NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.42 |
105.73 |
1.31 |
1.3% |
104.00 |
| High |
106.37 |
105.90 |
-0.47 |
-0.4% |
105.65 |
| Low |
104.15 |
103.82 |
-0.33 |
-0.3% |
102.66 |
| Close |
105.67 |
104.27 |
-1.40 |
-1.3% |
104.55 |
| Range |
2.22 |
2.08 |
-0.14 |
-6.3% |
2.99 |
| ATR |
1.91 |
1.92 |
0.01 |
0.6% |
0.00 |
| Volume |
39,128 |
36,977 |
-2,151 |
-5.5% |
149,815 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.90 |
109.67 |
105.41 |
|
| R3 |
108.82 |
107.59 |
104.84 |
|
| R2 |
106.74 |
106.74 |
104.65 |
|
| R1 |
105.51 |
105.51 |
104.46 |
105.09 |
| PP |
104.66 |
104.66 |
104.66 |
104.45 |
| S1 |
103.43 |
103.43 |
104.08 |
103.01 |
| S2 |
102.58 |
102.58 |
103.89 |
|
| S3 |
100.50 |
101.35 |
103.70 |
|
| S4 |
98.42 |
99.27 |
103.13 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.89 |
106.19 |
|
| R3 |
110.27 |
108.90 |
105.37 |
|
| R2 |
107.28 |
107.28 |
105.10 |
|
| R1 |
105.91 |
105.91 |
104.82 |
106.60 |
| PP |
104.29 |
104.29 |
104.29 |
104.63 |
| S1 |
102.92 |
102.92 |
104.28 |
103.61 |
| S2 |
101.30 |
101.30 |
104.00 |
|
| S3 |
98.31 |
99.93 |
103.73 |
|
| S4 |
95.32 |
96.94 |
102.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.37 |
103.40 |
2.97 |
2.8% |
1.67 |
1.6% |
29% |
False |
False |
36,113 |
| 10 |
106.37 |
102.66 |
3.71 |
3.6% |
1.86 |
1.8% |
43% |
False |
False |
29,957 |
| 20 |
109.41 |
102.66 |
6.75 |
6.5% |
1.86 |
1.8% |
24% |
False |
False |
22,967 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.85 |
1.8% |
20% |
False |
False |
21,817 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.68 |
1.6% |
50% |
False |
False |
18,873 |
| 80 |
110.87 |
97.59 |
13.28 |
12.7% |
1.61 |
1.5% |
50% |
False |
False |
15,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.74 |
|
2.618 |
111.35 |
|
1.618 |
109.27 |
|
1.000 |
107.98 |
|
0.618 |
107.19 |
|
HIGH |
105.90 |
|
0.618 |
105.11 |
|
0.500 |
104.86 |
|
0.382 |
104.61 |
|
LOW |
103.82 |
|
0.618 |
102.53 |
|
1.000 |
101.74 |
|
1.618 |
100.45 |
|
2.618 |
98.37 |
|
4.250 |
94.98 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.86 |
104.89 |
| PP |
104.66 |
104.68 |
| S1 |
104.47 |
104.48 |
|