NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.55 |
105.52 |
-0.03 |
0.0% |
104.62 |
| High |
105.77 |
106.99 |
1.22 |
1.2% |
105.68 |
| Low |
104.63 |
105.09 |
0.46 |
0.4% |
102.63 |
| Close |
105.55 |
106.74 |
1.19 |
1.1% |
105.64 |
| Range |
1.14 |
1.90 |
0.76 |
66.7% |
3.05 |
| ATR |
1.70 |
1.72 |
0.01 |
0.8% |
0.00 |
| Volume |
17,735 |
26,355 |
8,620 |
48.6% |
125,697 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.97 |
111.26 |
107.79 |
|
| R3 |
110.07 |
109.36 |
107.26 |
|
| R2 |
108.17 |
108.17 |
107.09 |
|
| R1 |
107.46 |
107.46 |
106.91 |
107.82 |
| PP |
106.27 |
106.27 |
106.27 |
106.45 |
| S1 |
105.56 |
105.56 |
106.57 |
105.92 |
| S2 |
104.37 |
104.37 |
106.39 |
|
| S3 |
102.47 |
103.66 |
106.22 |
|
| S4 |
100.57 |
101.76 |
105.70 |
|
|
| 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 |
106.99 |
103.87 |
3.12 |
2.9% |
1.33 |
1.2% |
92% |
True |
False |
24,447 |
| 10 |
106.99 |
102.63 |
4.36 |
4.1% |
1.50 |
1.4% |
94% |
True |
False |
25,981 |
| 20 |
106.99 |
102.29 |
4.70 |
4.4% |
1.68 |
1.6% |
95% |
True |
False |
26,763 |
| 40 |
109.69 |
102.29 |
7.40 |
6.9% |
1.78 |
1.7% |
60% |
False |
False |
22,649 |
| 60 |
111.38 |
98.81 |
12.57 |
11.8% |
1.76 |
1.6% |
63% |
False |
False |
20,675 |
| 80 |
111.38 |
97.37 |
14.01 |
13.1% |
1.70 |
1.6% |
67% |
False |
False |
17,464 |
| 100 |
111.38 |
93.40 |
17.98 |
16.8% |
1.68 |
1.6% |
74% |
False |
False |
14,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.07 |
|
2.618 |
111.96 |
|
1.618 |
110.06 |
|
1.000 |
108.89 |
|
0.618 |
108.16 |
|
HIGH |
106.99 |
|
0.618 |
106.26 |
|
0.500 |
106.04 |
|
0.382 |
105.82 |
|
LOW |
105.09 |
|
0.618 |
103.92 |
|
1.000 |
103.19 |
|
1.618 |
102.02 |
|
2.618 |
100.12 |
|
4.250 |
97.02 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.51 |
106.41 |
| PP |
106.27 |
106.07 |
| S1 |
106.04 |
105.74 |
|