NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.78 |
105.58 |
1.80 |
1.7% |
107.45 |
| High |
105.99 |
105.70 |
-0.29 |
-0.3% |
108.22 |
| Low |
102.59 |
104.14 |
1.55 |
1.5% |
102.65 |
| Close |
105.76 |
104.55 |
-1.21 |
-1.1% |
103.54 |
| Range |
3.40 |
1.56 |
-1.84 |
-54.1% |
5.57 |
| ATR |
2.25 |
2.20 |
-0.04 |
-2.0% |
0.00 |
| Volume |
69,102 |
68,170 |
-932 |
-1.3% |
329,053 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.48 |
108.57 |
105.41 |
|
| R3 |
107.92 |
107.01 |
104.98 |
|
| R2 |
106.36 |
106.36 |
104.84 |
|
| R1 |
105.45 |
105.45 |
104.69 |
105.13 |
| PP |
104.80 |
104.80 |
104.80 |
104.63 |
| S1 |
103.89 |
103.89 |
104.41 |
103.57 |
| S2 |
103.24 |
103.24 |
104.26 |
|
| S3 |
101.68 |
102.33 |
104.12 |
|
| S4 |
100.12 |
100.77 |
103.69 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.51 |
118.10 |
106.60 |
|
| R3 |
115.94 |
112.53 |
105.07 |
|
| R2 |
110.37 |
110.37 |
104.56 |
|
| R1 |
106.96 |
106.96 |
104.05 |
105.88 |
| PP |
104.80 |
104.80 |
104.80 |
104.27 |
| S1 |
101.39 |
101.39 |
103.03 |
100.31 |
| S2 |
99.23 |
99.23 |
102.52 |
|
| S3 |
93.66 |
95.82 |
102.01 |
|
| S4 |
88.09 |
90.25 |
100.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
102.59 |
4.86 |
4.6% |
2.42 |
2.3% |
40% |
False |
False |
73,036 |
| 10 |
108.75 |
102.59 |
6.16 |
5.9% |
2.16 |
2.1% |
32% |
False |
False |
71,270 |
| 20 |
109.13 |
102.59 |
6.54 |
6.3% |
2.05 |
2.0% |
30% |
False |
False |
73,080 |
| 40 |
111.30 |
97.70 |
13.60 |
13.0% |
2.11 |
2.0% |
50% |
False |
False |
78,255 |
| 60 |
111.30 |
96.67 |
14.63 |
14.0% |
2.13 |
2.0% |
54% |
False |
False |
68,802 |
| 80 |
111.30 |
93.40 |
17.90 |
17.1% |
2.17 |
2.1% |
62% |
False |
False |
58,700 |
| 100 |
111.30 |
93.40 |
17.90 |
17.1% |
2.21 |
2.1% |
62% |
False |
False |
53,839 |
| 120 |
111.30 |
84.37 |
26.93 |
25.8% |
2.26 |
2.2% |
75% |
False |
False |
49,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.33 |
|
2.618 |
109.78 |
|
1.618 |
108.22 |
|
1.000 |
107.26 |
|
0.618 |
106.66 |
|
HIGH |
105.70 |
|
0.618 |
105.10 |
|
0.500 |
104.92 |
|
0.382 |
104.74 |
|
LOW |
104.14 |
|
0.618 |
103.18 |
|
1.000 |
102.58 |
|
1.618 |
101.62 |
|
2.618 |
100.06 |
|
4.250 |
97.51 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.92 |
104.46 |
| PP |
104.80 |
104.38 |
| S1 |
104.67 |
104.29 |
|