NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.76 |
103.02 |
-2.74 |
-2.6% |
105.28 |
| High |
105.77 |
103.08 |
-2.69 |
-2.5% |
106.77 |
| Low |
102.76 |
97.90 |
-4.86 |
-4.7% |
97.90 |
| Close |
102.92 |
98.88 |
-4.04 |
-3.9% |
98.88 |
| Range |
3.01 |
5.18 |
2.17 |
72.1% |
8.87 |
| ATR |
1.85 |
2.09 |
0.24 |
12.8% |
0.00 |
| Volume |
81,852 |
87,588 |
5,736 |
7.0% |
337,128 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.49 |
112.37 |
101.73 |
|
| R3 |
110.31 |
107.19 |
100.30 |
|
| R2 |
105.13 |
105.13 |
99.83 |
|
| R1 |
102.01 |
102.01 |
99.35 |
100.98 |
| PP |
99.95 |
99.95 |
99.95 |
99.44 |
| S1 |
96.83 |
96.83 |
98.41 |
95.80 |
| S2 |
94.77 |
94.77 |
97.93 |
|
| S3 |
89.59 |
91.65 |
97.46 |
|
| S4 |
84.41 |
86.47 |
96.03 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
122.21 |
103.76 |
|
| R3 |
118.92 |
113.34 |
101.32 |
|
| R2 |
110.05 |
110.05 |
100.51 |
|
| R1 |
104.47 |
104.47 |
99.69 |
102.83 |
| PP |
101.18 |
101.18 |
101.18 |
100.36 |
| S1 |
95.60 |
95.60 |
98.07 |
93.96 |
| S2 |
92.31 |
92.31 |
97.25 |
|
| S3 |
83.44 |
86.73 |
96.44 |
|
| S4 |
74.57 |
77.86 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.77 |
97.90 |
8.87 |
9.0% |
2.51 |
2.5% |
11% |
False |
True |
67,425 |
| 10 |
106.77 |
97.90 |
8.87 |
9.0% |
1.96 |
2.0% |
11% |
False |
True |
57,737 |
| 20 |
106.77 |
97.90 |
8.87 |
9.0% |
1.92 |
1.9% |
11% |
False |
True |
53,496 |
| 40 |
109.51 |
97.90 |
11.61 |
11.7% |
1.99 |
2.0% |
8% |
False |
True |
43,856 |
| 60 |
111.49 |
97.90 |
13.59 |
13.7% |
1.96 |
2.0% |
7% |
False |
True |
39,039 |
| 80 |
111.49 |
97.05 |
14.44 |
14.6% |
1.97 |
2.0% |
13% |
False |
False |
33,191 |
| 100 |
111.49 |
93.45 |
18.04 |
18.2% |
1.96 |
2.0% |
30% |
False |
False |
27,917 |
| 120 |
111.49 |
93.45 |
18.04 |
18.2% |
1.94 |
2.0% |
30% |
False |
False |
24,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.10 |
|
2.618 |
116.64 |
|
1.618 |
111.46 |
|
1.000 |
108.26 |
|
0.618 |
106.28 |
|
HIGH |
103.08 |
|
0.618 |
101.10 |
|
0.500 |
100.49 |
|
0.382 |
99.88 |
|
LOW |
97.90 |
|
0.618 |
94.70 |
|
1.000 |
92.72 |
|
1.618 |
89.52 |
|
2.618 |
84.34 |
|
4.250 |
75.89 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.49 |
102.13 |
| PP |
99.95 |
101.05 |
| S1 |
99.42 |
99.96 |
|