NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.72 |
104.62 |
0.90 |
0.9% |
104.00 |
| High |
105.34 |
104.62 |
-0.72 |
-0.7% |
106.17 |
| Low |
103.71 |
102.63 |
-1.08 |
-1.0% |
102.96 |
| Close |
104.64 |
103.95 |
-0.69 |
-0.7% |
104.64 |
| Range |
1.63 |
1.99 |
0.36 |
22.1% |
3.21 |
| ATR |
1.94 |
1.94 |
0.01 |
0.3% |
0.00 |
| Volume |
23,131 |
22,252 |
-879 |
-3.8% |
143,909 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.70 |
108.82 |
105.04 |
|
| R3 |
107.71 |
106.83 |
104.50 |
|
| R2 |
105.72 |
105.72 |
104.31 |
|
| R1 |
104.84 |
104.84 |
104.13 |
104.29 |
| PP |
103.73 |
103.73 |
103.73 |
103.46 |
| S1 |
102.85 |
102.85 |
103.77 |
102.30 |
| S2 |
101.74 |
101.74 |
103.59 |
|
| S3 |
99.75 |
100.86 |
103.40 |
|
| S4 |
97.76 |
98.87 |
102.86 |
|
|
| 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 |
102.63 |
3.54 |
3.4% |
1.88 |
1.8% |
37% |
False |
True |
28,875 |
| 10 |
106.17 |
102.29 |
3.88 |
3.7% |
1.80 |
1.7% |
43% |
False |
False |
28,547 |
| 20 |
108.87 |
102.29 |
6.58 |
6.3% |
1.91 |
1.8% |
25% |
False |
False |
23,302 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.92 |
1.8% |
18% |
False |
False |
21,910 |
| 60 |
111.38 |
97.37 |
14.01 |
13.5% |
1.78 |
1.7% |
47% |
False |
False |
19,120 |
| 80 |
111.38 |
97.37 |
14.01 |
13.5% |
1.70 |
1.6% |
47% |
False |
False |
16,037 |
| 100 |
111.38 |
93.40 |
17.98 |
17.3% |
1.67 |
1.6% |
59% |
False |
False |
13,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.08 |
|
2.618 |
109.83 |
|
1.618 |
107.84 |
|
1.000 |
106.61 |
|
0.618 |
105.85 |
|
HIGH |
104.62 |
|
0.618 |
103.86 |
|
0.500 |
103.63 |
|
0.382 |
103.39 |
|
LOW |
102.63 |
|
0.618 |
101.40 |
|
1.000 |
100.64 |
|
1.618 |
99.41 |
|
2.618 |
97.42 |
|
4.250 |
94.17 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.84 |
103.99 |
| PP |
103.73 |
103.97 |
| S1 |
103.63 |
103.96 |
|