NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.76 |
104.29 |
-1.47 |
-1.4% |
104.32 |
| High |
105.76 |
104.77 |
-0.99 |
-0.9% |
105.65 |
| Low |
104.09 |
103.58 |
-0.51 |
-0.5% |
102.90 |
| Close |
104.42 |
104.03 |
-0.39 |
-0.4% |
104.76 |
| Range |
1.67 |
1.19 |
-0.48 |
-28.7% |
2.75 |
| ATR |
1.72 |
1.68 |
-0.04 |
-2.2% |
0.00 |
| Volume |
13,713 |
10,878 |
-2,835 |
-20.7% |
58,920 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.70 |
107.05 |
104.68 |
|
| R3 |
106.51 |
105.86 |
104.36 |
|
| R2 |
105.32 |
105.32 |
104.25 |
|
| R1 |
104.67 |
104.67 |
104.14 |
104.40 |
| PP |
104.13 |
104.13 |
104.13 |
103.99 |
| S1 |
103.48 |
103.48 |
103.92 |
103.21 |
| S2 |
102.94 |
102.94 |
103.81 |
|
| S3 |
101.75 |
102.29 |
103.70 |
|
| S4 |
100.56 |
101.10 |
103.38 |
|
|
| 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 |
103.58 |
2.72 |
2.6% |
1.30 |
1.2% |
17% |
False |
True |
12,717 |
| 10 |
106.30 |
102.90 |
3.40 |
3.3% |
1.48 |
1.4% |
33% |
False |
False |
11,768 |
| 20 |
109.50 |
102.90 |
6.60 |
6.3% |
1.73 |
1.7% |
17% |
False |
False |
9,626 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.68 |
1.6% |
15% |
False |
False |
10,253 |
| 60 |
110.65 |
97.89 |
12.76 |
12.3% |
1.44 |
1.4% |
48% |
False |
False |
9,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.83 |
|
2.618 |
107.89 |
|
1.618 |
106.70 |
|
1.000 |
105.96 |
|
0.618 |
105.51 |
|
HIGH |
104.77 |
|
0.618 |
104.32 |
|
0.500 |
104.18 |
|
0.382 |
104.03 |
|
LOW |
103.58 |
|
0.618 |
102.84 |
|
1.000 |
102.39 |
|
1.618 |
101.65 |
|
2.618 |
100.46 |
|
4.250 |
98.52 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.18 |
104.94 |
| PP |
104.13 |
104.64 |
| S1 |
104.08 |
104.33 |
|