NYMEX Light Sweet Crude Oil Future June 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 |
104.69 |
103.21 |
-1.48 |
-1.4% |
102.99 |
| High |
104.94 |
103.66 |
-1.28 |
-1.2% |
104.69 |
| Low |
102.63 |
102.13 |
-0.50 |
-0.5% |
101.22 |
| Close |
103.12 |
102.72 |
-0.40 |
-0.4% |
103.32 |
| Range |
2.31 |
1.53 |
-0.78 |
-33.8% |
3.47 |
| ATR |
2.15 |
2.10 |
-0.04 |
-2.0% |
0.00 |
| Volume |
173,435 |
231,149 |
57,714 |
33.3% |
547,264 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.43 |
106.60 |
103.56 |
|
| R3 |
105.90 |
105.07 |
103.14 |
|
| R2 |
104.37 |
104.37 |
103.00 |
|
| R1 |
103.54 |
103.54 |
102.86 |
103.19 |
| PP |
102.84 |
102.84 |
102.84 |
102.66 |
| S1 |
102.01 |
102.01 |
102.58 |
101.66 |
| S2 |
101.31 |
101.31 |
102.44 |
|
| S3 |
99.78 |
100.48 |
102.30 |
|
| S4 |
98.25 |
98.95 |
101.88 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.87 |
105.23 |
|
| R3 |
110.02 |
108.40 |
104.27 |
|
| R2 |
106.55 |
106.55 |
103.96 |
|
| R1 |
104.93 |
104.93 |
103.64 |
105.74 |
| PP |
103.08 |
103.08 |
103.08 |
103.48 |
| S1 |
101.46 |
101.46 |
103.00 |
102.27 |
| S2 |
99.61 |
99.61 |
102.68 |
|
| S3 |
96.14 |
97.99 |
102.37 |
|
| S4 |
92.67 |
94.52 |
101.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.50 |
102.13 |
3.37 |
3.3% |
1.81 |
1.8% |
18% |
False |
True |
165,458 |
| 10 |
105.50 |
101.22 |
4.28 |
4.2% |
1.91 |
1.9% |
35% |
False |
False |
133,580 |
| 20 |
108.75 |
101.22 |
7.53 |
7.3% |
2.11 |
2.1% |
20% |
False |
False |
101,023 |
| 40 |
111.30 |
101.22 |
10.08 |
9.8% |
2.17 |
2.1% |
15% |
False |
False |
90,746 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.08 |
2.0% |
41% |
False |
False |
83,665 |
| 80 |
111.30 |
96.67 |
14.63 |
14.2% |
2.08 |
2.0% |
41% |
False |
False |
72,354 |
| 100 |
111.30 |
93.40 |
17.90 |
17.4% |
2.14 |
2.1% |
52% |
False |
False |
63,839 |
| 120 |
111.30 |
88.43 |
22.87 |
22.3% |
2.20 |
2.1% |
62% |
False |
False |
58,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.16 |
|
2.618 |
107.67 |
|
1.618 |
106.14 |
|
1.000 |
105.19 |
|
0.618 |
104.61 |
|
HIGH |
103.66 |
|
0.618 |
103.08 |
|
0.500 |
102.90 |
|
0.382 |
102.71 |
|
LOW |
102.13 |
|
0.618 |
101.18 |
|
1.000 |
100.60 |
|
1.618 |
99.65 |
|
2.618 |
98.12 |
|
4.250 |
95.63 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.90 |
103.82 |
| PP |
102.84 |
103.45 |
| S1 |
102.78 |
103.09 |
|