NYMEX Light Sweet Crude Oil Future January 2013
| 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 |
105.80 |
103.38 |
-2.42 |
-2.3% |
106.20 |
| High |
106.17 |
103.38 |
-2.79 |
-2.6% |
107.14 |
| Low |
103.79 |
99.08 |
-4.71 |
-4.5% |
99.08 |
| Close |
103.94 |
99.93 |
-4.01 |
-3.9% |
99.93 |
| Range |
2.38 |
4.30 |
1.92 |
80.7% |
8.06 |
| ATR |
1.26 |
1.51 |
0.26 |
20.5% |
0.00 |
| Volume |
8,870 |
7,951 |
-919 |
-10.4% |
29,942 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
111.11 |
102.30 |
|
| R3 |
109.40 |
106.81 |
101.11 |
|
| R2 |
105.10 |
105.10 |
100.72 |
|
| R1 |
102.51 |
102.51 |
100.32 |
101.66 |
| PP |
100.80 |
100.80 |
100.80 |
100.37 |
| S1 |
98.21 |
98.21 |
99.54 |
97.36 |
| S2 |
96.50 |
96.50 |
99.14 |
|
| S3 |
92.20 |
93.91 |
98.75 |
|
| S4 |
87.90 |
89.61 |
97.57 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.23 |
121.14 |
104.36 |
|
| R3 |
118.17 |
113.08 |
102.15 |
|
| R2 |
110.11 |
110.11 |
101.41 |
|
| R1 |
105.02 |
105.02 |
100.67 |
103.54 |
| PP |
102.05 |
102.05 |
102.05 |
101.31 |
| S1 |
96.96 |
96.96 |
99.19 |
95.48 |
| S2 |
93.99 |
93.99 |
98.45 |
|
| S3 |
85.93 |
88.90 |
97.71 |
|
| S4 |
77.87 |
80.84 |
95.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.66 |
|
2.618 |
114.64 |
|
1.618 |
110.34 |
|
1.000 |
107.68 |
|
0.618 |
106.04 |
|
HIGH |
103.38 |
|
0.618 |
101.74 |
|
0.500 |
101.23 |
|
0.382 |
100.72 |
|
LOW |
99.08 |
|
0.618 |
96.42 |
|
1.000 |
94.78 |
|
1.618 |
92.12 |
|
2.618 |
87.82 |
|
4.250 |
80.81 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.23 |
102.95 |
| PP |
100.80 |
101.94 |
| S1 |
100.36 |
100.94 |
|