NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.10 |
105.13 |
1.03 |
1.0% |
103.93 |
| High |
105.91 |
105.37 |
-0.54 |
-0.5% |
105.13 |
| Low |
103.55 |
103.08 |
-0.47 |
-0.5% |
101.77 |
| Close |
105.08 |
103.58 |
-1.50 |
-1.4% |
103.80 |
| Range |
2.36 |
2.29 |
-0.07 |
-3.0% |
3.36 |
| ATR |
2.07 |
2.08 |
0.02 |
0.8% |
0.00 |
| Volume |
47,157 |
52,310 |
5,153 |
10.9% |
253,801 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.88 |
109.52 |
104.84 |
|
| R3 |
108.59 |
107.23 |
104.21 |
|
| R2 |
106.30 |
106.30 |
104.00 |
|
| R1 |
104.94 |
104.94 |
103.79 |
104.48 |
| PP |
104.01 |
104.01 |
104.01 |
103.78 |
| S1 |
102.65 |
102.65 |
103.37 |
102.19 |
| S2 |
101.72 |
101.72 |
103.16 |
|
| S3 |
99.43 |
100.36 |
102.95 |
|
| S4 |
97.14 |
98.07 |
102.32 |
|
|
| 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 |
102.74 |
3.17 |
3.1% |
1.83 |
1.8% |
26% |
False |
False |
54,516 |
| 10 |
105.91 |
101.77 |
4.14 |
4.0% |
2.04 |
2.0% |
44% |
False |
False |
49,416 |
| 20 |
109.21 |
101.77 |
7.44 |
7.2% |
2.07 |
2.0% |
24% |
False |
False |
40,138 |
| 40 |
111.49 |
101.77 |
9.72 |
9.4% |
2.09 |
2.0% |
19% |
False |
False |
35,834 |
| 60 |
111.49 |
97.05 |
14.44 |
13.9% |
1.96 |
1.9% |
45% |
False |
False |
31,472 |
| 80 |
111.49 |
97.05 |
14.44 |
13.9% |
1.93 |
1.9% |
45% |
False |
False |
25,934 |
| 100 |
111.49 |
93.45 |
18.04 |
17.4% |
1.92 |
1.8% |
56% |
False |
False |
21,981 |
| 120 |
111.49 |
89.40 |
22.09 |
21.3% |
1.92 |
1.9% |
64% |
False |
False |
19,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.10 |
|
2.618 |
111.37 |
|
1.618 |
109.08 |
|
1.000 |
107.66 |
|
0.618 |
106.79 |
|
HIGH |
105.37 |
|
0.618 |
104.50 |
|
0.500 |
104.23 |
|
0.382 |
103.95 |
|
LOW |
103.08 |
|
0.618 |
101.66 |
|
1.000 |
100.79 |
|
1.618 |
99.37 |
|
2.618 |
97.08 |
|
4.250 |
93.35 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.23 |
104.33 |
| PP |
104.01 |
104.08 |
| S1 |
103.80 |
103.83 |
|