NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
103.65 |
103.39 |
-0.26 |
-0.3% |
103.80 |
High |
104.10 |
105.05 |
0.95 |
0.9% |
105.91 |
Low |
102.56 |
103.31 |
0.75 |
0.7% |
102.56 |
Close |
103.15 |
104.29 |
1.14 |
1.1% |
104.29 |
Range |
1.54 |
1.74 |
0.20 |
13.0% |
3.35 |
ATR |
2.05 |
2.03 |
-0.01 |
-0.5% |
0.00 |
Volume |
59,335 |
35,320 |
-24,015 |
-40.5% |
238,743 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.44 |
108.60 |
105.25 |
|
R3 |
107.70 |
106.86 |
104.77 |
|
R2 |
105.96 |
105.96 |
104.61 |
|
R1 |
105.12 |
105.12 |
104.45 |
105.54 |
PP |
104.22 |
104.22 |
104.22 |
104.43 |
S1 |
103.38 |
103.38 |
104.13 |
103.80 |
S2 |
102.48 |
102.48 |
103.97 |
|
S3 |
100.74 |
101.64 |
103.81 |
|
S4 |
99.00 |
99.90 |
103.33 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.30 |
112.65 |
106.13 |
|
R3 |
110.95 |
109.30 |
105.21 |
|
R2 |
107.60 |
107.60 |
104.90 |
|
R1 |
105.95 |
105.95 |
104.60 |
106.78 |
PP |
104.25 |
104.25 |
104.25 |
104.67 |
S1 |
102.60 |
102.60 |
103.98 |
103.43 |
S2 |
100.90 |
100.90 |
103.68 |
|
S3 |
97.55 |
99.25 |
103.37 |
|
S4 |
94.20 |
95.90 |
102.45 |
|
|
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% |
1.89 |
1.8% |
52% |
False |
False |
47,748 |
10 |
105.91 |
101.77 |
4.14 |
4.0% |
1.89 |
1.8% |
61% |
False |
False |
49,254 |
20 |
109.21 |
101.77 |
7.44 |
7.1% |
2.04 |
2.0% |
34% |
False |
False |
41,813 |
40 |
111.49 |
101.77 |
9.72 |
9.3% |
2.08 |
2.0% |
26% |
False |
False |
37,000 |
60 |
111.49 |
97.05 |
14.44 |
13.8% |
1.95 |
1.9% |
50% |
False |
False |
32,763 |
80 |
111.49 |
97.05 |
14.44 |
13.8% |
1.95 |
1.9% |
50% |
False |
False |
27,008 |
100 |
111.49 |
93.45 |
18.04 |
17.3% |
1.92 |
1.8% |
60% |
False |
False |
22,776 |
120 |
111.49 |
89.40 |
22.09 |
21.2% |
1.90 |
1.8% |
67% |
False |
False |
20,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.45 |
2.618 |
109.61 |
1.618 |
107.87 |
1.000 |
106.79 |
0.618 |
106.13 |
HIGH |
105.05 |
0.618 |
104.39 |
0.500 |
104.18 |
0.382 |
103.97 |
LOW |
103.31 |
0.618 |
102.23 |
1.000 |
101.57 |
1.618 |
100.49 |
2.618 |
98.75 |
4.250 |
95.92 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.25 |
104.18 |
PP |
104.22 |
104.07 |
S1 |
104.18 |
103.97 |
|