NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.18 |
105.14 |
-0.04 |
0.0% |
104.91 |
| High |
105.95 |
105.96 |
0.01 |
0.0% |
105.96 |
| Low |
105.03 |
104.87 |
-0.16 |
-0.2% |
103.20 |
| Close |
105.66 |
105.95 |
0.29 |
0.3% |
105.95 |
| Range |
0.92 |
1.09 |
0.17 |
18.5% |
2.76 |
| ATR |
1.57 |
1.53 |
-0.03 |
-2.2% |
0.00 |
| Volume |
10,283 |
7,963 |
-2,320 |
-22.6% |
40,606 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.86 |
108.50 |
106.55 |
|
| R3 |
107.77 |
107.41 |
106.25 |
|
| R2 |
106.68 |
106.68 |
106.15 |
|
| R1 |
106.32 |
106.32 |
106.05 |
106.50 |
| PP |
105.59 |
105.59 |
105.59 |
105.69 |
| S1 |
105.23 |
105.23 |
105.85 |
105.41 |
| S2 |
104.50 |
104.50 |
105.75 |
|
| S3 |
103.41 |
104.14 |
105.65 |
|
| S4 |
102.32 |
103.05 |
105.35 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.32 |
112.39 |
107.47 |
|
| R3 |
110.56 |
109.63 |
106.71 |
|
| R2 |
107.80 |
107.80 |
106.46 |
|
| R1 |
106.87 |
106.87 |
106.20 |
107.34 |
| PP |
105.04 |
105.04 |
105.04 |
105.27 |
| S1 |
104.11 |
104.11 |
105.70 |
104.58 |
| S2 |
102.28 |
102.28 |
105.44 |
|
| S3 |
99.52 |
101.35 |
105.19 |
|
| S4 |
96.76 |
98.59 |
104.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.96 |
103.20 |
2.76 |
2.6% |
1.18 |
1.1% |
100% |
True |
False |
8,121 |
| 10 |
106.30 |
103.20 |
3.10 |
2.9% |
1.33 |
1.3% |
89% |
False |
False |
9,978 |
| 20 |
107.38 |
102.90 |
4.48 |
4.2% |
1.52 |
1.4% |
68% |
False |
False |
10,335 |
| 40 |
109.80 |
102.90 |
6.90 |
6.5% |
1.57 |
1.5% |
44% |
False |
False |
9,744 |
| 60 |
110.65 |
97.89 |
12.76 |
12.0% |
1.46 |
1.4% |
63% |
False |
False |
9,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.59 |
|
2.618 |
108.81 |
|
1.618 |
107.72 |
|
1.000 |
107.05 |
|
0.618 |
106.63 |
|
HIGH |
105.96 |
|
0.618 |
105.54 |
|
0.500 |
105.42 |
|
0.382 |
105.29 |
|
LOW |
104.87 |
|
0.618 |
104.20 |
|
1.000 |
103.78 |
|
1.618 |
103.11 |
|
2.618 |
102.02 |
|
4.250 |
100.24 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.77 |
105.68 |
| PP |
105.59 |
105.41 |
| S1 |
105.42 |
105.14 |
|