NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.29 |
103.27 |
-0.02 |
0.0% |
106.79 |
| High |
104.14 |
105.49 |
1.35 |
1.3% |
107.73 |
| Low |
102.78 |
102.06 |
-0.72 |
-0.7% |
102.13 |
| Close |
103.02 |
105.23 |
2.21 |
2.1% |
103.02 |
| Range |
1.36 |
3.43 |
2.07 |
152.2% |
5.60 |
| ATR |
2.20 |
2.29 |
0.09 |
4.0% |
0.00 |
| Volume |
221,794 |
260,598 |
38,804 |
17.5% |
1,165,298 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.55 |
113.32 |
107.12 |
|
| R3 |
111.12 |
109.89 |
106.17 |
|
| R2 |
107.69 |
107.69 |
105.86 |
|
| R1 |
106.46 |
106.46 |
105.54 |
107.08 |
| PP |
104.26 |
104.26 |
104.26 |
104.57 |
| S1 |
103.03 |
103.03 |
104.92 |
103.65 |
| S2 |
100.83 |
100.83 |
104.60 |
|
| S3 |
97.40 |
99.60 |
104.29 |
|
| S4 |
93.97 |
96.17 |
103.34 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.09 |
117.66 |
106.10 |
|
| R3 |
115.49 |
112.06 |
104.56 |
|
| R2 |
109.89 |
109.89 |
104.05 |
|
| R1 |
106.46 |
106.46 |
103.53 |
105.38 |
| PP |
104.29 |
104.29 |
104.29 |
103.75 |
| S1 |
100.86 |
100.86 |
102.51 |
99.78 |
| S2 |
98.69 |
98.69 |
101.99 |
|
| S3 |
93.09 |
95.26 |
101.48 |
|
| S4 |
87.49 |
89.66 |
99.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.73 |
102.06 |
5.67 |
5.4% |
2.37 |
2.3% |
56% |
False |
True |
254,653 |
| 10 |
108.37 |
102.06 |
6.31 |
6.0% |
2.29 |
2.2% |
50% |
False |
True |
251,470 |
| 20 |
108.70 |
102.06 |
6.64 |
6.3% |
2.15 |
2.0% |
48% |
False |
True |
184,003 |
| 40 |
110.95 |
97.00 |
13.95 |
13.3% |
2.16 |
2.0% |
59% |
False |
False |
132,262 |
| 60 |
110.95 |
96.26 |
14.69 |
14.0% |
2.19 |
2.1% |
61% |
False |
False |
100,866 |
| 80 |
110.95 |
93.52 |
17.43 |
16.6% |
2.20 |
2.1% |
67% |
False |
False |
80,135 |
| 100 |
110.95 |
93.52 |
17.43 |
16.6% |
2.20 |
2.1% |
67% |
False |
False |
66,837 |
| 120 |
110.95 |
84.30 |
26.65 |
25.3% |
2.21 |
2.1% |
79% |
False |
False |
57,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.07 |
|
2.618 |
114.47 |
|
1.618 |
111.04 |
|
1.000 |
108.92 |
|
0.618 |
107.61 |
|
HIGH |
105.49 |
|
0.618 |
104.18 |
|
0.500 |
103.78 |
|
0.382 |
103.37 |
|
LOW |
102.06 |
|
0.618 |
99.94 |
|
1.000 |
98.63 |
|
1.618 |
96.51 |
|
2.618 |
93.08 |
|
4.250 |
87.48 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.75 |
104.78 |
| PP |
104.26 |
104.33 |
| S1 |
103.78 |
103.88 |
|