NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.71 |
105.76 |
1.05 |
1.0% |
104.32 |
| High |
106.30 |
105.76 |
-0.54 |
-0.5% |
105.65 |
| Low |
104.48 |
104.09 |
-0.39 |
-0.4% |
102.90 |
| Close |
105.77 |
104.42 |
-1.35 |
-1.3% |
104.76 |
| Range |
1.82 |
1.67 |
-0.15 |
-8.2% |
2.75 |
| ATR |
1.72 |
1.72 |
0.00 |
-0.2% |
0.00 |
| Volume |
16,307 |
13,713 |
-2,594 |
-15.9% |
58,920 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.77 |
108.76 |
105.34 |
|
| R3 |
108.10 |
107.09 |
104.88 |
|
| R2 |
106.43 |
106.43 |
104.73 |
|
| R1 |
105.42 |
105.42 |
104.57 |
105.09 |
| PP |
104.76 |
104.76 |
104.76 |
104.59 |
| S1 |
103.75 |
103.75 |
104.27 |
103.42 |
| S2 |
103.09 |
103.09 |
104.11 |
|
| S3 |
101.42 |
102.08 |
103.96 |
|
| S4 |
99.75 |
100.41 |
103.50 |
|
|
| 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 |
103.65 |
2.65 |
2.5% |
1.31 |
1.3% |
29% |
False |
False |
12,663 |
| 10 |
106.30 |
102.90 |
3.40 |
3.3% |
1.62 |
1.6% |
45% |
False |
False |
11,942 |
| 20 |
109.50 |
102.90 |
6.60 |
6.3% |
1.72 |
1.7% |
23% |
False |
False |
9,620 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.66 |
1.6% |
20% |
False |
False |
10,254 |
| 60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.42 |
1.4% |
51% |
False |
False |
8,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.86 |
|
2.618 |
110.13 |
|
1.618 |
108.46 |
|
1.000 |
107.43 |
|
0.618 |
106.79 |
|
HIGH |
105.76 |
|
0.618 |
105.12 |
|
0.500 |
104.93 |
|
0.382 |
104.73 |
|
LOW |
104.09 |
|
0.618 |
103.06 |
|
1.000 |
102.42 |
|
1.618 |
101.39 |
|
2.618 |
99.72 |
|
4.250 |
96.99 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.93 |
104.98 |
| PP |
104.76 |
104.79 |
| S1 |
104.59 |
104.61 |
|