NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.03 |
103.24 |
-2.79 |
-2.6% |
105.55 |
| High |
106.03 |
103.33 |
-2.70 |
-2.5% |
106.99 |
| Low |
103.08 |
98.21 |
-4.87 |
-4.7% |
98.21 |
| Close |
103.20 |
99.16 |
-4.04 |
-3.9% |
99.16 |
| Range |
2.95 |
5.12 |
2.17 |
73.6% |
8.78 |
| ATR |
1.78 |
2.01 |
0.24 |
13.5% |
0.00 |
| Volume |
45,329 |
50,358 |
5,029 |
11.1% |
183,612 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.59 |
112.50 |
101.98 |
|
| R3 |
110.47 |
107.38 |
100.57 |
|
| R2 |
105.35 |
105.35 |
100.10 |
|
| R1 |
102.26 |
102.26 |
99.63 |
101.25 |
| PP |
100.23 |
100.23 |
100.23 |
99.73 |
| S1 |
97.14 |
97.14 |
98.69 |
96.13 |
| S2 |
95.11 |
95.11 |
98.22 |
|
| S3 |
89.99 |
92.02 |
97.75 |
|
| S4 |
84.87 |
86.90 |
96.34 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
122.26 |
103.99 |
|
| R3 |
119.01 |
113.48 |
101.57 |
|
| R2 |
110.23 |
110.23 |
100.77 |
|
| R1 |
104.70 |
104.70 |
99.96 |
103.08 |
| PP |
101.45 |
101.45 |
101.45 |
100.64 |
| S1 |
95.92 |
95.92 |
98.36 |
94.30 |
| S2 |
92.67 |
92.67 |
97.55 |
|
| S3 |
83.89 |
87.14 |
96.75 |
|
| S4 |
75.11 |
78.36 |
94.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.99 |
98.21 |
8.78 |
8.9% |
2.45 |
2.5% |
11% |
False |
True |
36,722 |
| 10 |
106.99 |
98.21 |
8.78 |
8.9% |
1.90 |
1.9% |
11% |
False |
True |
30,930 |
| 20 |
106.99 |
98.21 |
8.78 |
8.9% |
1.83 |
1.8% |
11% |
False |
True |
29,605 |
| 40 |
109.69 |
98.21 |
11.48 |
11.6% |
1.88 |
1.9% |
8% |
False |
True |
24,784 |
| 60 |
111.38 |
98.21 |
13.17 |
13.3% |
1.83 |
1.8% |
7% |
False |
True |
22,141 |
| 80 |
111.38 |
97.37 |
14.01 |
14.1% |
1.76 |
1.8% |
13% |
False |
False |
18,892 |
| 100 |
111.38 |
93.40 |
17.98 |
18.1% |
1.72 |
1.7% |
32% |
False |
False |
16,097 |
| 120 |
111.38 |
93.40 |
17.98 |
18.1% |
1.68 |
1.7% |
32% |
False |
False |
14,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.09 |
|
2.618 |
116.73 |
|
1.618 |
111.61 |
|
1.000 |
108.45 |
|
0.618 |
106.49 |
|
HIGH |
103.33 |
|
0.618 |
101.37 |
|
0.500 |
100.77 |
|
0.382 |
100.17 |
|
LOW |
98.21 |
|
0.618 |
95.05 |
|
1.000 |
93.09 |
|
1.618 |
89.93 |
|
2.618 |
84.81 |
|
4.250 |
76.45 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.77 |
102.40 |
| PP |
100.23 |
101.32 |
| S1 |
99.70 |
100.24 |
|