NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.65 |
104.34 |
-0.31 |
-0.3% |
104.85 |
| High |
105.02 |
105.85 |
0.83 |
0.8% |
106.43 |
| Low |
103.72 |
104.34 |
0.62 |
0.6% |
103.72 |
| Close |
104.27 |
105.24 |
0.97 |
0.9% |
105.24 |
| Range |
1.30 |
1.51 |
0.21 |
16.2% |
2.71 |
| ATR |
1.86 |
1.84 |
-0.02 |
-1.1% |
0.00 |
| Volume |
53,740 |
39,749 |
-13,991 |
-26.0% |
231,142 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.67 |
108.97 |
106.07 |
|
| R3 |
108.16 |
107.46 |
105.66 |
|
| R2 |
106.65 |
106.65 |
105.52 |
|
| R1 |
105.95 |
105.95 |
105.38 |
106.30 |
| PP |
105.14 |
105.14 |
105.14 |
105.32 |
| S1 |
104.44 |
104.44 |
105.10 |
104.79 |
| S2 |
103.63 |
103.63 |
104.96 |
|
| S3 |
102.12 |
102.93 |
104.82 |
|
| S4 |
100.61 |
101.42 |
104.41 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.96 |
106.73 |
|
| R3 |
110.55 |
109.25 |
105.99 |
|
| R2 |
107.84 |
107.84 |
105.74 |
|
| R1 |
106.54 |
106.54 |
105.49 |
107.19 |
| PP |
105.13 |
105.13 |
105.13 |
105.46 |
| S1 |
103.83 |
103.83 |
104.99 |
104.48 |
| S2 |
102.42 |
102.42 |
104.74 |
|
| S3 |
99.71 |
101.12 |
104.49 |
|
| S4 |
97.00 |
98.41 |
103.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.27 |
|
2.618 |
109.80 |
|
1.618 |
108.29 |
|
1.000 |
107.36 |
|
0.618 |
106.78 |
|
HIGH |
105.85 |
|
0.618 |
105.27 |
|
0.500 |
105.10 |
|
0.382 |
104.92 |
|
LOW |
104.34 |
|
0.618 |
103.41 |
|
1.000 |
102.83 |
|
1.618 |
101.90 |
|
2.618 |
100.39 |
|
4.250 |
97.92 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.19 |
105.13 |
| PP |
105.14 |
105.02 |
| S1 |
105.10 |
104.91 |
|