NYMEX Light Sweet Crude Oil Future November 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 |
106.12 |
105.85 |
-0.27 |
-0.3% |
104.38 |
| High |
106.12 |
107.15 |
1.03 |
1.0% |
106.05 |
| Low |
105.24 |
105.54 |
0.30 |
0.3% |
103.39 |
| Close |
105.86 |
106.98 |
1.12 |
1.1% |
106.04 |
| Range |
0.88 |
1.61 |
0.73 |
83.0% |
2.66 |
| ATR |
1.38 |
1.40 |
0.02 |
1.2% |
0.00 |
| Volume |
4,777 |
6,960 |
2,183 |
45.7% |
37,406 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.39 |
110.79 |
107.87 |
|
| R3 |
109.78 |
109.18 |
107.42 |
|
| R2 |
108.17 |
108.17 |
107.28 |
|
| R1 |
107.57 |
107.57 |
107.13 |
107.87 |
| PP |
106.56 |
106.56 |
106.56 |
106.71 |
| S1 |
105.96 |
105.96 |
106.83 |
106.26 |
| S2 |
104.95 |
104.95 |
106.68 |
|
| S3 |
103.34 |
104.35 |
106.54 |
|
| S4 |
101.73 |
102.74 |
106.09 |
|
|
| 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 |
113.99 |
|
2.618 |
111.36 |
|
1.618 |
109.75 |
|
1.000 |
108.76 |
|
0.618 |
108.14 |
|
HIGH |
107.15 |
|
0.618 |
106.53 |
|
0.500 |
106.35 |
|
0.382 |
106.16 |
|
LOW |
105.54 |
|
0.618 |
104.55 |
|
1.000 |
103.93 |
|
1.618 |
102.94 |
|
2.618 |
101.33 |
|
4.250 |
98.70 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.77 |
106.70 |
| PP |
106.56 |
106.41 |
| S1 |
106.35 |
106.13 |
|