NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.09 |
101.96 |
-2.13 |
-2.0% |
106.79 |
| High |
104.12 |
103.40 |
-0.72 |
-0.7% |
107.73 |
| Low |
101.08 |
101.37 |
0.29 |
0.3% |
102.13 |
| Close |
101.47 |
103.31 |
1.84 |
1.8% |
103.02 |
| Range |
3.04 |
2.03 |
-1.01 |
-33.2% |
5.60 |
| ATR |
2.30 |
2.28 |
-0.02 |
-0.8% |
0.00 |
| Volume |
275,851 |
220,673 |
-55,178 |
-20.0% |
1,165,298 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.78 |
108.08 |
104.43 |
|
| R3 |
106.75 |
106.05 |
103.87 |
|
| R2 |
104.72 |
104.72 |
103.68 |
|
| R1 |
104.02 |
104.02 |
103.50 |
104.37 |
| PP |
102.69 |
102.69 |
102.69 |
102.87 |
| S1 |
101.99 |
101.99 |
103.12 |
102.34 |
| S2 |
100.66 |
100.66 |
102.94 |
|
| S3 |
98.63 |
99.96 |
102.75 |
|
| S4 |
96.60 |
97.93 |
102.19 |
|
|
| 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 |
105.49 |
101.08 |
4.41 |
4.3% |
2.29 |
2.2% |
51% |
False |
False |
241,289 |
| 10 |
108.25 |
101.08 |
7.17 |
6.9% |
2.27 |
2.2% |
31% |
False |
False |
239,502 |
| 20 |
108.70 |
101.08 |
7.62 |
7.4% |
2.18 |
2.1% |
29% |
False |
False |
205,535 |
| 40 |
110.95 |
98.38 |
12.57 |
12.2% |
2.17 |
2.1% |
39% |
False |
False |
143,145 |
| 60 |
110.95 |
96.26 |
14.69 |
14.2% |
2.21 |
2.1% |
48% |
False |
False |
111,537 |
| 80 |
110.95 |
93.52 |
17.43 |
16.9% |
2.18 |
2.1% |
56% |
False |
False |
88,321 |
| 100 |
110.95 |
93.52 |
17.43 |
16.9% |
2.20 |
2.1% |
56% |
False |
False |
73,656 |
| 120 |
110.95 |
84.95 |
26.00 |
25.2% |
2.22 |
2.1% |
71% |
False |
False |
63,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.03 |
|
2.618 |
108.71 |
|
1.618 |
106.68 |
|
1.000 |
105.43 |
|
0.618 |
104.65 |
|
HIGH |
103.40 |
|
0.618 |
102.62 |
|
0.500 |
102.39 |
|
0.382 |
102.15 |
|
LOW |
101.37 |
|
0.618 |
100.12 |
|
1.000 |
99.34 |
|
1.618 |
98.09 |
|
2.618 |
96.06 |
|
4.250 |
92.74 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
103.25 |
| PP |
102.69 |
103.19 |
| S1 |
102.39 |
103.13 |
|