NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
106.82 |
105.80 |
-1.02 |
-1.0% |
105.15 |
| High |
106.82 |
106.17 |
-0.65 |
-0.6% |
106.17 |
| Low |
105.82 |
103.79 |
-2.03 |
-1.9% |
103.51 |
| Close |
106.15 |
103.94 |
-2.21 |
-2.1% |
106.16 |
| Range |
1.00 |
2.38 |
1.38 |
138.0% |
2.66 |
| ATR |
0.00 |
1.26 |
1.26 |
|
0.00 |
| Volume |
5,494 |
8,870 |
3,376 |
61.4% |
18,221 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.77 |
110.24 |
105.25 |
|
| R3 |
109.39 |
107.86 |
104.59 |
|
| R2 |
107.01 |
107.01 |
104.38 |
|
| R1 |
105.48 |
105.48 |
104.16 |
105.06 |
| PP |
104.63 |
104.63 |
104.63 |
104.42 |
| S1 |
103.10 |
103.10 |
103.72 |
102.68 |
| S2 |
102.25 |
102.25 |
103.50 |
|
| S3 |
99.87 |
100.72 |
103.29 |
|
| S4 |
97.49 |
98.34 |
102.63 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
112.37 |
107.62 |
|
| R3 |
110.60 |
109.71 |
106.89 |
|
| R2 |
107.94 |
107.94 |
106.65 |
|
| R1 |
107.05 |
107.05 |
106.40 |
107.50 |
| PP |
105.28 |
105.28 |
105.28 |
105.50 |
| S1 |
104.39 |
104.39 |
105.92 |
104.84 |
| S2 |
102.62 |
102.62 |
105.67 |
|
| S3 |
99.96 |
101.73 |
105.43 |
|
| S4 |
97.30 |
99.07 |
104.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.29 |
|
2.618 |
112.40 |
|
1.618 |
110.02 |
|
1.000 |
108.55 |
|
0.618 |
107.64 |
|
HIGH |
106.17 |
|
0.618 |
105.26 |
|
0.500 |
104.98 |
|
0.382 |
104.70 |
|
LOW |
103.79 |
|
0.618 |
102.32 |
|
1.000 |
101.41 |
|
1.618 |
99.94 |
|
2.618 |
97.56 |
|
4.250 |
93.68 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.98 |
105.47 |
| PP |
104.63 |
104.96 |
| S1 |
104.29 |
104.45 |
|