NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.31 |
104.63 |
0.32 |
0.3% |
104.16 |
| High |
105.08 |
105.45 |
0.37 |
0.4% |
106.37 |
| Low |
103.99 |
104.12 |
0.13 |
0.1% |
103.28 |
| Close |
104.60 |
105.06 |
0.46 |
0.4% |
104.91 |
| Range |
1.09 |
1.33 |
0.24 |
22.0% |
3.09 |
| ATR |
1.82 |
1.79 |
-0.04 |
-1.9% |
0.00 |
| Volume |
19,962 |
17,670 |
-2,292 |
-11.5% |
154,026 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.87 |
108.29 |
105.79 |
|
| R3 |
107.54 |
106.96 |
105.43 |
|
| R2 |
106.21 |
106.21 |
105.30 |
|
| R1 |
105.63 |
105.63 |
105.18 |
105.92 |
| PP |
104.88 |
104.88 |
104.88 |
105.02 |
| S1 |
104.30 |
104.30 |
104.94 |
104.59 |
| S2 |
103.55 |
103.55 |
104.82 |
|
| S3 |
102.22 |
102.97 |
104.69 |
|
| S4 |
100.89 |
101.64 |
104.33 |
|
|
| 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 |
105.60 |
102.97 |
2.63 |
2.5% |
1.47 |
1.4% |
79% |
False |
False |
22,452 |
| 10 |
106.37 |
102.97 |
3.40 |
3.2% |
1.57 |
1.5% |
61% |
False |
False |
29,282 |
| 20 |
108.19 |
102.66 |
5.53 |
5.3% |
1.84 |
1.8% |
43% |
False |
False |
24,925 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.82 |
1.7% |
29% |
False |
False |
21,431 |
| 60 |
110.87 |
97.59 |
13.28 |
12.6% |
1.70 |
1.6% |
56% |
False |
False |
20,108 |
| 80 |
110.87 |
97.59 |
13.28 |
12.6% |
1.65 |
1.6% |
56% |
False |
False |
17,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.10 |
|
2.618 |
108.93 |
|
1.618 |
107.60 |
|
1.000 |
106.78 |
|
0.618 |
106.27 |
|
HIGH |
105.45 |
|
0.618 |
104.94 |
|
0.500 |
104.79 |
|
0.382 |
104.63 |
|
LOW |
104.12 |
|
0.618 |
103.30 |
|
1.000 |
102.79 |
|
1.618 |
101.97 |
|
2.618 |
100.64 |
|
4.250 |
98.47 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.97 |
104.78 |
| PP |
104.88 |
104.49 |
| S1 |
104.79 |
104.21 |
|