NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
105.27 |
106.35 |
1.08 |
1.0% |
104.14 |
High |
106.77 |
106.36 |
-0.41 |
-0.4% |
105.37 |
Low |
104.78 |
105.23 |
0.45 |
0.4% |
102.26 |
Close |
106.50 |
105.58 |
-0.92 |
-0.9% |
105.32 |
Range |
1.99 |
1.13 |
-0.86 |
-43.2% |
3.11 |
ATR |
1.80 |
1.77 |
-0.04 |
-2.1% |
0.00 |
Volume |
52,890 |
74,329 |
21,439 |
40.5% |
240,251 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.11 |
108.48 |
106.20 |
|
R3 |
107.98 |
107.35 |
105.89 |
|
R2 |
106.85 |
106.85 |
105.79 |
|
R1 |
106.22 |
106.22 |
105.68 |
105.97 |
PP |
105.72 |
105.72 |
105.72 |
105.60 |
S1 |
105.09 |
105.09 |
105.48 |
104.84 |
S2 |
104.59 |
104.59 |
105.37 |
|
S3 |
103.46 |
103.96 |
105.27 |
|
S4 |
102.33 |
102.83 |
104.96 |
|
|
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 |
106.77 |
104.14 |
2.63 |
2.5% |
1.33 |
1.3% |
55% |
False |
False |
57,030 |
10 |
106.77 |
102.26 |
4.51 |
4.3% |
1.47 |
1.4% |
74% |
False |
False |
50,259 |
20 |
106.77 |
101.77 |
5.00 |
4.7% |
1.75 |
1.7% |
76% |
False |
False |
49,837 |
40 |
109.51 |
101.77 |
7.74 |
7.3% |
1.87 |
1.8% |
49% |
False |
False |
41,412 |
60 |
111.49 |
98.30 |
13.19 |
12.5% |
1.90 |
1.8% |
55% |
False |
False |
37,358 |
80 |
111.49 |
97.05 |
14.44 |
13.7% |
1.91 |
1.8% |
59% |
False |
False |
31,366 |
100 |
111.49 |
93.45 |
18.04 |
17.1% |
1.92 |
1.8% |
67% |
False |
False |
26,336 |
120 |
111.49 |
93.45 |
18.04 |
17.1% |
1.92 |
1.8% |
67% |
False |
False |
23,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.16 |
2.618 |
109.32 |
1.618 |
108.19 |
1.000 |
107.49 |
0.618 |
107.06 |
HIGH |
106.36 |
0.618 |
105.93 |
0.500 |
105.80 |
0.382 |
105.66 |
LOW |
105.23 |
0.618 |
104.53 |
1.000 |
104.10 |
1.618 |
103.40 |
2.618 |
102.27 |
4.250 |
100.43 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
105.80 |
105.56 |
PP |
105.72 |
105.55 |
S1 |
105.65 |
105.53 |
|