NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.40 |
105.49 |
1.09 |
1.0% |
103.89 |
| High |
106.17 |
105.66 |
-0.51 |
-0.5% |
105.40 |
| Low |
104.00 |
103.50 |
-0.50 |
-0.5% |
102.29 |
| Close |
105.43 |
103.98 |
-1.45 |
-1.4% |
104.20 |
| Range |
2.17 |
2.16 |
-0.01 |
-0.5% |
3.11 |
| ATR |
1.97 |
1.98 |
0.01 |
0.7% |
0.00 |
| Volume |
32,099 |
36,187 |
4,088 |
12.7% |
138,900 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.86 |
109.58 |
105.17 |
|
| R3 |
108.70 |
107.42 |
104.57 |
|
| R2 |
106.54 |
106.54 |
104.38 |
|
| R1 |
105.26 |
105.26 |
104.18 |
104.82 |
| PP |
104.38 |
104.38 |
104.38 |
104.16 |
| S1 |
103.10 |
103.10 |
103.78 |
102.66 |
| S2 |
102.22 |
102.22 |
103.58 |
|
| S3 |
100.06 |
100.94 |
103.39 |
|
| S4 |
97.90 |
98.78 |
102.79 |
|
|
| 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 |
103.14 |
3.03 |
2.9% |
1.74 |
1.7% |
28% |
False |
False |
32,377 |
| 10 |
106.17 |
102.29 |
3.88 |
3.7% |
1.94 |
1.9% |
44% |
False |
False |
28,829 |
| 20 |
109.08 |
102.29 |
6.79 |
6.5% |
1.98 |
1.9% |
25% |
False |
False |
21,863 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.93 |
1.9% |
19% |
False |
False |
21,237 |
| 60 |
111.38 |
97.37 |
14.01 |
13.5% |
1.76 |
1.7% |
47% |
False |
False |
18,146 |
| 80 |
111.38 |
97.37 |
14.01 |
13.5% |
1.68 |
1.6% |
47% |
False |
False |
15,185 |
| 100 |
111.38 |
93.40 |
17.98 |
17.3% |
1.66 |
1.6% |
59% |
False |
False |
12,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.84 |
|
2.618 |
111.31 |
|
1.618 |
109.15 |
|
1.000 |
107.82 |
|
0.618 |
106.99 |
|
HIGH |
105.66 |
|
0.618 |
104.83 |
|
0.500 |
104.58 |
|
0.382 |
104.33 |
|
LOW |
103.50 |
|
0.618 |
102.17 |
|
1.000 |
101.34 |
|
1.618 |
100.01 |
|
2.618 |
97.85 |
|
4.250 |
94.32 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.58 |
104.66 |
| PP |
104.38 |
104.43 |
| S1 |
104.18 |
104.21 |
|