NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.62 |
103.97 |
-0.65 |
-0.6% |
104.00 |
| High |
104.62 |
104.80 |
0.18 |
0.2% |
106.17 |
| Low |
102.63 |
103.67 |
1.04 |
1.0% |
102.96 |
| Close |
103.95 |
104.33 |
0.38 |
0.4% |
104.64 |
| Range |
1.99 |
1.13 |
-0.86 |
-43.2% |
3.21 |
| ATR |
1.94 |
1.88 |
-0.06 |
-3.0% |
0.00 |
| Volume |
22,252 |
25,300 |
3,048 |
13.7% |
143,909 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.66 |
107.12 |
104.95 |
|
| R3 |
106.53 |
105.99 |
104.64 |
|
| R2 |
105.40 |
105.40 |
104.54 |
|
| R1 |
104.86 |
104.86 |
104.43 |
105.13 |
| PP |
104.27 |
104.27 |
104.27 |
104.40 |
| S1 |
103.73 |
103.73 |
104.23 |
104.00 |
| S2 |
103.14 |
103.14 |
104.12 |
|
| S3 |
102.01 |
102.60 |
104.02 |
|
| S4 |
100.88 |
101.47 |
103.71 |
|
|
| 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 |
105.66 |
102.63 |
3.03 |
2.9% |
1.67 |
1.6% |
56% |
False |
False |
27,516 |
| 10 |
106.17 |
102.41 |
3.76 |
3.6% |
1.70 |
1.6% |
51% |
False |
False |
28,895 |
| 20 |
108.87 |
102.29 |
6.58 |
6.3% |
1.92 |
1.8% |
31% |
False |
False |
23,734 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.91 |
1.8% |
22% |
False |
False |
21,529 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.79 |
1.7% |
50% |
False |
False |
19,447 |
| 80 |
111.38 |
97.37 |
14.01 |
13.4% |
1.70 |
1.6% |
50% |
False |
False |
16,335 |
| 100 |
111.38 |
93.40 |
17.98 |
17.2% |
1.68 |
1.6% |
61% |
False |
False |
13,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.60 |
|
2.618 |
107.76 |
|
1.618 |
106.63 |
|
1.000 |
105.93 |
|
0.618 |
105.50 |
|
HIGH |
104.80 |
|
0.618 |
104.37 |
|
0.500 |
104.24 |
|
0.382 |
104.10 |
|
LOW |
103.67 |
|
0.618 |
102.97 |
|
1.000 |
102.54 |
|
1.618 |
101.84 |
|
2.618 |
100.71 |
|
4.250 |
98.87 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.30 |
104.22 |
| PP |
104.27 |
104.10 |
| S1 |
104.24 |
103.99 |
|