NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
104.74 |
103.80 |
-0.94 |
-0.9% |
103.93 |
High |
104.76 |
104.27 |
-0.49 |
-0.5% |
105.13 |
Low |
103.55 |
102.74 |
-0.81 |
-0.8% |
101.77 |
Close |
103.80 |
103.81 |
0.01 |
0.0% |
103.80 |
Range |
1.21 |
1.53 |
0.32 |
26.4% |
3.36 |
ATR |
2.09 |
2.05 |
-0.04 |
-1.9% |
0.00 |
Volume |
73,538 |
44,621 |
-28,917 |
-39.3% |
253,801 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.20 |
107.53 |
104.65 |
|
R3 |
106.67 |
106.00 |
104.23 |
|
R2 |
105.14 |
105.14 |
104.09 |
|
R1 |
104.47 |
104.47 |
103.95 |
104.81 |
PP |
103.61 |
103.61 |
103.61 |
103.77 |
S1 |
102.94 |
102.94 |
103.67 |
103.28 |
S2 |
102.08 |
102.08 |
103.53 |
|
S3 |
100.55 |
101.41 |
103.39 |
|
S4 |
99.02 |
99.88 |
102.97 |
|
|
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% |
1.79 |
1.7% |
61% |
False |
False |
51,585 |
10 |
106.48 |
101.77 |
4.71 |
4.5% |
2.06 |
2.0% |
43% |
False |
False |
46,547 |
20 |
109.51 |
101.77 |
7.74 |
7.5% |
2.04 |
2.0% |
26% |
False |
False |
37,790 |
40 |
111.49 |
101.77 |
9.72 |
9.4% |
2.04 |
2.0% |
21% |
False |
False |
35,180 |
60 |
111.49 |
97.05 |
14.44 |
13.9% |
1.97 |
1.9% |
47% |
False |
False |
30,335 |
80 |
111.49 |
94.65 |
16.84 |
16.2% |
1.93 |
1.9% |
54% |
False |
False |
24,787 |
100 |
111.49 |
93.45 |
18.04 |
17.4% |
1.90 |
1.8% |
57% |
False |
False |
21,176 |
120 |
111.49 |
88.18 |
23.31 |
22.5% |
1.92 |
1.8% |
67% |
False |
False |
18,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.77 |
2.618 |
108.28 |
1.618 |
106.75 |
1.000 |
105.80 |
0.618 |
105.22 |
HIGH |
104.27 |
0.618 |
103.69 |
0.500 |
103.51 |
0.382 |
103.32 |
LOW |
102.74 |
0.618 |
101.79 |
1.000 |
101.21 |
1.618 |
100.26 |
2.618 |
98.73 |
4.250 |
96.24 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
103.71 |
103.94 |
PP |
103.61 |
103.89 |
S1 |
103.51 |
103.85 |
|