NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.80 |
104.76 |
-0.04 |
0.0% |
104.62 |
| High |
105.63 |
105.68 |
0.05 |
0.0% |
105.68 |
| Low |
104.60 |
104.48 |
-0.12 |
-0.1% |
102.63 |
| Close |
105.27 |
105.64 |
0.37 |
0.4% |
105.64 |
| Range |
1.03 |
1.20 |
0.17 |
16.5% |
3.05 |
| ATR |
1.79 |
1.75 |
-0.04 |
-2.3% |
0.00 |
| Volume |
35,924 |
23,922 |
-12,002 |
-33.4% |
125,697 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.87 |
108.45 |
106.30 |
|
| R3 |
107.67 |
107.25 |
105.97 |
|
| R2 |
106.47 |
106.47 |
105.86 |
|
| R1 |
106.05 |
106.05 |
105.75 |
106.26 |
| PP |
105.27 |
105.27 |
105.27 |
105.37 |
| S1 |
104.85 |
104.85 |
105.53 |
105.06 |
| S2 |
104.07 |
104.07 |
105.42 |
|
| S3 |
102.87 |
103.65 |
105.31 |
|
| S4 |
101.67 |
102.45 |
104.98 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
112.77 |
107.32 |
|
| R3 |
110.75 |
109.72 |
106.48 |
|
| R2 |
107.70 |
107.70 |
106.20 |
|
| R1 |
106.67 |
106.67 |
105.92 |
107.19 |
| PP |
104.65 |
104.65 |
104.65 |
104.91 |
| S1 |
103.62 |
103.62 |
105.36 |
104.14 |
| S2 |
101.60 |
101.60 |
105.08 |
|
| S3 |
98.55 |
100.57 |
104.80 |
|
| S4 |
95.50 |
97.52 |
103.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.68 |
102.63 |
3.05 |
2.9% |
1.34 |
1.3% |
99% |
True |
False |
25,139 |
| 10 |
106.17 |
102.63 |
3.54 |
3.4% |
1.56 |
1.5% |
85% |
False |
False |
26,960 |
| 20 |
106.87 |
102.29 |
4.58 |
4.3% |
1.76 |
1.7% |
73% |
False |
False |
26,217 |
| 40 |
109.69 |
102.29 |
7.40 |
7.0% |
1.81 |
1.7% |
45% |
False |
False |
22,535 |
| 60 |
111.38 |
97.37 |
14.01 |
13.3% |
1.76 |
1.7% |
59% |
False |
False |
20,426 |
| 80 |
111.38 |
97.37 |
14.01 |
13.3% |
1.70 |
1.6% |
59% |
False |
False |
17,198 |
| 100 |
111.38 |
93.40 |
17.98 |
17.0% |
1.67 |
1.6% |
68% |
False |
False |
14,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.78 |
|
2.618 |
108.82 |
|
1.618 |
107.62 |
|
1.000 |
106.88 |
|
0.618 |
106.42 |
|
HIGH |
105.68 |
|
0.618 |
105.22 |
|
0.500 |
105.08 |
|
0.382 |
104.94 |
|
LOW |
104.48 |
|
0.618 |
103.74 |
|
1.000 |
103.28 |
|
1.618 |
102.54 |
|
2.618 |
101.34 |
|
4.250 |
99.38 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.45 |
105.35 |
| PP |
105.27 |
105.06 |
| S1 |
105.08 |
104.78 |
|