NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.14 |
105.78 |
0.64 |
0.6% |
104.91 |
| High |
105.96 |
105.86 |
-0.10 |
-0.1% |
105.96 |
| Low |
104.87 |
105.01 |
0.14 |
0.1% |
103.20 |
| Close |
105.95 |
105.79 |
-0.16 |
-0.2% |
105.95 |
| Range |
1.09 |
0.85 |
-0.24 |
-22.0% |
2.76 |
| ATR |
1.53 |
1.49 |
-0.04 |
-2.8% |
0.00 |
| Volume |
7,963 |
5,103 |
-2,860 |
-35.9% |
40,606 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.10 |
107.80 |
106.26 |
|
| R3 |
107.25 |
106.95 |
106.02 |
|
| R2 |
106.40 |
106.40 |
105.95 |
|
| R1 |
106.10 |
106.10 |
105.87 |
106.25 |
| PP |
105.55 |
105.55 |
105.55 |
105.63 |
| S1 |
105.25 |
105.25 |
105.71 |
105.40 |
| S2 |
104.70 |
104.70 |
105.63 |
|
| S3 |
103.85 |
104.40 |
105.56 |
|
| S4 |
103.00 |
103.55 |
105.32 |
|
|
| 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 |
104.24 |
1.72 |
1.6% |
1.01 |
1.0% |
90% |
False |
False |
7,716 |
| 10 |
106.30 |
103.20 |
3.10 |
2.9% |
1.29 |
1.2% |
84% |
False |
False |
9,687 |
| 20 |
107.38 |
102.90 |
4.48 |
4.2% |
1.51 |
1.4% |
65% |
False |
False |
10,077 |
| 40 |
109.80 |
102.90 |
6.90 |
6.5% |
1.54 |
1.5% |
42% |
False |
False |
9,617 |
| 60 |
110.65 |
98.77 |
11.88 |
11.2% |
1.46 |
1.4% |
59% |
False |
False |
9,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.47 |
|
2.618 |
108.09 |
|
1.618 |
107.24 |
|
1.000 |
106.71 |
|
0.618 |
106.39 |
|
HIGH |
105.86 |
|
0.618 |
105.54 |
|
0.500 |
105.44 |
|
0.382 |
105.33 |
|
LOW |
105.01 |
|
0.618 |
104.48 |
|
1.000 |
104.16 |
|
1.618 |
103.63 |
|
2.618 |
102.78 |
|
4.250 |
101.40 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.67 |
105.67 |
| PP |
105.55 |
105.54 |
| S1 |
105.44 |
105.42 |
|