NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.73 |
104.41 |
-1.32 |
-1.2% |
104.00 |
| High |
105.90 |
104.63 |
-1.27 |
-1.2% |
105.65 |
| Low |
103.82 |
103.28 |
-0.54 |
-0.5% |
102.66 |
| Close |
104.27 |
103.84 |
-0.43 |
-0.4% |
104.55 |
| Range |
2.08 |
1.35 |
-0.73 |
-35.1% |
2.99 |
| ATR |
1.92 |
1.88 |
-0.04 |
-2.1% |
0.00 |
| Volume |
36,977 |
28,068 |
-8,909 |
-24.1% |
149,815 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
107.25 |
104.58 |
|
| R3 |
106.62 |
105.90 |
104.21 |
|
| R2 |
105.27 |
105.27 |
104.09 |
|
| R1 |
104.55 |
104.55 |
103.96 |
104.24 |
| PP |
103.92 |
103.92 |
103.92 |
103.76 |
| S1 |
103.20 |
103.20 |
103.72 |
102.89 |
| S2 |
102.57 |
102.57 |
103.59 |
|
| S3 |
101.22 |
101.85 |
103.47 |
|
| S4 |
99.87 |
100.50 |
103.10 |
|
|
| 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 |
103.28 |
3.09 |
3.0% |
1.65 |
1.6% |
18% |
False |
True |
34,880 |
| 10 |
106.37 |
102.66 |
3.71 |
3.6% |
1.75 |
1.7% |
32% |
False |
False |
30,324 |
| 20 |
109.41 |
102.66 |
6.75 |
6.5% |
1.87 |
1.8% |
17% |
False |
False |
23,420 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.87 |
1.8% |
14% |
False |
False |
22,063 |
| 60 |
110.87 |
97.59 |
13.28 |
12.8% |
1.69 |
1.6% |
47% |
False |
False |
19,273 |
| 80 |
110.87 |
97.59 |
13.28 |
12.8% |
1.61 |
1.6% |
47% |
False |
False |
16,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.37 |
|
2.618 |
108.16 |
|
1.618 |
106.81 |
|
1.000 |
105.98 |
|
0.618 |
105.46 |
|
HIGH |
104.63 |
|
0.618 |
104.11 |
|
0.500 |
103.96 |
|
0.382 |
103.80 |
|
LOW |
103.28 |
|
0.618 |
102.45 |
|
1.000 |
101.93 |
|
1.618 |
101.10 |
|
2.618 |
99.75 |
|
4.250 |
97.54 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.96 |
104.83 |
| PP |
103.92 |
104.50 |
| S1 |
103.88 |
104.17 |
|