NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.52 |
106.58 |
1.06 |
1.0% |
104.62 |
| High |
106.99 |
106.59 |
-0.40 |
-0.4% |
105.68 |
| Low |
105.09 |
105.47 |
0.38 |
0.4% |
102.63 |
| Close |
106.74 |
105.83 |
-0.91 |
-0.9% |
105.64 |
| Range |
1.90 |
1.12 |
-0.78 |
-41.1% |
3.05 |
| ATR |
1.72 |
1.68 |
-0.03 |
-1.9% |
0.00 |
| Volume |
26,355 |
43,835 |
17,480 |
66.3% |
125,697 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.32 |
108.70 |
106.45 |
|
| R3 |
108.20 |
107.58 |
106.14 |
|
| R2 |
107.08 |
107.08 |
106.04 |
|
| R1 |
106.46 |
106.46 |
105.93 |
106.21 |
| PP |
105.96 |
105.96 |
105.96 |
105.84 |
| S1 |
105.34 |
105.34 |
105.73 |
105.09 |
| S2 |
104.84 |
104.84 |
105.62 |
|
| S3 |
103.72 |
104.22 |
105.52 |
|
| S4 |
102.60 |
103.10 |
105.21 |
|
|
| 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 |
104.48 |
2.51 |
2.4% |
1.28 |
1.2% |
54% |
False |
False |
29,554 |
| 10 |
106.99 |
102.63 |
4.36 |
4.1% |
1.40 |
1.3% |
73% |
False |
False |
26,746 |
| 20 |
106.99 |
102.29 |
4.70 |
4.4% |
1.67 |
1.6% |
75% |
False |
False |
27,787 |
| 40 |
109.69 |
102.29 |
7.40 |
7.0% |
1.75 |
1.7% |
48% |
False |
False |
23,472 |
| 60 |
111.38 |
98.81 |
12.57 |
11.9% |
1.76 |
1.7% |
56% |
False |
False |
21,135 |
| 80 |
111.38 |
97.37 |
14.01 |
13.2% |
1.69 |
1.6% |
60% |
False |
False |
17,903 |
| 100 |
111.38 |
93.40 |
17.98 |
17.0% |
1.68 |
1.6% |
69% |
False |
False |
15,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.35 |
|
2.618 |
109.52 |
|
1.618 |
108.40 |
|
1.000 |
107.71 |
|
0.618 |
107.28 |
|
HIGH |
106.59 |
|
0.618 |
106.16 |
|
0.500 |
106.03 |
|
0.382 |
105.90 |
|
LOW |
105.47 |
|
0.618 |
104.78 |
|
1.000 |
104.35 |
|
1.618 |
103.66 |
|
2.618 |
102.54 |
|
4.250 |
100.71 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.03 |
105.82 |
| PP |
105.96 |
105.82 |
| S1 |
105.90 |
105.81 |
|