NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
104.93 |
104.29 |
-0.64 |
-0.6% |
104.32 |
High |
105.20 |
104.87 |
-0.33 |
-0.3% |
105.65 |
Low |
104.60 |
103.65 |
-0.95 |
-0.9% |
102.90 |
Close |
104.76 |
104.58 |
-0.18 |
-0.2% |
104.76 |
Range |
0.60 |
1.22 |
0.62 |
103.3% |
2.75 |
ATR |
1.75 |
1.72 |
-0.04 |
-2.2% |
0.00 |
Volume |
14,678 |
8,009 |
-6,669 |
-45.4% |
58,920 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.03 |
107.52 |
105.25 |
|
R3 |
106.81 |
106.30 |
104.92 |
|
R2 |
105.59 |
105.59 |
104.80 |
|
R1 |
105.08 |
105.08 |
104.69 |
105.34 |
PP |
104.37 |
104.37 |
104.37 |
104.49 |
S1 |
103.86 |
103.86 |
104.47 |
104.12 |
S2 |
103.15 |
103.15 |
104.36 |
|
S3 |
101.93 |
102.64 |
104.24 |
|
S4 |
100.71 |
101.42 |
103.91 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.69 |
111.47 |
106.27 |
|
R3 |
109.94 |
108.72 |
105.52 |
|
R2 |
107.19 |
107.19 |
105.26 |
|
R1 |
105.97 |
105.97 |
105.01 |
106.58 |
PP |
104.44 |
104.44 |
104.44 |
104.74 |
S1 |
103.22 |
103.22 |
104.51 |
103.83 |
S2 |
101.69 |
101.69 |
104.26 |
|
S3 |
98.94 |
100.47 |
104.00 |
|
S4 |
96.19 |
97.72 |
103.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.65 |
102.90 |
2.75 |
2.6% |
1.36 |
1.3% |
61% |
False |
False |
11,326 |
10 |
107.38 |
102.90 |
4.48 |
4.3% |
1.73 |
1.7% |
38% |
False |
False |
10,466 |
20 |
109.80 |
102.90 |
6.90 |
6.6% |
1.69 |
1.6% |
24% |
False |
False |
8,982 |
40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.64 |
1.6% |
22% |
False |
False |
9,927 |
60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.40 |
1.3% |
52% |
False |
False |
8,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.06 |
2.618 |
108.06 |
1.618 |
106.84 |
1.000 |
106.09 |
0.618 |
105.62 |
HIGH |
104.87 |
0.618 |
104.40 |
0.500 |
104.26 |
0.382 |
104.12 |
LOW |
103.65 |
0.618 |
102.90 |
1.000 |
102.43 |
1.618 |
101.68 |
2.618 |
100.46 |
4.250 |
98.47 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.47 |
104.65 |
PP |
104.37 |
104.63 |
S1 |
104.26 |
104.60 |
|