NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
104.93 |
104.89 |
-0.04 |
0.0% |
103.82 |
High |
105.16 |
106.43 |
1.27 |
1.2% |
105.00 |
Low |
103.88 |
104.39 |
0.51 |
0.5% |
101.82 |
Close |
104.87 |
106.16 |
1.29 |
1.2% |
104.93 |
Range |
1.28 |
2.04 |
0.76 |
59.4% |
3.18 |
ATR |
1.84 |
1.85 |
0.01 |
0.8% |
0.00 |
Volume |
191,215 |
230,219 |
39,004 |
20.4% |
983,763 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.78 |
111.01 |
107.28 |
|
R3 |
109.74 |
108.97 |
106.72 |
|
R2 |
107.70 |
107.70 |
106.53 |
|
R1 |
106.93 |
106.93 |
106.35 |
107.32 |
PP |
105.66 |
105.66 |
105.66 |
105.85 |
S1 |
104.89 |
104.89 |
105.97 |
105.28 |
S2 |
103.62 |
103.62 |
105.79 |
|
S3 |
101.58 |
102.85 |
105.60 |
|
S4 |
99.54 |
100.81 |
105.04 |
|
|
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 |
106.43 |
103.11 |
3.32 |
3.1% |
1.42 |
1.3% |
92% |
True |
False |
204,792 |
10 |
106.43 |
101.82 |
4.61 |
4.3% |
1.62 |
1.5% |
94% |
True |
False |
202,350 |
20 |
106.43 |
101.22 |
5.21 |
4.9% |
1.80 |
1.7% |
95% |
True |
False |
154,789 |
40 |
109.13 |
101.22 |
7.91 |
7.5% |
1.95 |
1.8% |
62% |
False |
False |
113,661 |
60 |
111.30 |
97.70 |
13.60 |
12.8% |
2.00 |
1.9% |
62% |
False |
False |
103,874 |
80 |
111.30 |
96.67 |
14.63 |
13.8% |
2.05 |
1.9% |
65% |
False |
False |
89,894 |
100 |
111.30 |
93.40 |
17.90 |
16.9% |
2.10 |
2.0% |
71% |
False |
False |
77,477 |
120 |
111.30 |
93.40 |
17.90 |
16.9% |
2.14 |
2.0% |
71% |
False |
False |
70,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.10 |
2.618 |
111.77 |
1.618 |
109.73 |
1.000 |
108.47 |
0.618 |
107.69 |
HIGH |
106.43 |
0.618 |
105.65 |
0.500 |
105.41 |
0.382 |
105.17 |
LOW |
104.39 |
0.618 |
103.13 |
1.000 |
102.35 |
1.618 |
101.09 |
2.618 |
99.05 |
4.250 |
95.72 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
105.91 |
105.80 |
PP |
105.66 |
105.44 |
S1 |
105.41 |
105.09 |
|