NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
104.17 |
104.38 |
0.21 |
0.2% |
103.80 |
High |
104.94 |
105.30 |
0.36 |
0.3% |
105.91 |
Low |
103.51 |
104.25 |
0.74 |
0.7% |
102.56 |
Close |
104.50 |
104.94 |
0.44 |
0.4% |
104.29 |
Range |
1.43 |
1.05 |
-0.38 |
-26.6% |
3.35 |
ATR |
1.94 |
1.88 |
-0.06 |
-3.3% |
0.00 |
Volume |
41,359 |
70,743 |
29,384 |
71.0% |
238,743 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.98 |
107.51 |
105.52 |
|
R3 |
106.93 |
106.46 |
105.23 |
|
R2 |
105.88 |
105.88 |
105.13 |
|
R1 |
105.41 |
105.41 |
105.04 |
105.65 |
PP |
104.83 |
104.83 |
104.83 |
104.95 |
S1 |
104.36 |
104.36 |
104.84 |
104.60 |
S2 |
103.78 |
103.78 |
104.75 |
|
S3 |
102.73 |
103.31 |
104.65 |
|
S4 |
101.68 |
102.26 |
104.36 |
|
|
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 |
105.30 |
102.26 |
3.04 |
2.9% |
1.50 |
1.4% |
88% |
True |
False |
45,769 |
10 |
105.91 |
102.26 |
3.65 |
3.5% |
1.64 |
1.6% |
73% |
False |
False |
50,580 |
20 |
106.70 |
101.77 |
4.93 |
4.7% |
1.96 |
1.9% |
64% |
False |
False |
46,533 |
40 |
111.49 |
101.77 |
9.72 |
9.3% |
2.00 |
1.9% |
33% |
False |
False |
38,392 |
60 |
111.49 |
97.05 |
14.44 |
13.8% |
1.92 |
1.8% |
55% |
False |
False |
35,331 |
80 |
111.49 |
97.05 |
14.44 |
13.8% |
1.94 |
1.9% |
55% |
False |
False |
29,253 |
100 |
111.49 |
93.45 |
18.04 |
17.2% |
1.91 |
1.8% |
64% |
False |
False |
24,419 |
120 |
111.49 |
92.71 |
18.78 |
17.9% |
1.91 |
1.8% |
65% |
False |
False |
21,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.76 |
2.618 |
108.05 |
1.618 |
107.00 |
1.000 |
106.35 |
0.618 |
105.95 |
HIGH |
105.30 |
0.618 |
104.90 |
0.500 |
104.78 |
0.382 |
104.65 |
LOW |
104.25 |
0.618 |
103.60 |
1.000 |
103.20 |
1.618 |
102.55 |
2.618 |
101.50 |
4.250 |
99.79 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.89 |
104.72 |
PP |
104.83 |
104.49 |
S1 |
104.78 |
104.27 |
|