NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.82 |
103.11 |
-0.71 |
-0.7% |
103.23 |
| High |
103.90 |
104.10 |
0.20 |
0.2% |
105.50 |
| Low |
101.82 |
102.79 |
0.97 |
1.0% |
102.13 |
| Close |
103.11 |
103.55 |
0.44 |
0.4% |
103.88 |
| Range |
2.08 |
1.31 |
-0.77 |
-37.0% |
3.37 |
| ATR |
2.09 |
2.03 |
-0.06 |
-2.7% |
0.00 |
| Volume |
199,267 |
181,968 |
-17,299 |
-8.7% |
895,733 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.41 |
106.79 |
104.27 |
|
| R3 |
106.10 |
105.48 |
103.91 |
|
| R2 |
104.79 |
104.79 |
103.79 |
|
| R1 |
104.17 |
104.17 |
103.67 |
104.48 |
| PP |
103.48 |
103.48 |
103.48 |
103.64 |
| S1 |
102.86 |
102.86 |
103.43 |
103.17 |
| S2 |
102.17 |
102.17 |
103.31 |
|
| S3 |
100.86 |
101.55 |
103.19 |
|
| S4 |
99.55 |
100.24 |
102.83 |
|
|
| 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 |
104.94 |
101.82 |
3.12 |
3.0% |
1.81 |
1.7% |
55% |
False |
False |
199,908 |
| 10 |
105.50 |
101.40 |
4.10 |
4.0% |
1.83 |
1.8% |
52% |
False |
False |
166,440 |
| 20 |
108.22 |
101.22 |
7.00 |
6.8% |
2.03 |
2.0% |
33% |
False |
False |
120,500 |
| 40 |
111.30 |
101.22 |
10.08 |
9.7% |
2.12 |
2.0% |
23% |
False |
False |
98,609 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.07 |
2.0% |
47% |
False |
False |
91,188 |
| 80 |
111.30 |
96.67 |
14.63 |
14.1% |
2.08 |
2.0% |
47% |
False |
False |
79,230 |
| 100 |
111.30 |
93.40 |
17.90 |
17.3% |
2.12 |
2.1% |
57% |
False |
False |
69,025 |
| 120 |
111.30 |
88.43 |
22.87 |
22.1% |
2.19 |
2.1% |
66% |
False |
False |
62,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.67 |
|
2.618 |
107.53 |
|
1.618 |
106.22 |
|
1.000 |
105.41 |
|
0.618 |
104.91 |
|
HIGH |
104.10 |
|
0.618 |
103.60 |
|
0.500 |
103.45 |
|
0.382 |
103.29 |
|
LOW |
102.79 |
|
0.618 |
101.98 |
|
1.000 |
101.48 |
|
1.618 |
100.67 |
|
2.618 |
99.36 |
|
4.250 |
97.22 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.52 |
103.45 |
| PP |
103.48 |
103.35 |
| S1 |
103.45 |
103.25 |
|