NYMEX Light Sweet Crude Oil Future June 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 |
102.44 |
102.99 |
0.55 |
0.5% |
103.78 |
| High |
103.92 |
103.12 |
-0.80 |
-0.8% |
105.99 |
| Low |
101.92 |
101.36 |
-0.56 |
-0.5% |
101.63 |
| Close |
103.83 |
102.98 |
-0.85 |
-0.8% |
103.83 |
| Range |
2.00 |
1.76 |
-0.24 |
-12.0% |
4.36 |
| ATR |
2.24 |
2.26 |
0.02 |
0.7% |
0.00 |
| Volume |
106,531 |
83,082 |
-23,449 |
-22.0% |
316,694 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.77 |
107.13 |
103.95 |
|
| R3 |
106.01 |
105.37 |
103.46 |
|
| R2 |
104.25 |
104.25 |
103.30 |
|
| R1 |
103.61 |
103.61 |
103.14 |
103.05 |
| PP |
102.49 |
102.49 |
102.49 |
102.21 |
| S1 |
101.85 |
101.85 |
102.82 |
101.29 |
| S2 |
100.73 |
100.73 |
102.66 |
|
| S3 |
98.97 |
100.09 |
102.50 |
|
| S4 |
97.21 |
98.33 |
102.01 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.90 |
114.72 |
106.23 |
|
| R3 |
112.54 |
110.36 |
105.03 |
|
| R2 |
108.18 |
108.18 |
104.63 |
|
| R1 |
106.00 |
106.00 |
104.23 |
107.09 |
| PP |
103.82 |
103.82 |
103.82 |
104.36 |
| S1 |
101.64 |
101.64 |
103.43 |
102.73 |
| S2 |
99.46 |
99.46 |
103.03 |
|
| S3 |
95.10 |
97.28 |
102.63 |
|
| S4 |
90.74 |
92.92 |
101.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.99 |
101.36 |
4.63 |
4.5% |
2.34 |
2.3% |
35% |
False |
True |
79,955 |
| 10 |
108.22 |
101.36 |
6.86 |
6.7% |
2.12 |
2.1% |
24% |
False |
True |
72,882 |
| 20 |
109.13 |
101.36 |
7.77 |
7.5% |
2.12 |
2.1% |
21% |
False |
True |
73,576 |
| 40 |
111.30 |
99.03 |
12.27 |
11.9% |
2.13 |
2.1% |
32% |
False |
False |
77,042 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.15 |
2.1% |
43% |
False |
False |
70,995 |
| 80 |
111.30 |
93.40 |
17.90 |
17.4% |
2.16 |
2.1% |
54% |
False |
False |
60,773 |
| 100 |
111.30 |
93.40 |
17.90 |
17.4% |
2.21 |
2.1% |
54% |
False |
False |
55,489 |
| 120 |
111.30 |
85.00 |
26.30 |
25.5% |
2.26 |
2.2% |
68% |
False |
False |
51,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.60 |
|
2.618 |
107.73 |
|
1.618 |
105.97 |
|
1.000 |
104.88 |
|
0.618 |
104.21 |
|
HIGH |
103.12 |
|
0.618 |
102.45 |
|
0.500 |
102.24 |
|
0.382 |
102.03 |
|
LOW |
101.36 |
|
0.618 |
100.27 |
|
1.000 |
99.60 |
|
1.618 |
98.51 |
|
2.618 |
96.75 |
|
4.250 |
93.88 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.73 |
103.00 |
| PP |
102.49 |
102.99 |
| S1 |
102.24 |
102.99 |
|