NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.06 |
103.82 |
0.76 |
0.7% |
103.23 |
| High |
104.68 |
103.90 |
-0.78 |
-0.7% |
105.50 |
| Low |
102.86 |
101.82 |
-1.04 |
-1.0% |
102.13 |
| Close |
103.88 |
103.11 |
-0.77 |
-0.7% |
103.88 |
| Range |
1.82 |
2.08 |
0.26 |
14.3% |
3.37 |
| ATR |
2.09 |
2.09 |
0.00 |
0.0% |
0.00 |
| Volume |
213,723 |
199,267 |
-14,456 |
-6.8% |
895,733 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.18 |
108.23 |
104.25 |
|
| R3 |
107.10 |
106.15 |
103.68 |
|
| R2 |
105.02 |
105.02 |
103.49 |
|
| R1 |
104.07 |
104.07 |
103.30 |
103.51 |
| PP |
102.94 |
102.94 |
102.94 |
102.66 |
| S1 |
101.99 |
101.99 |
102.92 |
101.43 |
| S2 |
100.86 |
100.86 |
102.73 |
|
| S3 |
98.78 |
99.91 |
102.54 |
|
| S4 |
96.70 |
97.83 |
101.97 |
|
|
| 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 |
101.82 |
3.68 |
3.6% |
2.03 |
2.0% |
35% |
False |
True |
193,077 |
| 10 |
105.50 |
101.22 |
4.28 |
4.2% |
1.93 |
1.9% |
44% |
False |
False |
155,918 |
| 20 |
108.22 |
101.22 |
7.00 |
6.8% |
2.02 |
2.0% |
27% |
False |
False |
114,400 |
| 40 |
111.30 |
101.22 |
10.08 |
9.8% |
2.15 |
2.1% |
19% |
False |
False |
96,965 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.07 |
2.0% |
44% |
False |
False |
88,943 |
| 80 |
111.30 |
96.67 |
14.63 |
14.2% |
2.10 |
2.0% |
44% |
False |
False |
77,105 |
| 100 |
111.30 |
93.40 |
17.90 |
17.4% |
2.13 |
2.1% |
54% |
False |
False |
67,527 |
| 120 |
111.30 |
88.43 |
22.87 |
22.2% |
2.20 |
2.1% |
64% |
False |
False |
61,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.74 |
|
2.618 |
109.35 |
|
1.618 |
107.27 |
|
1.000 |
105.98 |
|
0.618 |
105.19 |
|
HIGH |
103.90 |
|
0.618 |
103.11 |
|
0.500 |
102.86 |
|
0.382 |
102.61 |
|
LOW |
101.82 |
|
0.618 |
100.53 |
|
1.000 |
99.74 |
|
1.618 |
98.45 |
|
2.618 |
96.37 |
|
4.250 |
92.98 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.03 |
103.25 |
| PP |
102.94 |
103.20 |
| S1 |
102.86 |
103.16 |
|