NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.00 |
105.65 |
0.65 |
0.6% |
104.75 |
| High |
105.86 |
105.94 |
0.08 |
0.1% |
105.86 |
| Low |
104.70 |
104.87 |
0.17 |
0.2% |
102.97 |
| Close |
105.84 |
105.71 |
-0.13 |
-0.1% |
105.84 |
| Range |
1.16 |
1.07 |
-0.09 |
-7.8% |
2.89 |
| ATR |
1.69 |
1.64 |
-0.04 |
-2.6% |
0.00 |
| Volume |
17,016 |
13,837 |
-3,179 |
-18.7% |
99,914 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.72 |
108.28 |
106.30 |
|
| R3 |
107.65 |
107.21 |
106.00 |
|
| R2 |
106.58 |
106.58 |
105.91 |
|
| R1 |
106.14 |
106.14 |
105.81 |
106.36 |
| PP |
105.51 |
105.51 |
105.51 |
105.62 |
| S1 |
105.07 |
105.07 |
105.61 |
105.29 |
| S2 |
104.44 |
104.44 |
105.51 |
|
| S3 |
103.37 |
104.00 |
105.42 |
|
| S4 |
102.30 |
102.93 |
105.12 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.56 |
112.59 |
107.43 |
|
| R3 |
110.67 |
109.70 |
106.63 |
|
| R2 |
107.78 |
107.78 |
106.37 |
|
| R1 |
106.81 |
106.81 |
106.10 |
107.30 |
| PP |
104.89 |
104.89 |
104.89 |
105.13 |
| S1 |
103.92 |
103.92 |
105.58 |
104.41 |
| S2 |
102.00 |
102.00 |
105.31 |
|
| S3 |
99.11 |
101.03 |
105.05 |
|
| S4 |
96.22 |
98.14 |
104.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.94 |
103.99 |
1.95 |
1.8% |
1.13 |
1.1% |
88% |
True |
False |
18,541 |
| 10 |
106.37 |
102.97 |
3.40 |
3.2% |
1.49 |
1.4% |
81% |
False |
False |
24,344 |
| 20 |
107.16 |
102.66 |
4.50 |
4.3% |
1.70 |
1.6% |
68% |
False |
False |
25,160 |
| 40 |
109.84 |
102.66 |
7.18 |
6.8% |
1.71 |
1.6% |
42% |
False |
False |
21,614 |
| 60 |
110.87 |
98.55 |
12.32 |
11.7% |
1.66 |
1.6% |
58% |
False |
False |
20,519 |
| 80 |
110.87 |
97.59 |
13.28 |
12.6% |
1.64 |
1.5% |
61% |
False |
False |
17,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.49 |
|
2.618 |
108.74 |
|
1.618 |
107.67 |
|
1.000 |
107.01 |
|
0.618 |
106.60 |
|
HIGH |
105.94 |
|
0.618 |
105.53 |
|
0.500 |
105.41 |
|
0.382 |
105.28 |
|
LOW |
104.87 |
|
0.618 |
104.21 |
|
1.000 |
103.80 |
|
1.618 |
103.14 |
|
2.618 |
102.07 |
|
4.250 |
100.32 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.61 |
105.58 |
| PP |
105.51 |
105.45 |
| S1 |
105.41 |
105.32 |
|