NYMEX Light Sweet Crude Oil Future June 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 |
101.45 |
103.08 |
1.63 |
1.6% |
103.78 |
| High |
103.62 |
104.69 |
1.07 |
1.0% |
105.99 |
| Low |
101.40 |
102.86 |
1.46 |
1.4% |
101.63 |
| Close |
103.18 |
104.10 |
0.92 |
0.9% |
103.83 |
| Range |
2.22 |
1.83 |
-0.39 |
-17.6% |
4.36 |
| ATR |
2.25 |
2.22 |
-0.03 |
-1.3% |
0.00 |
| Volume |
115,717 |
126,443 |
10,726 |
9.3% |
316,694 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.37 |
108.57 |
105.11 |
|
| R3 |
107.54 |
106.74 |
104.60 |
|
| R2 |
105.71 |
105.71 |
104.44 |
|
| R1 |
104.91 |
104.91 |
104.27 |
105.31 |
| PP |
103.88 |
103.88 |
103.88 |
104.09 |
| S1 |
103.08 |
103.08 |
103.93 |
103.48 |
| S2 |
102.05 |
102.05 |
103.76 |
|
| S3 |
100.22 |
101.25 |
103.60 |
|
| S4 |
98.39 |
99.42 |
103.09 |
|
|
| 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 |
104.69 |
101.22 |
3.47 |
3.3% |
2.01 |
1.9% |
83% |
True |
False |
101,702 |
| 10 |
106.21 |
101.22 |
4.99 |
4.8% |
2.29 |
2.2% |
58% |
False |
False |
89,307 |
| 20 |
109.13 |
101.22 |
7.91 |
7.6% |
2.16 |
2.1% |
36% |
False |
False |
79,191 |
| 40 |
111.30 |
101.22 |
10.08 |
9.7% |
2.15 |
2.1% |
29% |
False |
False |
81,124 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.11 |
2.0% |
51% |
False |
False |
73,932 |
| 80 |
111.30 |
93.40 |
17.90 |
17.2% |
2.10 |
2.0% |
60% |
False |
False |
63,509 |
| 100 |
111.30 |
93.40 |
17.90 |
17.2% |
2.19 |
2.1% |
60% |
False |
False |
57,807 |
| 120 |
111.30 |
85.00 |
26.30 |
25.3% |
2.24 |
2.2% |
73% |
False |
False |
53,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.47 |
|
2.618 |
109.48 |
|
1.618 |
107.65 |
|
1.000 |
106.52 |
|
0.618 |
105.82 |
|
HIGH |
104.69 |
|
0.618 |
103.99 |
|
0.500 |
103.78 |
|
0.382 |
103.56 |
|
LOW |
102.86 |
|
0.618 |
101.73 |
|
1.000 |
101.03 |
|
1.618 |
99.90 |
|
2.618 |
98.07 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.99 |
103.72 |
| PP |
103.88 |
103.34 |
| S1 |
103.78 |
102.96 |
|