NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
104.50 |
105.28 |
0.78 |
0.7% |
104.14 |
High |
105.37 |
105.54 |
0.17 |
0.2% |
105.37 |
Low |
104.14 |
104.29 |
0.15 |
0.1% |
102.26 |
Close |
105.32 |
105.26 |
-0.06 |
-0.1% |
105.32 |
Range |
1.23 |
1.25 |
0.02 |
1.6% |
3.11 |
ATR |
1.83 |
1.79 |
-0.04 |
-2.3% |
0.00 |
Volume |
46,723 |
40,469 |
-6,254 |
-13.4% |
240,251 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.78 |
108.27 |
105.95 |
|
R3 |
107.53 |
107.02 |
105.60 |
|
R2 |
106.28 |
106.28 |
105.49 |
|
R1 |
105.77 |
105.77 |
105.37 |
105.40 |
PP |
105.03 |
105.03 |
105.03 |
104.85 |
S1 |
104.52 |
104.52 |
105.15 |
104.15 |
S2 |
103.78 |
103.78 |
105.03 |
|
S3 |
102.53 |
103.27 |
104.92 |
|
S4 |
101.28 |
102.02 |
104.57 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.65 |
112.59 |
107.03 |
|
R3 |
110.54 |
109.48 |
106.18 |
|
R2 |
107.43 |
107.43 |
105.89 |
|
R1 |
106.37 |
106.37 |
105.61 |
106.90 |
PP |
104.32 |
104.32 |
104.32 |
104.58 |
S1 |
103.26 |
103.26 |
105.03 |
103.79 |
S2 |
101.21 |
101.21 |
104.75 |
|
S3 |
98.10 |
100.15 |
104.46 |
|
S4 |
94.99 |
97.04 |
103.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.54 |
103.23 |
2.31 |
2.2% |
1.24 |
1.2% |
88% |
True |
False |
47,484 |
10 |
105.91 |
102.26 |
3.65 |
3.5% |
1.62 |
1.5% |
82% |
False |
False |
47,484 |
20 |
106.48 |
101.77 |
4.71 |
4.5% |
1.84 |
1.7% |
74% |
False |
False |
47,015 |
40 |
109.51 |
101.77 |
7.74 |
7.4% |
1.89 |
1.8% |
45% |
False |
False |
39,328 |
60 |
111.49 |
97.86 |
13.63 |
12.9% |
1.89 |
1.8% |
54% |
False |
False |
36,136 |
80 |
111.49 |
97.05 |
14.44 |
13.7% |
1.92 |
1.8% |
57% |
False |
False |
30,055 |
100 |
111.49 |
93.45 |
18.04 |
17.1% |
1.91 |
1.8% |
65% |
False |
False |
25,154 |
120 |
111.49 |
93.12 |
18.37 |
17.5% |
1.92 |
1.8% |
66% |
False |
False |
22,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.85 |
2.618 |
108.81 |
1.618 |
107.56 |
1.000 |
106.79 |
0.618 |
106.31 |
HIGH |
105.54 |
0.618 |
105.06 |
0.500 |
104.92 |
0.382 |
104.77 |
LOW |
104.29 |
0.618 |
103.52 |
1.000 |
103.04 |
1.618 |
102.27 |
2.618 |
101.02 |
4.250 |
98.98 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
105.15 |
105.12 |
PP |
105.03 |
104.98 |
S1 |
104.92 |
104.84 |
|