NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
103.80 |
104.10 |
0.30 |
0.3% |
103.93 |
High |
104.27 |
105.91 |
1.64 |
1.6% |
105.13 |
Low |
102.74 |
103.55 |
0.81 |
0.8% |
101.77 |
Close |
103.81 |
105.08 |
1.27 |
1.2% |
103.80 |
Range |
1.53 |
2.36 |
0.83 |
54.2% |
3.36 |
ATR |
2.05 |
2.07 |
0.02 |
1.1% |
0.00 |
Volume |
44,621 |
47,157 |
2,536 |
5.7% |
253,801 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.93 |
110.86 |
106.38 |
|
R3 |
109.57 |
108.50 |
105.73 |
|
R2 |
107.21 |
107.21 |
105.51 |
|
R1 |
106.14 |
106.14 |
105.30 |
106.68 |
PP |
104.85 |
104.85 |
104.85 |
105.11 |
S1 |
103.78 |
103.78 |
104.86 |
104.32 |
S2 |
102.49 |
102.49 |
104.65 |
|
S3 |
100.13 |
101.42 |
104.43 |
|
S4 |
97.77 |
99.06 |
103.78 |
|
|
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 |
105.91 |
101.94 |
3.97 |
3.8% |
1.81 |
1.7% |
79% |
True |
False |
53,529 |
10 |
106.20 |
101.77 |
4.43 |
4.2% |
1.96 |
1.9% |
75% |
False |
False |
47,944 |
20 |
109.21 |
101.77 |
7.44 |
7.1% |
2.08 |
2.0% |
44% |
False |
False |
38,875 |
40 |
111.49 |
101.77 |
9.72 |
9.3% |
2.07 |
2.0% |
34% |
False |
False |
35,858 |
60 |
111.49 |
97.05 |
14.44 |
13.7% |
1.96 |
1.9% |
56% |
False |
False |
30,898 |
80 |
111.49 |
97.05 |
14.44 |
13.7% |
1.92 |
1.8% |
56% |
False |
False |
25,337 |
100 |
111.49 |
93.45 |
18.04 |
17.2% |
1.91 |
1.8% |
64% |
False |
False |
21,520 |
120 |
111.49 |
89.40 |
22.09 |
21.0% |
1.92 |
1.8% |
71% |
False |
False |
19,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.94 |
2.618 |
112.09 |
1.618 |
109.73 |
1.000 |
108.27 |
0.618 |
107.37 |
HIGH |
105.91 |
0.618 |
105.01 |
0.500 |
104.73 |
0.382 |
104.45 |
LOW |
103.55 |
0.618 |
102.09 |
1.000 |
101.19 |
1.618 |
99.73 |
2.618 |
97.37 |
4.250 |
93.52 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.96 |
104.83 |
PP |
104.85 |
104.58 |
S1 |
104.73 |
104.33 |
|