NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.91 |
104.24 |
-0.67 |
-0.6% |
104.29 |
| High |
104.91 |
105.20 |
0.29 |
0.3% |
106.30 |
| Low |
103.20 |
104.24 |
1.04 |
1.0% |
103.58 |
| Close |
104.44 |
104.76 |
0.32 |
0.3% |
105.06 |
| Range |
1.71 |
0.96 |
-0.75 |
-43.9% |
2.72 |
| ATR |
1.70 |
1.64 |
-0.05 |
-3.1% |
0.00 |
| Volume |
7,126 |
6,419 |
-707 |
-9.9% |
59,175 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.61 |
107.15 |
105.29 |
|
| R3 |
106.65 |
106.19 |
105.02 |
|
| R2 |
105.69 |
105.69 |
104.94 |
|
| R1 |
105.23 |
105.23 |
104.85 |
105.46 |
| PP |
104.73 |
104.73 |
104.73 |
104.85 |
| S1 |
104.27 |
104.27 |
104.67 |
104.50 |
| S2 |
103.77 |
103.77 |
104.58 |
|
| S3 |
102.81 |
103.31 |
104.50 |
|
| S4 |
101.85 |
102.35 |
104.23 |
|
|
| 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 |
105.76 |
103.20 |
2.56 |
2.4% |
1.39 |
1.3% |
61% |
False |
False |
9,680 |
| 10 |
106.30 |
103.20 |
3.10 |
3.0% |
1.35 |
1.3% |
50% |
False |
False |
11,163 |
| 20 |
109.15 |
102.90 |
6.25 |
6.0% |
1.67 |
1.6% |
30% |
False |
False |
9,585 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.65 |
1.6% |
24% |
False |
False |
9,695 |
| 60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.46 |
1.4% |
54% |
False |
False |
9,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.28 |
|
2.618 |
107.71 |
|
1.618 |
106.75 |
|
1.000 |
106.16 |
|
0.618 |
105.79 |
|
HIGH |
105.20 |
|
0.618 |
104.83 |
|
0.500 |
104.72 |
|
0.382 |
104.61 |
|
LOW |
104.24 |
|
0.618 |
103.65 |
|
1.000 |
103.28 |
|
1.618 |
102.69 |
|
2.618 |
101.73 |
|
4.250 |
100.16 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.75 |
104.66 |
| PP |
104.73 |
104.56 |
| S1 |
104.72 |
104.47 |
|