NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.10 |
104.93 |
0.83 |
0.8% |
103.82 |
| High |
105.00 |
105.16 |
0.16 |
0.2% |
105.00 |
| Low |
103.74 |
103.88 |
0.14 |
0.1% |
101.82 |
| Close |
104.93 |
104.87 |
-0.06 |
-0.1% |
104.93 |
| Range |
1.26 |
1.28 |
0.02 |
1.6% |
3.18 |
| ATR |
1.88 |
1.84 |
-0.04 |
-2.3% |
0.00 |
| Volume |
160,310 |
191,215 |
30,905 |
19.3% |
983,763 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.48 |
107.95 |
105.57 |
|
| R3 |
107.20 |
106.67 |
105.22 |
|
| R2 |
105.92 |
105.92 |
105.10 |
|
| R1 |
105.39 |
105.39 |
104.99 |
105.02 |
| PP |
104.64 |
104.64 |
104.64 |
104.45 |
| S1 |
104.11 |
104.11 |
104.75 |
103.74 |
| S2 |
103.36 |
103.36 |
104.64 |
|
| S3 |
102.08 |
102.83 |
104.52 |
|
| S4 |
100.80 |
101.55 |
104.17 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.46 |
112.37 |
106.68 |
|
| R3 |
110.28 |
109.19 |
105.80 |
|
| R2 |
107.10 |
107.10 |
105.51 |
|
| R1 |
106.01 |
106.01 |
105.22 |
106.56 |
| PP |
103.92 |
103.92 |
103.92 |
104.19 |
| S1 |
102.83 |
102.83 |
104.64 |
103.38 |
| S2 |
100.74 |
100.74 |
104.35 |
|
| S3 |
97.56 |
99.65 |
104.06 |
|
| S4 |
94.38 |
96.47 |
103.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.16 |
102.79 |
2.37 |
2.3% |
1.28 |
1.2% |
88% |
True |
False |
195,142 |
| 10 |
105.50 |
101.82 |
3.68 |
3.5% |
1.65 |
1.6% |
83% |
False |
False |
194,110 |
| 20 |
105.99 |
101.22 |
4.77 |
4.5% |
1.87 |
1.8% |
77% |
False |
False |
146,733 |
| 40 |
109.13 |
101.22 |
7.91 |
7.5% |
1.95 |
1.9% |
46% |
False |
False |
109,679 |
| 60 |
111.30 |
97.45 |
13.85 |
13.2% |
2.00 |
1.9% |
54% |
False |
False |
101,273 |
| 80 |
111.30 |
96.67 |
14.63 |
14.0% |
2.05 |
2.0% |
56% |
False |
False |
87,648 |
| 100 |
111.30 |
93.40 |
17.90 |
17.1% |
2.09 |
2.0% |
64% |
False |
False |
75,424 |
| 120 |
111.30 |
93.19 |
18.11 |
17.3% |
2.14 |
2.0% |
64% |
False |
False |
68,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.60 |
|
2.618 |
108.51 |
|
1.618 |
107.23 |
|
1.000 |
106.44 |
|
0.618 |
105.95 |
|
HIGH |
105.16 |
|
0.618 |
104.67 |
|
0.500 |
104.52 |
|
0.382 |
104.37 |
|
LOW |
103.88 |
|
0.618 |
103.09 |
|
1.000 |
102.60 |
|
1.618 |
101.81 |
|
2.618 |
100.53 |
|
4.250 |
98.44 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.75 |
104.73 |
| PP |
104.64 |
104.59 |
| S1 |
104.52 |
104.45 |
|