NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
103.57 |
104.17 |
0.60 |
0.6% |
103.80 |
High |
104.48 |
104.94 |
0.46 |
0.4% |
105.91 |
Low |
103.23 |
103.51 |
0.28 |
0.3% |
102.56 |
Close |
103.96 |
104.50 |
0.54 |
0.5% |
104.29 |
Range |
1.25 |
1.43 |
0.18 |
14.4% |
3.35 |
ATR |
1.98 |
1.94 |
-0.04 |
-2.0% |
0.00 |
Volume |
38,127 |
41,359 |
3,232 |
8.5% |
238,743 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.61 |
107.98 |
105.29 |
|
R3 |
107.18 |
106.55 |
104.89 |
|
R2 |
105.75 |
105.75 |
104.76 |
|
R1 |
105.12 |
105.12 |
104.63 |
105.44 |
PP |
104.32 |
104.32 |
104.32 |
104.47 |
S1 |
103.69 |
103.69 |
104.37 |
104.01 |
S2 |
102.89 |
102.89 |
104.24 |
|
S3 |
101.46 |
102.26 |
104.11 |
|
S4 |
100.03 |
100.83 |
103.71 |
|
|
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 |
105.05 |
102.26 |
2.79 |
2.7% |
1.60 |
1.5% |
80% |
False |
False |
43,488 |
10 |
105.91 |
102.26 |
3.65 |
3.5% |
1.72 |
1.6% |
61% |
False |
False |
49,002 |
20 |
107.91 |
101.77 |
6.14 |
5.9% |
2.01 |
1.9% |
44% |
False |
False |
44,075 |
40 |
111.49 |
101.77 |
9.72 |
9.3% |
2.04 |
2.0% |
28% |
False |
False |
37,081 |
60 |
111.49 |
97.05 |
14.44 |
13.8% |
1.96 |
1.9% |
52% |
False |
False |
34,331 |
80 |
111.49 |
97.05 |
14.44 |
13.8% |
1.94 |
1.9% |
52% |
False |
False |
28,434 |
100 |
111.49 |
93.45 |
18.04 |
17.3% |
1.91 |
1.8% |
61% |
False |
False |
23,813 |
120 |
111.49 |
91.53 |
19.96 |
19.1% |
1.91 |
1.8% |
65% |
False |
False |
20,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.02 |
2.618 |
108.68 |
1.618 |
107.25 |
1.000 |
106.37 |
0.618 |
105.82 |
HIGH |
104.94 |
0.618 |
104.39 |
0.500 |
104.23 |
0.382 |
104.06 |
LOW |
103.51 |
0.618 |
102.63 |
1.000 |
102.08 |
1.618 |
101.20 |
2.618 |
99.77 |
4.250 |
97.43 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.41 |
104.20 |
PP |
104.32 |
103.90 |
S1 |
104.23 |
103.60 |
|