NYMEX Light Sweet Crude Oil Future December 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 |
105.26 |
105.31 |
0.05 |
0.0% |
105.10 |
| High |
106.18 |
106.13 |
-0.05 |
0.0% |
106.18 |
| Low |
105.20 |
105.08 |
-0.12 |
-0.1% |
103.39 |
| Close |
105.88 |
106.11 |
0.23 |
0.2% |
106.11 |
| Range |
0.98 |
1.05 |
0.07 |
7.1% |
2.79 |
| ATR |
1.70 |
1.65 |
-0.05 |
-2.7% |
0.00 |
| Volume |
50,560 |
39,341 |
-11,219 |
-22.2% |
195,093 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.92 |
108.57 |
106.69 |
|
| R3 |
107.87 |
107.52 |
106.40 |
|
| R2 |
106.82 |
106.82 |
106.30 |
|
| R1 |
106.47 |
106.47 |
106.21 |
106.65 |
| PP |
105.77 |
105.77 |
105.77 |
105.86 |
| S1 |
105.42 |
105.42 |
106.01 |
105.60 |
| S2 |
104.72 |
104.72 |
105.92 |
|
| S3 |
103.67 |
104.37 |
105.82 |
|
| S4 |
102.62 |
103.32 |
105.53 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.60 |
112.64 |
107.64 |
|
| R3 |
110.81 |
109.85 |
106.88 |
|
| R2 |
108.02 |
108.02 |
106.62 |
|
| R1 |
107.06 |
107.06 |
106.37 |
107.54 |
| PP |
105.23 |
105.23 |
105.23 |
105.47 |
| S1 |
104.27 |
104.27 |
105.85 |
104.75 |
| S2 |
102.44 |
102.44 |
105.60 |
|
| S3 |
99.65 |
101.48 |
105.34 |
|
| S4 |
96.86 |
98.69 |
104.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.59 |
|
2.618 |
108.88 |
|
1.618 |
107.83 |
|
1.000 |
107.18 |
|
0.618 |
106.78 |
|
HIGH |
106.13 |
|
0.618 |
105.73 |
|
0.500 |
105.61 |
|
0.382 |
105.48 |
|
LOW |
105.08 |
|
0.618 |
104.43 |
|
1.000 |
104.03 |
|
1.618 |
103.38 |
|
2.618 |
102.33 |
|
4.250 |
100.62 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.94 |
105.85 |
| PP |
105.77 |
105.59 |
| S1 |
105.61 |
105.34 |
|