NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.24 |
103.73 |
-2.51 |
-2.4% |
106.01 |
| High |
106.25 |
103.94 |
-2.31 |
-2.2% |
107.29 |
| Low |
103.67 |
98.90 |
-4.77 |
-4.6% |
98.90 |
| Close |
103.83 |
99.81 |
-4.02 |
-3.9% |
99.81 |
| Range |
2.58 |
5.04 |
2.46 |
95.3% |
8.39 |
| ATR |
1.66 |
1.90 |
0.24 |
14.5% |
0.00 |
| Volume |
59,785 |
67,319 |
7,534 |
12.6% |
251,045 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.00 |
112.95 |
102.58 |
|
| R3 |
110.96 |
107.91 |
101.20 |
|
| R2 |
105.92 |
105.92 |
100.73 |
|
| R1 |
102.87 |
102.87 |
100.27 |
101.88 |
| PP |
100.88 |
100.88 |
100.88 |
100.39 |
| S1 |
97.83 |
97.83 |
99.35 |
96.84 |
| S2 |
95.84 |
95.84 |
98.89 |
|
| S3 |
90.80 |
92.79 |
98.42 |
|
| S4 |
85.76 |
87.75 |
97.04 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.17 |
121.88 |
104.42 |
|
| R3 |
118.78 |
113.49 |
102.12 |
|
| R2 |
110.39 |
110.39 |
101.35 |
|
| R1 |
105.10 |
105.10 |
100.58 |
103.55 |
| PP |
102.00 |
102.00 |
102.00 |
101.23 |
| S1 |
96.71 |
96.71 |
99.04 |
95.16 |
| S2 |
93.61 |
93.61 |
98.27 |
|
| S3 |
85.22 |
88.32 |
97.50 |
|
| S4 |
76.83 |
79.93 |
95.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.36 |
|
2.618 |
117.13 |
|
1.618 |
112.09 |
|
1.000 |
108.98 |
|
0.618 |
107.05 |
|
HIGH |
103.94 |
|
0.618 |
102.01 |
|
0.500 |
101.42 |
|
0.382 |
100.83 |
|
LOW |
98.90 |
|
0.618 |
95.79 |
|
1.000 |
93.86 |
|
1.618 |
90.75 |
|
2.618 |
85.71 |
|
4.250 |
77.48 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.42 |
102.91 |
| PP |
100.88 |
101.88 |
| S1 |
100.35 |
100.84 |
|