NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
102.53 |
102.33 |
-0.20 |
-0.2% |
103.27 |
| High |
102.60 |
102.96 |
0.36 |
0.4% |
105.49 |
| Low |
100.81 |
100.68 |
-0.13 |
-0.1% |
101.08 |
| Close |
102.46 |
101.02 |
-1.44 |
-1.4% |
103.31 |
| Range |
1.79 |
2.28 |
0.49 |
27.4% |
4.41 |
| ATR |
2.29 |
2.29 |
0.00 |
0.0% |
0.00 |
| Volume |
182,216 |
283,333 |
101,117 |
55.5% |
984,653 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
106.99 |
102.27 |
|
| R3 |
106.11 |
104.71 |
101.65 |
|
| R2 |
103.83 |
103.83 |
101.44 |
|
| R1 |
102.43 |
102.43 |
101.23 |
101.99 |
| PP |
101.55 |
101.55 |
101.55 |
101.34 |
| S1 |
100.15 |
100.15 |
100.81 |
99.71 |
| S2 |
99.27 |
99.27 |
100.60 |
|
| S3 |
96.99 |
97.87 |
100.39 |
|
| S4 |
94.71 |
95.59 |
99.77 |
|
|
| 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 |
105.18 |
100.68 |
4.50 |
4.5% |
2.15 |
2.1% |
8% |
False |
True |
237,920 |
| 10 |
107.73 |
100.68 |
7.05 |
7.0% |
2.26 |
2.2% |
5% |
False |
True |
246,286 |
| 20 |
108.70 |
100.68 |
8.02 |
7.9% |
2.17 |
2.2% |
4% |
False |
True |
218,637 |
| 40 |
110.95 |
100.20 |
10.75 |
10.6% |
2.18 |
2.2% |
8% |
False |
False |
150,447 |
| 60 |
110.95 |
96.26 |
14.69 |
14.5% |
2.18 |
2.2% |
32% |
False |
False |
118,212 |
| 80 |
110.95 |
93.52 |
17.43 |
17.3% |
2.18 |
2.2% |
43% |
False |
False |
93,700 |
| 100 |
110.95 |
93.52 |
17.43 |
17.3% |
2.21 |
2.2% |
43% |
False |
False |
78,072 |
| 120 |
110.95 |
84.95 |
26.00 |
25.7% |
2.21 |
2.2% |
62% |
False |
False |
67,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.65 |
|
2.618 |
108.93 |
|
1.618 |
106.65 |
|
1.000 |
105.24 |
|
0.618 |
104.37 |
|
HIGH |
102.96 |
|
0.618 |
102.09 |
|
0.500 |
101.82 |
|
0.382 |
101.55 |
|
LOW |
100.68 |
|
0.618 |
99.27 |
|
1.000 |
98.40 |
|
1.618 |
96.99 |
|
2.618 |
94.71 |
|
4.250 |
90.99 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.82 |
102.04 |
| PP |
101.55 |
101.70 |
| S1 |
101.29 |
101.36 |
|