NYMEX Light Sweet Crude Oil Future June 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 |
103.21 |
103.06 |
-0.15 |
-0.1% |
103.23 |
| High |
103.66 |
104.68 |
1.02 |
1.0% |
105.50 |
| Low |
102.13 |
102.86 |
0.73 |
0.7% |
102.13 |
| Close |
102.72 |
103.88 |
1.16 |
1.1% |
103.88 |
| Range |
1.53 |
1.82 |
0.29 |
19.0% |
3.37 |
| ATR |
2.10 |
2.09 |
-0.01 |
-0.5% |
0.00 |
| Volume |
231,149 |
213,723 |
-17,426 |
-7.5% |
895,733 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.27 |
108.39 |
104.88 |
|
| R3 |
107.45 |
106.57 |
104.38 |
|
| R2 |
105.63 |
105.63 |
104.21 |
|
| R1 |
104.75 |
104.75 |
104.05 |
105.19 |
| PP |
103.81 |
103.81 |
103.81 |
104.03 |
| S1 |
102.93 |
102.93 |
103.71 |
103.37 |
| S2 |
101.99 |
101.99 |
103.55 |
|
| S3 |
100.17 |
101.11 |
103.38 |
|
| S4 |
98.35 |
99.29 |
102.88 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.95 |
112.28 |
105.73 |
|
| R3 |
110.58 |
108.91 |
104.81 |
|
| R2 |
107.21 |
107.21 |
104.50 |
|
| R1 |
105.54 |
105.54 |
104.19 |
106.38 |
| PP |
103.84 |
103.84 |
103.84 |
104.25 |
| S1 |
102.17 |
102.17 |
103.57 |
103.01 |
| S2 |
100.47 |
100.47 |
103.26 |
|
| S3 |
97.10 |
98.80 |
102.95 |
|
| S4 |
93.73 |
95.43 |
102.03 |
|
|
| 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 |
3.2% |
1.92 |
1.9% |
52% |
False |
False |
179,146 |
| 10 |
105.50 |
101.22 |
4.28 |
4.1% |
1.90 |
1.8% |
62% |
False |
False |
144,299 |
| 20 |
108.75 |
101.22 |
7.53 |
7.2% |
2.07 |
2.0% |
35% |
False |
False |
108,249 |
| 40 |
111.30 |
101.22 |
10.08 |
9.7% |
2.14 |
2.1% |
26% |
False |
False |
94,388 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.07 |
2.0% |
49% |
False |
False |
86,512 |
| 80 |
111.30 |
96.67 |
14.63 |
14.1% |
2.10 |
2.0% |
49% |
False |
False |
74,746 |
| 100 |
111.30 |
93.40 |
17.90 |
17.2% |
2.14 |
2.1% |
59% |
False |
False |
65,691 |
| 120 |
111.30 |
88.43 |
22.87 |
22.0% |
2.19 |
2.1% |
68% |
False |
False |
60,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.42 |
|
2.618 |
109.44 |
|
1.618 |
107.62 |
|
1.000 |
106.50 |
|
0.618 |
105.80 |
|
HIGH |
104.68 |
|
0.618 |
103.98 |
|
0.500 |
103.77 |
|
0.382 |
103.56 |
|
LOW |
102.86 |
|
0.618 |
101.74 |
|
1.000 |
101.04 |
|
1.618 |
99.92 |
|
2.618 |
98.10 |
|
4.250 |
95.13 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.84 |
103.77 |
| PP |
103.81 |
103.65 |
| S1 |
103.77 |
103.54 |
|