NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
105.13 |
103.65 |
-1.48 |
-1.4% |
103.93 |
High |
105.37 |
104.10 |
-1.27 |
-1.2% |
105.13 |
Low |
103.08 |
102.56 |
-0.52 |
-0.5% |
101.77 |
Close |
103.58 |
103.15 |
-0.43 |
-0.4% |
103.80 |
Range |
2.29 |
1.54 |
-0.75 |
-32.8% |
3.36 |
ATR |
2.08 |
2.05 |
-0.04 |
-1.9% |
0.00 |
Volume |
52,310 |
59,335 |
7,025 |
13.4% |
253,801 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.89 |
107.06 |
104.00 |
|
R3 |
106.35 |
105.52 |
103.57 |
|
R2 |
104.81 |
104.81 |
103.43 |
|
R1 |
103.98 |
103.98 |
103.29 |
103.63 |
PP |
103.27 |
103.27 |
103.27 |
103.09 |
S1 |
102.44 |
102.44 |
103.01 |
102.09 |
S2 |
101.73 |
101.73 |
102.87 |
|
S3 |
100.19 |
100.90 |
102.73 |
|
S4 |
98.65 |
99.36 |
102.30 |
|
|
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 |
102.56 |
3.35 |
3.2% |
1.79 |
1.7% |
18% |
False |
True |
55,392 |
10 |
105.91 |
101.77 |
4.14 |
4.0% |
1.91 |
1.8% |
33% |
False |
False |
51,502 |
20 |
109.21 |
101.77 |
7.44 |
7.2% |
2.08 |
2.0% |
19% |
False |
False |
41,404 |
40 |
111.49 |
101.77 |
9.72 |
9.4% |
2.10 |
2.0% |
14% |
False |
False |
36,616 |
60 |
111.49 |
97.05 |
14.44 |
14.0% |
1.96 |
1.9% |
42% |
False |
False |
32,352 |
80 |
111.49 |
97.05 |
14.44 |
14.0% |
1.93 |
1.9% |
42% |
False |
False |
26,603 |
100 |
111.49 |
93.45 |
18.04 |
17.5% |
1.92 |
1.9% |
54% |
False |
False |
22,490 |
120 |
111.49 |
89.40 |
22.09 |
21.4% |
1.91 |
1.9% |
62% |
False |
False |
19,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.65 |
2.618 |
108.13 |
1.618 |
106.59 |
1.000 |
105.64 |
0.618 |
105.05 |
HIGH |
104.10 |
0.618 |
103.51 |
0.500 |
103.33 |
0.382 |
103.15 |
LOW |
102.56 |
0.618 |
101.61 |
1.000 |
101.02 |
1.618 |
100.07 |
2.618 |
98.53 |
4.250 |
96.02 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
103.33 |
104.24 |
PP |
103.27 |
103.87 |
S1 |
103.21 |
103.51 |
|