NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
103.51 |
104.74 |
1.23 |
1.2% |
103.93 |
High |
105.13 |
104.76 |
-0.37 |
-0.4% |
105.13 |
Low |
103.35 |
103.55 |
0.20 |
0.2% |
101.77 |
Close |
104.57 |
103.80 |
-0.77 |
-0.7% |
103.80 |
Range |
1.78 |
1.21 |
-0.57 |
-32.0% |
3.36 |
ATR |
2.15 |
2.09 |
-0.07 |
-3.1% |
0.00 |
Volume |
54,954 |
73,538 |
18,584 |
33.8% |
253,801 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.67 |
106.94 |
104.47 |
|
R3 |
106.46 |
105.73 |
104.13 |
|
R2 |
105.25 |
105.25 |
104.02 |
|
R1 |
104.52 |
104.52 |
103.91 |
104.28 |
PP |
104.04 |
104.04 |
104.04 |
103.92 |
S1 |
103.31 |
103.31 |
103.69 |
103.07 |
S2 |
102.83 |
102.83 |
103.58 |
|
S3 |
101.62 |
102.10 |
103.47 |
|
S4 |
100.41 |
100.89 |
103.13 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.65 |
112.08 |
105.65 |
|
R3 |
110.29 |
108.72 |
104.72 |
|
R2 |
106.93 |
106.93 |
104.42 |
|
R1 |
105.36 |
105.36 |
104.11 |
104.47 |
PP |
103.57 |
103.57 |
103.57 |
103.12 |
S1 |
102.00 |
102.00 |
103.49 |
101.11 |
S2 |
100.21 |
100.21 |
103.18 |
|
S3 |
96.85 |
98.64 |
102.88 |
|
S4 |
93.49 |
95.28 |
101.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.13 |
101.77 |
3.36 |
3.2% |
1.88 |
1.8% |
60% |
False |
False |
50,760 |
10 |
106.48 |
101.77 |
4.71 |
4.5% |
2.04 |
2.0% |
43% |
False |
False |
45,743 |
20 |
109.51 |
101.77 |
7.74 |
7.5% |
2.06 |
2.0% |
26% |
False |
False |
37,665 |
40 |
111.49 |
101.77 |
9.72 |
9.4% |
2.05 |
2.0% |
21% |
False |
False |
34,792 |
60 |
111.49 |
97.05 |
14.44 |
13.9% |
1.97 |
1.9% |
47% |
False |
False |
29,735 |
80 |
111.49 |
93.50 |
17.99 |
17.3% |
1.92 |
1.9% |
57% |
False |
False |
24,311 |
100 |
111.49 |
93.45 |
18.04 |
17.4% |
1.92 |
1.8% |
57% |
False |
False |
20,827 |
120 |
111.49 |
86.96 |
24.53 |
23.6% |
1.93 |
1.9% |
69% |
False |
False |
18,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.90 |
2.618 |
107.93 |
1.618 |
106.72 |
1.000 |
105.97 |
0.618 |
105.51 |
HIGH |
104.76 |
0.618 |
104.30 |
0.500 |
104.16 |
0.382 |
104.01 |
LOW |
103.55 |
0.618 |
102.80 |
1.000 |
102.34 |
1.618 |
101.59 |
2.618 |
100.38 |
4.250 |
98.41 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.16 |
103.71 |
PP |
104.04 |
103.62 |
S1 |
103.92 |
103.54 |
|