NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
106.35 |
105.76 |
-0.59 |
-0.6% |
104.14 |
High |
106.36 |
105.77 |
-0.59 |
-0.6% |
105.37 |
Low |
105.23 |
102.76 |
-2.47 |
-2.3% |
102.26 |
Close |
105.58 |
102.92 |
-2.66 |
-2.5% |
105.32 |
Range |
1.13 |
3.01 |
1.88 |
166.4% |
3.11 |
ATR |
1.77 |
1.85 |
0.09 |
5.0% |
0.00 |
Volume |
74,329 |
81,852 |
7,523 |
10.1% |
240,251 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.85 |
110.89 |
104.58 |
|
R3 |
109.84 |
107.88 |
103.75 |
|
R2 |
106.83 |
106.83 |
103.47 |
|
R1 |
104.87 |
104.87 |
103.20 |
104.35 |
PP |
103.82 |
103.82 |
103.82 |
103.55 |
S1 |
101.86 |
101.86 |
102.64 |
101.34 |
S2 |
100.81 |
100.81 |
102.37 |
|
S3 |
97.80 |
98.85 |
102.09 |
|
S4 |
94.79 |
95.84 |
101.26 |
|
|
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 |
102.76 |
4.01 |
3.9% |
1.72 |
1.7% |
4% |
False |
True |
59,252 |
10 |
106.77 |
102.26 |
4.51 |
4.4% |
1.61 |
1.6% |
15% |
False |
False |
52,511 |
20 |
106.77 |
101.77 |
5.00 |
4.9% |
1.76 |
1.7% |
23% |
False |
False |
52,006 |
40 |
109.51 |
101.77 |
7.74 |
7.5% |
1.89 |
1.8% |
15% |
False |
False |
42,612 |
60 |
111.49 |
99.70 |
11.79 |
11.5% |
1.90 |
1.8% |
27% |
False |
False |
38,353 |
80 |
111.49 |
97.05 |
14.44 |
14.0% |
1.93 |
1.9% |
41% |
False |
False |
32,238 |
100 |
111.49 |
93.45 |
18.04 |
17.5% |
1.92 |
1.9% |
52% |
False |
False |
27,094 |
120 |
111.49 |
93.45 |
18.04 |
17.5% |
1.92 |
1.9% |
52% |
False |
False |
23,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.56 |
2.618 |
113.65 |
1.618 |
110.64 |
1.000 |
108.78 |
0.618 |
107.63 |
HIGH |
105.77 |
0.618 |
104.62 |
0.500 |
104.27 |
0.382 |
103.91 |
LOW |
102.76 |
0.618 |
100.90 |
1.000 |
99.75 |
1.618 |
97.89 |
2.618 |
94.88 |
4.250 |
89.97 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
104.27 |
104.77 |
PP |
103.82 |
104.15 |
S1 |
103.37 |
103.54 |
|