NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
105.76 |
106.65 |
0.89 |
0.8% |
104.91 |
| High |
107.12 |
106.72 |
-0.40 |
-0.4% |
105.96 |
| Low |
105.55 |
105.72 |
0.17 |
0.2% |
103.20 |
| Close |
106.92 |
106.04 |
-0.88 |
-0.8% |
105.95 |
| Range |
1.57 |
1.00 |
-0.57 |
-36.3% |
2.76 |
| ATR |
1.49 |
1.47 |
-0.02 |
-1.4% |
0.00 |
| Volume |
7,620 |
17,049 |
9,429 |
123.7% |
40,606 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.16 |
108.60 |
106.59 |
|
| R3 |
108.16 |
107.60 |
106.32 |
|
| R2 |
107.16 |
107.16 |
106.22 |
|
| R1 |
106.60 |
106.60 |
106.13 |
106.38 |
| PP |
106.16 |
106.16 |
106.16 |
106.05 |
| S1 |
105.60 |
105.60 |
105.95 |
105.38 |
| S2 |
105.16 |
105.16 |
105.86 |
|
| S3 |
104.16 |
104.60 |
105.77 |
|
| S4 |
103.16 |
103.60 |
105.49 |
|
|
| 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 |
104.87 |
2.25 |
2.1% |
1.09 |
1.0% |
52% |
False |
False |
9,603 |
| 10 |
107.12 |
103.20 |
3.92 |
3.7% |
1.20 |
1.1% |
72% |
False |
False |
9,152 |
| 20 |
107.12 |
102.90 |
4.22 |
4.0% |
1.41 |
1.3% |
74% |
False |
False |
10,547 |
| 40 |
109.80 |
102.90 |
6.90 |
6.5% |
1.52 |
1.4% |
46% |
False |
False |
9,909 |
| 60 |
110.65 |
100.24 |
10.41 |
9.8% |
1.47 |
1.4% |
56% |
False |
False |
9,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.97 |
|
2.618 |
109.34 |
|
1.618 |
108.34 |
|
1.000 |
107.72 |
|
0.618 |
107.34 |
|
HIGH |
106.72 |
|
0.618 |
106.34 |
|
0.500 |
106.22 |
|
0.382 |
106.10 |
|
LOW |
105.72 |
|
0.618 |
105.10 |
|
1.000 |
104.72 |
|
1.618 |
104.10 |
|
2.618 |
103.10 |
|
4.250 |
101.47 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.22 |
106.07 |
| PP |
106.16 |
106.06 |
| S1 |
106.10 |
106.05 |
|