NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.03 |
104.75 |
0.72 |
0.7% |
104.16 |
| High |
105.60 |
104.91 |
-0.69 |
-0.7% |
106.37 |
| Low |
103.98 |
102.97 |
-1.01 |
-1.0% |
103.28 |
| Close |
104.91 |
104.25 |
-0.66 |
-0.6% |
104.91 |
| Range |
1.62 |
1.94 |
0.32 |
19.8% |
3.09 |
| ATR |
1.87 |
1.88 |
0.00 |
0.3% |
0.00 |
| Volume |
25,521 |
21,042 |
-4,479 |
-17.6% |
154,026 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.86 |
109.00 |
105.32 |
|
| R3 |
107.92 |
107.06 |
104.78 |
|
| R2 |
105.98 |
105.98 |
104.61 |
|
| R1 |
105.12 |
105.12 |
104.43 |
104.58 |
| PP |
104.04 |
104.04 |
104.04 |
103.78 |
| S1 |
103.18 |
103.18 |
104.07 |
102.64 |
| S2 |
102.10 |
102.10 |
103.89 |
|
| S3 |
100.16 |
101.24 |
103.72 |
|
| S4 |
98.22 |
99.30 |
103.18 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.12 |
112.61 |
106.61 |
|
| R3 |
111.03 |
109.52 |
105.76 |
|
| R2 |
107.94 |
107.94 |
105.48 |
|
| R1 |
106.43 |
106.43 |
105.19 |
107.19 |
| PP |
104.85 |
104.85 |
104.85 |
105.23 |
| S1 |
103.34 |
103.34 |
104.63 |
104.10 |
| S2 |
101.76 |
101.76 |
104.34 |
|
| S3 |
98.67 |
100.25 |
104.06 |
|
| S4 |
95.58 |
97.16 |
103.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.37 |
102.97 |
3.40 |
3.3% |
1.84 |
1.8% |
38% |
False |
True |
30,147 |
| 10 |
106.37 |
102.66 |
3.71 |
3.6% |
1.74 |
1.7% |
43% |
False |
False |
30,244 |
| 20 |
109.01 |
102.66 |
6.35 |
6.1% |
1.82 |
1.7% |
25% |
False |
False |
24,191 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.85 |
1.8% |
19% |
False |
False |
22,028 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.69 |
1.6% |
50% |
False |
False |
19,775 |
| 80 |
110.87 |
97.59 |
13.28 |
12.7% |
1.64 |
1.6% |
50% |
False |
False |
16,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.16 |
|
2.618 |
109.99 |
|
1.618 |
108.05 |
|
1.000 |
106.85 |
|
0.618 |
106.11 |
|
HIGH |
104.91 |
|
0.618 |
104.17 |
|
0.500 |
103.94 |
|
0.382 |
103.71 |
|
LOW |
102.97 |
|
0.618 |
101.77 |
|
1.000 |
101.03 |
|
1.618 |
99.83 |
|
2.618 |
97.89 |
|
4.250 |
94.73 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.15 |
104.29 |
| PP |
104.04 |
104.27 |
| S1 |
103.94 |
104.26 |
|