NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
104.32 |
104.91 |
0.59 |
0.6% |
104.29 |
High |
105.73 |
104.91 |
-0.82 |
-0.8% |
106.30 |
Low |
104.29 |
103.20 |
-1.09 |
-1.0% |
103.58 |
Close |
105.06 |
104.44 |
-0.62 |
-0.6% |
105.06 |
Range |
1.44 |
1.71 |
0.27 |
18.8% |
2.72 |
ATR |
1.68 |
1.70 |
0.01 |
0.7% |
0.00 |
Volume |
10,268 |
7,126 |
-3,142 |
-30.6% |
59,175 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.31 |
108.59 |
105.38 |
|
R3 |
107.60 |
106.88 |
104.91 |
|
R2 |
105.89 |
105.89 |
104.75 |
|
R1 |
105.17 |
105.17 |
104.60 |
104.68 |
PP |
104.18 |
104.18 |
104.18 |
103.94 |
S1 |
103.46 |
103.46 |
104.28 |
102.97 |
S2 |
102.47 |
102.47 |
104.13 |
|
S3 |
100.76 |
101.75 |
103.97 |
|
S4 |
99.05 |
100.04 |
103.50 |
|
|
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 |
103.20 |
3.10 |
3.0% |
1.57 |
1.5% |
40% |
False |
True |
11,658 |
10 |
106.30 |
102.90 |
3.40 |
3.3% |
1.47 |
1.4% |
45% |
False |
False |
11,492 |
20 |
109.15 |
102.90 |
6.25 |
6.0% |
1.66 |
1.6% |
25% |
False |
False |
9,681 |
40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.66 |
1.6% |
20% |
False |
False |
10,120 |
60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.45 |
1.4% |
51% |
False |
False |
9,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.18 |
2.618 |
109.39 |
1.618 |
107.68 |
1.000 |
106.62 |
0.618 |
105.97 |
HIGH |
104.91 |
0.618 |
104.26 |
0.500 |
104.06 |
0.382 |
103.85 |
LOW |
103.20 |
0.618 |
102.14 |
1.000 |
101.49 |
1.618 |
100.43 |
2.618 |
98.72 |
4.250 |
95.93 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.31 |
104.47 |
PP |
104.18 |
104.46 |
S1 |
104.06 |
104.45 |
|