NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
101.96 |
102.53 |
0.57 |
0.6% |
103.27 |
| High |
103.40 |
102.60 |
-0.80 |
-0.8% |
105.49 |
| Low |
101.37 |
100.81 |
-0.56 |
-0.6% |
101.08 |
| Close |
103.31 |
102.46 |
-0.85 |
-0.8% |
103.31 |
| Range |
2.03 |
1.79 |
-0.24 |
-11.8% |
4.41 |
| ATR |
2.28 |
2.29 |
0.02 |
0.7% |
0.00 |
| Volume |
220,673 |
182,216 |
-38,457 |
-17.4% |
984,653 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
106.68 |
103.44 |
|
| R3 |
105.54 |
104.89 |
102.95 |
|
| R2 |
103.75 |
103.75 |
102.79 |
|
| R1 |
103.10 |
103.10 |
102.62 |
102.53 |
| PP |
101.96 |
101.96 |
101.96 |
101.67 |
| S1 |
101.31 |
101.31 |
102.30 |
100.74 |
| S2 |
100.17 |
100.17 |
102.13 |
|
| S3 |
98.38 |
99.52 |
101.97 |
|
| S4 |
96.59 |
97.73 |
101.48 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.52 |
114.33 |
105.74 |
|
| R3 |
112.11 |
109.92 |
104.52 |
|
| R2 |
107.70 |
107.70 |
104.12 |
|
| R1 |
105.51 |
105.51 |
103.71 |
106.61 |
| PP |
103.29 |
103.29 |
103.29 |
103.84 |
| S1 |
101.10 |
101.10 |
102.91 |
102.20 |
| S2 |
98.88 |
98.88 |
102.50 |
|
| S3 |
94.47 |
96.69 |
102.10 |
|
| S4 |
90.06 |
92.28 |
100.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.49 |
100.81 |
4.68 |
4.6% |
2.38 |
2.3% |
35% |
False |
True |
233,373 |
| 10 |
107.73 |
100.81 |
6.92 |
6.8% |
2.14 |
2.1% |
24% |
False |
True |
233,216 |
| 20 |
108.70 |
100.81 |
7.89 |
7.7% |
2.16 |
2.1% |
21% |
False |
True |
209,931 |
| 40 |
110.95 |
98.38 |
12.57 |
12.3% |
2.18 |
2.1% |
32% |
False |
False |
145,070 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.21 |
2.2% |
42% |
False |
False |
114,006 |
| 80 |
110.95 |
93.52 |
17.43 |
17.0% |
2.19 |
2.1% |
51% |
False |
False |
90,359 |
| 100 |
110.95 |
93.52 |
17.43 |
17.0% |
2.20 |
2.1% |
51% |
False |
False |
75,347 |
| 120 |
110.95 |
84.95 |
26.00 |
25.4% |
2.21 |
2.2% |
67% |
False |
False |
64,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.21 |
|
2.618 |
107.29 |
|
1.618 |
105.50 |
|
1.000 |
104.39 |
|
0.618 |
103.71 |
|
HIGH |
102.60 |
|
0.618 |
101.92 |
|
0.500 |
101.71 |
|
0.382 |
101.49 |
|
LOW |
100.81 |
|
0.618 |
99.70 |
|
1.000 |
99.02 |
|
1.618 |
97.91 |
|
2.618 |
96.12 |
|
4.250 |
93.20 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.21 |
102.47 |
| PP |
101.96 |
102.46 |
| S1 |
101.71 |
102.46 |
|