NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.49 |
104.08 |
-1.41 |
-1.3% |
103.89 |
| High |
105.66 |
104.42 |
-1.24 |
-1.2% |
105.40 |
| Low |
103.50 |
102.96 |
-0.54 |
-0.5% |
102.29 |
| Close |
103.98 |
103.53 |
-0.45 |
-0.4% |
104.20 |
| Range |
2.16 |
1.46 |
-0.70 |
-32.4% |
3.11 |
| ATR |
1.98 |
1.95 |
-0.04 |
-1.9% |
0.00 |
| Volume |
36,187 |
30,710 |
-5,477 |
-15.1% |
138,900 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.02 |
107.23 |
104.33 |
|
| R3 |
106.56 |
105.77 |
103.93 |
|
| R2 |
105.10 |
105.10 |
103.80 |
|
| R1 |
104.31 |
104.31 |
103.66 |
103.98 |
| PP |
103.64 |
103.64 |
103.64 |
103.47 |
| S1 |
102.85 |
102.85 |
103.40 |
102.52 |
| S2 |
102.18 |
102.18 |
103.26 |
|
| S3 |
100.72 |
101.39 |
103.13 |
|
| S4 |
99.26 |
99.93 |
102.73 |
|
|
| 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 |
102.96 |
3.21 |
3.1% |
1.70 |
1.6% |
18% |
False |
True |
33,261 |
| 10 |
106.17 |
102.29 |
3.88 |
3.7% |
1.79 |
1.7% |
32% |
False |
False |
29,273 |
| 20 |
109.08 |
102.29 |
6.79 |
6.6% |
1.98 |
1.9% |
18% |
False |
False |
22,485 |
| 40 |
111.38 |
102.29 |
9.09 |
8.8% |
1.94 |
1.9% |
14% |
False |
False |
21,558 |
| 60 |
111.38 |
97.37 |
14.01 |
13.5% |
1.77 |
1.7% |
44% |
False |
False |
18,594 |
| 80 |
111.38 |
97.37 |
14.01 |
13.5% |
1.68 |
1.6% |
44% |
False |
False |
15,516 |
| 100 |
111.38 |
93.40 |
17.98 |
17.4% |
1.67 |
1.6% |
56% |
False |
False |
13,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.63 |
|
2.618 |
108.24 |
|
1.618 |
106.78 |
|
1.000 |
105.88 |
|
0.618 |
105.32 |
|
HIGH |
104.42 |
|
0.618 |
103.86 |
|
0.500 |
103.69 |
|
0.382 |
103.52 |
|
LOW |
102.96 |
|
0.618 |
102.06 |
|
1.000 |
101.50 |
|
1.618 |
100.60 |
|
2.618 |
99.14 |
|
4.250 |
96.76 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.69 |
104.57 |
| PP |
103.64 |
104.22 |
| S1 |
103.58 |
103.88 |
|