NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.00 |
104.40 |
0.40 |
0.4% |
103.89 |
| High |
104.61 |
106.17 |
1.56 |
1.5% |
105.40 |
| Low |
103.14 |
104.00 |
0.86 |
0.8% |
102.29 |
| Close |
104.18 |
105.43 |
1.25 |
1.2% |
104.20 |
| Range |
1.47 |
2.17 |
0.70 |
47.6% |
3.11 |
| ATR |
1.95 |
1.97 |
0.02 |
0.8% |
0.00 |
| Volume |
21,782 |
32,099 |
10,317 |
47.4% |
138,900 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
110.74 |
106.62 |
|
| R3 |
109.54 |
108.57 |
106.03 |
|
| R2 |
107.37 |
107.37 |
105.83 |
|
| R1 |
106.40 |
106.40 |
105.63 |
106.89 |
| PP |
105.20 |
105.20 |
105.20 |
105.44 |
| S1 |
104.23 |
104.23 |
105.23 |
104.72 |
| S2 |
103.03 |
103.03 |
105.03 |
|
| S3 |
100.86 |
102.06 |
104.83 |
|
| S4 |
98.69 |
99.89 |
104.24 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.29 |
111.86 |
105.91 |
|
| R3 |
110.18 |
108.75 |
105.06 |
|
| R2 |
107.07 |
107.07 |
104.77 |
|
| R1 |
105.64 |
105.64 |
104.49 |
106.36 |
| PP |
103.96 |
103.96 |
103.96 |
104.32 |
| S1 |
102.53 |
102.53 |
103.91 |
103.25 |
| S2 |
100.85 |
100.85 |
103.63 |
|
| S3 |
97.74 |
99.42 |
103.34 |
|
| S4 |
94.63 |
96.31 |
102.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.17 |
102.41 |
3.76 |
3.6% |
1.73 |
1.6% |
80% |
True |
False |
30,274 |
| 10 |
106.60 |
102.29 |
4.31 |
4.1% |
1.87 |
1.8% |
73% |
False |
False |
27,544 |
| 20 |
109.37 |
102.29 |
7.08 |
6.7% |
1.99 |
1.9% |
44% |
False |
False |
21,076 |
| 40 |
111.38 |
102.29 |
9.09 |
8.6% |
1.91 |
1.8% |
35% |
False |
False |
20,920 |
| 60 |
111.38 |
97.37 |
14.01 |
13.3% |
1.76 |
1.7% |
58% |
False |
False |
17,711 |
| 80 |
111.38 |
97.37 |
14.01 |
13.3% |
1.66 |
1.6% |
58% |
False |
False |
14,774 |
| 100 |
111.38 |
93.40 |
17.98 |
17.1% |
1.65 |
1.6% |
67% |
False |
False |
12,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.39 |
|
2.618 |
111.85 |
|
1.618 |
109.68 |
|
1.000 |
108.34 |
|
0.618 |
107.51 |
|
HIGH |
106.17 |
|
0.618 |
105.34 |
|
0.500 |
105.09 |
|
0.382 |
104.83 |
|
LOW |
104.00 |
|
0.618 |
102.66 |
|
1.000 |
101.83 |
|
1.618 |
100.49 |
|
2.618 |
98.32 |
|
4.250 |
94.78 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.32 |
105.17 |
| PP |
105.20 |
104.91 |
| S1 |
105.09 |
104.66 |
|