NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.29 |
104.71 |
0.42 |
0.4% |
104.32 |
| High |
104.87 |
106.30 |
1.43 |
1.4% |
105.65 |
| Low |
103.65 |
104.48 |
0.83 |
0.8% |
102.90 |
| Close |
104.58 |
105.77 |
1.19 |
1.1% |
104.76 |
| Range |
1.22 |
1.82 |
0.60 |
49.2% |
2.75 |
| ATR |
1.72 |
1.72 |
0.01 |
0.4% |
0.00 |
| Volume |
8,009 |
16,307 |
8,298 |
103.6% |
58,920 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.98 |
110.19 |
106.77 |
|
| R3 |
109.16 |
108.37 |
106.27 |
|
| R2 |
107.34 |
107.34 |
106.10 |
|
| R1 |
106.55 |
106.55 |
105.94 |
106.95 |
| PP |
105.52 |
105.52 |
105.52 |
105.71 |
| S1 |
104.73 |
104.73 |
105.60 |
105.13 |
| S2 |
103.70 |
103.70 |
105.44 |
|
| S3 |
101.88 |
102.91 |
105.27 |
|
| S4 |
100.06 |
101.09 |
104.77 |
|
|
| 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 |
106.30 |
103.33 |
2.97 |
2.8% |
1.30 |
1.2% |
82% |
True |
False |
12,646 |
| 10 |
107.15 |
102.90 |
4.25 |
4.0% |
1.59 |
1.5% |
68% |
False |
False |
11,492 |
| 20 |
109.50 |
102.90 |
6.60 |
6.2% |
1.73 |
1.6% |
43% |
False |
False |
9,320 |
| 40 |
110.65 |
102.90 |
7.75 |
7.3% |
1.66 |
1.6% |
37% |
False |
False |
10,117 |
| 60 |
110.65 |
97.89 |
12.76 |
12.1% |
1.40 |
1.3% |
62% |
False |
False |
8,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.04 |
|
2.618 |
111.06 |
|
1.618 |
109.24 |
|
1.000 |
108.12 |
|
0.618 |
107.42 |
|
HIGH |
106.30 |
|
0.618 |
105.60 |
|
0.500 |
105.39 |
|
0.382 |
105.18 |
|
LOW |
104.48 |
|
0.618 |
103.36 |
|
1.000 |
102.66 |
|
1.618 |
101.54 |
|
2.618 |
99.72 |
|
4.250 |
96.75 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.64 |
105.51 |
| PP |
105.52 |
105.24 |
| S1 |
105.39 |
104.98 |
|