NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.29 |
104.32 |
0.03 |
0.0% |
104.29 |
| High |
104.77 |
105.73 |
0.96 |
0.9% |
106.30 |
| Low |
103.58 |
104.29 |
0.71 |
0.7% |
103.58 |
| Close |
104.03 |
105.06 |
1.03 |
1.0% |
105.06 |
| Range |
1.19 |
1.44 |
0.25 |
21.0% |
2.72 |
| ATR |
1.68 |
1.68 |
0.00 |
0.1% |
0.00 |
| Volume |
10,878 |
10,268 |
-610 |
-5.6% |
59,175 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.35 |
108.64 |
105.85 |
|
| R3 |
107.91 |
107.20 |
105.46 |
|
| R2 |
106.47 |
106.47 |
105.32 |
|
| R1 |
105.76 |
105.76 |
105.19 |
106.12 |
| PP |
105.03 |
105.03 |
105.03 |
105.20 |
| S1 |
104.32 |
104.32 |
104.93 |
104.68 |
| S2 |
103.59 |
103.59 |
104.80 |
|
| S3 |
102.15 |
102.88 |
104.66 |
|
| S4 |
100.71 |
101.44 |
104.27 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
111.82 |
106.56 |
|
| R3 |
110.42 |
109.10 |
105.81 |
|
| R2 |
107.70 |
107.70 |
105.56 |
|
| R1 |
106.38 |
106.38 |
105.31 |
107.04 |
| PP |
104.98 |
104.98 |
104.98 |
105.31 |
| S1 |
103.66 |
103.66 |
104.81 |
104.32 |
| S2 |
102.26 |
102.26 |
104.56 |
|
| S3 |
99.54 |
100.94 |
104.31 |
|
| S4 |
96.82 |
98.22 |
103.56 |
|
|
| 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% |
1.47 |
1.4% |
54% |
False |
False |
11,835 |
| 10 |
106.30 |
102.90 |
3.40 |
3.2% |
1.45 |
1.4% |
64% |
False |
False |
11,809 |
| 20 |
109.50 |
102.90 |
6.60 |
6.3% |
1.71 |
1.6% |
33% |
False |
False |
9,810 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.66 |
1.6% |
28% |
False |
False |
10,261 |
| 60 |
110.65 |
97.89 |
12.76 |
12.1% |
1.44 |
1.4% |
56% |
False |
False |
9,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.85 |
|
2.618 |
109.50 |
|
1.618 |
108.06 |
|
1.000 |
107.17 |
|
0.618 |
106.62 |
|
HIGH |
105.73 |
|
0.618 |
105.18 |
|
0.500 |
105.01 |
|
0.382 |
104.84 |
|
LOW |
104.29 |
|
0.618 |
103.40 |
|
1.000 |
102.85 |
|
1.618 |
101.96 |
|
2.618 |
100.52 |
|
4.250 |
98.17 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.04 |
104.93 |
| PP |
105.03 |
104.80 |
| S1 |
105.01 |
104.67 |
|