NYMEX Light Sweet Crude Oil Future November 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 |
105.56 |
105.10 |
-0.46 |
-0.4% |
104.38 |
| High |
106.02 |
106.05 |
0.03 |
0.0% |
106.05 |
| Low |
105.12 |
105.10 |
-0.02 |
0.0% |
103.39 |
| Close |
105.78 |
106.04 |
0.26 |
0.2% |
106.04 |
| Range |
0.90 |
0.95 |
0.05 |
5.6% |
2.66 |
| ATR |
1.46 |
1.42 |
-0.04 |
-2.5% |
0.00 |
| Volume |
10,909 |
6,329 |
-4,580 |
-42.0% |
37,406 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.58 |
108.26 |
106.56 |
|
| R3 |
107.63 |
107.31 |
106.30 |
|
| R2 |
106.68 |
106.68 |
106.21 |
|
| R1 |
106.36 |
106.36 |
106.13 |
106.52 |
| PP |
105.73 |
105.73 |
105.73 |
105.81 |
| S1 |
105.41 |
105.41 |
105.95 |
105.57 |
| S2 |
104.78 |
104.78 |
105.87 |
|
| S3 |
103.83 |
104.46 |
105.78 |
|
| S4 |
102.88 |
103.51 |
105.52 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
112.25 |
107.50 |
|
| R3 |
110.48 |
109.59 |
106.77 |
|
| R2 |
107.82 |
107.82 |
106.53 |
|
| R1 |
106.93 |
106.93 |
106.28 |
107.38 |
| PP |
105.16 |
105.16 |
105.16 |
105.38 |
| S1 |
104.27 |
104.27 |
105.80 |
104.72 |
| S2 |
102.50 |
102.50 |
105.55 |
|
| S3 |
99.84 |
101.61 |
105.31 |
|
| S4 |
97.18 |
98.95 |
104.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.09 |
|
2.618 |
108.54 |
|
1.618 |
107.59 |
|
1.000 |
107.00 |
|
0.618 |
106.64 |
|
HIGH |
106.05 |
|
0.618 |
105.69 |
|
0.500 |
105.58 |
|
0.382 |
105.46 |
|
LOW |
105.10 |
|
0.618 |
104.51 |
|
1.000 |
104.15 |
|
1.618 |
103.56 |
|
2.618 |
102.61 |
|
4.250 |
101.06 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.89 |
105.77 |
| PP |
105.73 |
105.50 |
| S1 |
105.58 |
105.23 |
|