NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.08 |
103.72 |
-0.36 |
-0.3% |
104.00 |
| High |
104.42 |
105.34 |
0.92 |
0.9% |
106.17 |
| Low |
102.96 |
103.71 |
0.75 |
0.7% |
102.96 |
| Close |
103.53 |
104.64 |
1.11 |
1.1% |
104.64 |
| Range |
1.46 |
1.63 |
0.17 |
11.6% |
3.21 |
| ATR |
1.95 |
1.94 |
-0.01 |
-0.5% |
0.00 |
| Volume |
30,710 |
23,131 |
-7,579 |
-24.7% |
143,909 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.45 |
108.68 |
105.54 |
|
| R3 |
107.82 |
107.05 |
105.09 |
|
| R2 |
106.19 |
106.19 |
104.94 |
|
| R1 |
105.42 |
105.42 |
104.79 |
105.81 |
| PP |
104.56 |
104.56 |
104.56 |
104.76 |
| S1 |
103.79 |
103.79 |
104.49 |
104.18 |
| S2 |
102.93 |
102.93 |
104.34 |
|
| S3 |
101.30 |
102.16 |
104.19 |
|
| S4 |
99.67 |
100.53 |
103.74 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.22 |
112.64 |
106.41 |
|
| R3 |
111.01 |
109.43 |
105.52 |
|
| R2 |
107.80 |
107.80 |
105.23 |
|
| R1 |
106.22 |
106.22 |
104.93 |
107.01 |
| PP |
104.59 |
104.59 |
104.59 |
104.99 |
| S1 |
103.01 |
103.01 |
104.35 |
103.80 |
| S2 |
101.38 |
101.38 |
104.05 |
|
| S3 |
98.17 |
99.80 |
103.76 |
|
| S4 |
94.96 |
96.59 |
102.87 |
|
|
| 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% |
1.78 |
1.7% |
52% |
False |
False |
28,781 |
| 10 |
106.17 |
102.29 |
3.88 |
3.7% |
1.77 |
1.7% |
61% |
False |
False |
28,280 |
| 20 |
109.08 |
102.29 |
6.79 |
6.5% |
1.94 |
1.9% |
35% |
False |
False |
22,924 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.91 |
1.8% |
26% |
False |
False |
21,819 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.77 |
1.7% |
52% |
False |
False |
18,876 |
| 80 |
111.38 |
97.37 |
14.01 |
13.4% |
1.70 |
1.6% |
52% |
False |
False |
15,786 |
| 100 |
111.38 |
93.40 |
17.98 |
17.2% |
1.67 |
1.6% |
63% |
False |
False |
13,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.27 |
|
2.618 |
109.61 |
|
1.618 |
107.98 |
|
1.000 |
106.97 |
|
0.618 |
106.35 |
|
HIGH |
105.34 |
|
0.618 |
104.72 |
|
0.500 |
104.53 |
|
0.382 |
104.33 |
|
LOW |
103.71 |
|
0.618 |
102.70 |
|
1.000 |
102.08 |
|
1.618 |
101.07 |
|
2.618 |
99.44 |
|
4.250 |
96.78 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.60 |
104.53 |
| PP |
104.56 |
104.42 |
| S1 |
104.53 |
104.31 |
|