NYMEX Light Sweet Crude Oil Future November 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 |
105.85 |
106.76 |
0.91 |
0.9% |
104.38 |
| High |
107.15 |
106.76 |
-0.39 |
-0.4% |
106.05 |
| Low |
105.54 |
105.84 |
0.30 |
0.3% |
103.39 |
| Close |
106.98 |
106.10 |
-0.88 |
-0.8% |
106.04 |
| Range |
1.61 |
0.92 |
-0.69 |
-42.9% |
2.66 |
| ATR |
1.40 |
1.38 |
-0.02 |
-1.3% |
0.00 |
| Volume |
6,960 |
11,967 |
5,007 |
71.9% |
37,406 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.99 |
108.47 |
106.61 |
|
| R3 |
108.07 |
107.55 |
106.35 |
|
| R2 |
107.15 |
107.15 |
106.27 |
|
| R1 |
106.63 |
106.63 |
106.18 |
106.43 |
| PP |
106.23 |
106.23 |
106.23 |
106.14 |
| S1 |
105.71 |
105.71 |
106.02 |
105.51 |
| S2 |
105.31 |
105.31 |
105.93 |
|
| S3 |
104.39 |
104.79 |
105.85 |
|
| S4 |
103.47 |
103.87 |
105.59 |
|
|
| 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 |
110.67 |
|
2.618 |
109.17 |
|
1.618 |
108.25 |
|
1.000 |
107.68 |
|
0.618 |
107.33 |
|
HIGH |
106.76 |
|
0.618 |
106.41 |
|
0.500 |
106.30 |
|
0.382 |
106.19 |
|
LOW |
105.84 |
|
0.618 |
105.27 |
|
1.000 |
104.92 |
|
1.618 |
104.35 |
|
2.618 |
103.43 |
|
4.250 |
101.93 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.30 |
106.20 |
| PP |
106.23 |
106.16 |
| S1 |
106.17 |
106.13 |
|