NYMEX Light Sweet Crude Oil Future June 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 |
104.62 |
102.44 |
-2.18 |
-2.1% |
107.45 |
| High |
104.63 |
103.92 |
-0.71 |
-0.7% |
108.22 |
| Low |
101.63 |
101.92 |
0.29 |
0.3% |
102.65 |
| Close |
102.03 |
103.83 |
1.80 |
1.8% |
103.54 |
| Range |
3.00 |
2.00 |
-1.00 |
-33.3% |
5.57 |
| ATR |
2.26 |
2.24 |
-0.02 |
-0.8% |
0.00 |
| Volume |
72,891 |
106,531 |
33,640 |
46.2% |
329,053 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.22 |
108.53 |
104.93 |
|
| R3 |
107.22 |
106.53 |
104.38 |
|
| R2 |
105.22 |
105.22 |
104.20 |
|
| R1 |
104.53 |
104.53 |
104.01 |
104.88 |
| PP |
103.22 |
103.22 |
103.22 |
103.40 |
| S1 |
102.53 |
102.53 |
103.65 |
102.88 |
| S2 |
101.22 |
101.22 |
103.46 |
|
| S3 |
99.22 |
100.53 |
103.28 |
|
| S4 |
97.22 |
98.53 |
102.73 |
|
|
| 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 |
105.99 |
101.63 |
4.36 |
4.2% |
2.26 |
2.2% |
50% |
False |
False |
79,520 |
| 10 |
108.75 |
101.63 |
7.12 |
6.9% |
2.25 |
2.2% |
31% |
False |
False |
72,199 |
| 20 |
109.13 |
101.63 |
7.50 |
7.2% |
2.13 |
2.1% |
29% |
False |
False |
73,653 |
| 40 |
111.30 |
99.03 |
12.27 |
11.8% |
2.12 |
2.0% |
39% |
False |
False |
77,370 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.15 |
2.1% |
49% |
False |
False |
70,374 |
| 80 |
111.30 |
93.40 |
17.90 |
17.2% |
2.16 |
2.1% |
58% |
False |
False |
60,077 |
| 100 |
111.30 |
93.40 |
17.90 |
17.2% |
2.21 |
2.1% |
58% |
False |
False |
54,976 |
| 120 |
111.30 |
85.00 |
26.30 |
25.3% |
2.27 |
2.2% |
72% |
False |
False |
50,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.42 |
|
2.618 |
109.16 |
|
1.618 |
107.16 |
|
1.000 |
105.92 |
|
0.618 |
105.16 |
|
HIGH |
103.92 |
|
0.618 |
103.16 |
|
0.500 |
102.92 |
|
0.382 |
102.68 |
|
LOW |
101.92 |
|
0.618 |
100.68 |
|
1.000 |
99.92 |
|
1.618 |
98.68 |
|
2.618 |
96.68 |
|
4.250 |
93.42 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.53 |
103.78 |
| PP |
103.22 |
103.72 |
| S1 |
102.92 |
103.67 |
|