 |
101.18 |
|
|
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% |
1.93 |
1.9% |
41% |
False |
False |
149,842 |
10 |
105.07 |
100.68 |
4.39 |
4.3% |
1.92 |
1.9% |
54% |
False |
False |
190,409 |
20 |
108.25 |
100.68 |
7.57 |
7.3% |
2.09 |
2.0% |
31% |
False |
False |
214,956 |
40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.18 |
2.1% |
23% |
False |
False |
171,912 |
60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.12 |
2.1% |
46% |
False |
False |
136,851 |
80 |
110.95 |
96.26 |
14.69 |
14.3% |
2.14 |
2.1% |
46% |
False |
False |
109,925 |
100 |
110.95 |
93.52 |
17.43 |
16.9% |
2.16 |
2.1% |
55% |
False |
False |
91,277 |
120 |
110.95 |
88.58 |
22.37 |
21.7% |
2.15 |
2.1% |
65% |
False |
False |
78,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.01 |
2.618 |
109.03 |
1.618 |
107.21 |
1.000 |
106.09 |
0.618 |
105.39 |
HIGH |
104.27 |
0.618 |
103.57 |
0.500 |
103.36 |
0.382 |
103.15 |
LOW |
102.45 |
0.618 |
101.33 |
1.000 |
100.63 |
1.618 |
99.51 |
2.618 |
97.69 |
4.250 |
94.72 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
103.36 |
103.09 |
PP |
103.26 |
103.08 |
S1 |
103.15 |
103.06 |
|