NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
100.94 |
102.55 |
1.61 |
1.6% |
103.27 |
| High |
103.13 |
104.24 |
1.11 |
1.1% |
105.49 |
| Low |
100.84 |
102.39 |
1.55 |
1.5% |
101.08 |
| Close |
102.70 |
103.64 |
0.94 |
0.9% |
103.31 |
| Range |
2.29 |
1.85 |
-0.44 |
-19.2% |
4.41 |
| ATR |
2.29 |
2.26 |
-0.03 |
-1.4% |
0.00 |
| Volume |
254,574 |
239,375 |
-15,199 |
-6.0% |
984,653 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.97 |
108.16 |
104.66 |
|
| R3 |
107.12 |
106.31 |
104.15 |
|
| R2 |
105.27 |
105.27 |
103.98 |
|
| R1 |
104.46 |
104.46 |
103.81 |
104.87 |
| PP |
103.42 |
103.42 |
103.42 |
103.63 |
| S1 |
102.61 |
102.61 |
103.47 |
103.02 |
| S2 |
101.57 |
101.57 |
103.30 |
|
| S3 |
99.72 |
100.76 |
103.13 |
|
| S4 |
97.87 |
98.91 |
102.62 |
|
|
| 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 |
104.24 |
100.68 |
3.56 |
3.4% |
2.05 |
2.0% |
83% |
True |
False |
236,034 |
| 10 |
105.70 |
100.68 |
5.02 |
4.8% |
2.32 |
2.2% |
59% |
False |
False |
246,911 |
| 20 |
108.70 |
100.68 |
8.02 |
7.7% |
2.20 |
2.1% |
37% |
False |
False |
233,798 |
| 40 |
110.95 |
100.68 |
10.27 |
9.9% |
2.20 |
2.1% |
29% |
False |
False |
160,058 |
| 60 |
110.95 |
96.26 |
14.69 |
14.2% |
2.17 |
2.1% |
50% |
False |
False |
125,177 |
| 80 |
110.95 |
93.52 |
17.43 |
16.8% |
2.13 |
2.1% |
58% |
False |
False |
99,347 |
| 100 |
110.95 |
93.52 |
17.43 |
16.8% |
2.19 |
2.1% |
58% |
False |
False |
82,800 |
| 120 |
110.95 |
84.95 |
26.00 |
25.1% |
2.19 |
2.1% |
72% |
False |
False |
71,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.10 |
|
2.618 |
109.08 |
|
1.618 |
107.23 |
|
1.000 |
106.09 |
|
0.618 |
105.38 |
|
HIGH |
104.24 |
|
0.618 |
103.53 |
|
0.500 |
103.32 |
|
0.382 |
103.10 |
|
LOW |
102.39 |
|
0.618 |
101.25 |
|
1.000 |
100.54 |
|
1.618 |
99.40 |
|
2.618 |
97.55 |
|
4.250 |
94.53 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.53 |
103.25 |
| PP |
103.42 |
102.85 |
| S1 |
103.32 |
102.46 |
|