NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.00 |
103.59 |
-2.41 |
-2.3% |
105.78 |
| High |
106.00 |
103.63 |
-2.37 |
-2.2% |
107.12 |
| Low |
103.40 |
98.65 |
-4.75 |
-4.6% |
98.65 |
| Close |
103.54 |
99.53 |
-4.01 |
-3.9% |
99.53 |
| Range |
2.60 |
4.98 |
2.38 |
91.5% |
8.47 |
| ATR |
1.56 |
1.80 |
0.24 |
15.7% |
0.00 |
| Volume |
16,151 |
15,741 |
-410 |
-2.5% |
61,664 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.54 |
112.52 |
102.27 |
|
| R3 |
110.56 |
107.54 |
100.90 |
|
| R2 |
105.58 |
105.58 |
100.44 |
|
| R1 |
102.56 |
102.56 |
99.99 |
101.58 |
| PP |
100.60 |
100.60 |
100.60 |
100.12 |
| S1 |
97.58 |
97.58 |
99.07 |
96.60 |
| S2 |
95.62 |
95.62 |
98.62 |
|
| S3 |
90.64 |
92.60 |
98.16 |
|
| S4 |
85.66 |
87.62 |
96.79 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.18 |
121.82 |
104.19 |
|
| R3 |
118.71 |
113.35 |
101.86 |
|
| R2 |
110.24 |
110.24 |
101.08 |
|
| R1 |
104.88 |
104.88 |
100.31 |
103.33 |
| PP |
101.77 |
101.77 |
101.77 |
100.99 |
| S1 |
96.41 |
96.41 |
98.75 |
94.86 |
| S2 |
93.30 |
93.30 |
97.98 |
|
| S3 |
84.83 |
87.94 |
97.20 |
|
| S4 |
76.36 |
79.47 |
94.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.12 |
98.65 |
8.47 |
8.5% |
2.20 |
2.2% |
10% |
False |
True |
12,332 |
| 10 |
107.12 |
98.65 |
8.47 |
8.5% |
1.69 |
1.7% |
10% |
False |
True |
10,227 |
| 20 |
107.12 |
98.65 |
8.47 |
8.5% |
1.57 |
1.6% |
10% |
False |
True |
11,018 |
| 40 |
109.80 |
98.65 |
11.15 |
11.2% |
1.65 |
1.7% |
8% |
False |
True |
10,131 |
| 60 |
110.65 |
98.65 |
12.00 |
12.1% |
1.55 |
1.6% |
7% |
False |
True |
9,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.80 |
|
2.618 |
116.67 |
|
1.618 |
111.69 |
|
1.000 |
108.61 |
|
0.618 |
106.71 |
|
HIGH |
103.63 |
|
0.618 |
101.73 |
|
0.500 |
101.14 |
|
0.382 |
100.55 |
|
LOW |
98.65 |
|
0.618 |
95.57 |
|
1.000 |
93.67 |
|
1.618 |
90.59 |
|
2.618 |
85.61 |
|
4.250 |
77.49 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
102.69 |
| PP |
100.60 |
101.63 |
| S1 |
100.07 |
100.58 |
|