NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.78 |
105.76 |
-0.02 |
0.0% |
104.91 |
| High |
105.86 |
107.12 |
1.26 |
1.2% |
105.96 |
| Low |
105.01 |
105.55 |
0.54 |
0.5% |
103.20 |
| Close |
105.79 |
106.92 |
1.13 |
1.1% |
105.95 |
| Range |
0.85 |
1.57 |
0.72 |
84.7% |
2.76 |
| ATR |
1.49 |
1.49 |
0.01 |
0.4% |
0.00 |
| Volume |
5,103 |
7,620 |
2,517 |
49.3% |
40,606 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.24 |
110.65 |
107.78 |
|
| R3 |
109.67 |
109.08 |
107.35 |
|
| R2 |
108.10 |
108.10 |
107.21 |
|
| R1 |
107.51 |
107.51 |
107.06 |
107.81 |
| PP |
106.53 |
106.53 |
106.53 |
106.68 |
| S1 |
105.94 |
105.94 |
106.78 |
106.24 |
| S2 |
104.96 |
104.96 |
106.63 |
|
| S3 |
103.39 |
104.37 |
106.49 |
|
| S4 |
101.82 |
102.80 |
106.06 |
|
|
| 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 |
107.12 |
104.31 |
2.81 |
2.6% |
1.13 |
1.1% |
93% |
True |
False |
7,956 |
| 10 |
107.12 |
103.20 |
3.92 |
3.7% |
1.26 |
1.2% |
95% |
True |
False |
8,818 |
| 20 |
107.15 |
102.90 |
4.25 |
4.0% |
1.43 |
1.3% |
95% |
False |
False |
10,155 |
| 40 |
109.80 |
102.90 |
6.90 |
6.5% |
1.54 |
1.4% |
58% |
False |
False |
9,614 |
| 60 |
110.65 |
99.77 |
10.88 |
10.2% |
1.46 |
1.4% |
66% |
False |
False |
9,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.79 |
|
2.618 |
111.23 |
|
1.618 |
109.66 |
|
1.000 |
108.69 |
|
0.618 |
108.09 |
|
HIGH |
107.12 |
|
0.618 |
106.52 |
|
0.500 |
106.34 |
|
0.382 |
106.15 |
|
LOW |
105.55 |
|
0.618 |
104.58 |
|
1.000 |
103.98 |
|
1.618 |
103.01 |
|
2.618 |
101.44 |
|
4.250 |
98.88 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.73 |
106.61 |
| PP |
106.53 |
106.30 |
| S1 |
106.34 |
106.00 |
|