NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.15 |
103.23 |
-0.92 |
-0.9% |
102.99 |
| High |
104.34 |
103.84 |
-0.50 |
-0.5% |
104.69 |
| Low |
103.07 |
102.28 |
-0.79 |
-0.8% |
101.22 |
| Close |
103.32 |
103.37 |
0.05 |
0.0% |
103.32 |
| Range |
1.27 |
1.56 |
0.29 |
22.8% |
3.47 |
| ATR |
2.15 |
2.11 |
-0.04 |
-2.0% |
0.00 |
| Volume |
145,281 |
129,611 |
-15,670 |
-10.8% |
547,264 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.84 |
107.17 |
104.23 |
|
| R3 |
106.28 |
105.61 |
103.80 |
|
| R2 |
104.72 |
104.72 |
103.66 |
|
| R1 |
104.05 |
104.05 |
103.51 |
104.39 |
| PP |
103.16 |
103.16 |
103.16 |
103.33 |
| S1 |
102.49 |
102.49 |
103.23 |
102.83 |
| S2 |
101.60 |
101.60 |
103.08 |
|
| S3 |
100.04 |
100.93 |
102.94 |
|
| S4 |
98.48 |
99.37 |
102.51 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.87 |
105.23 |
|
| R3 |
110.02 |
108.40 |
104.27 |
|
| R2 |
106.55 |
106.55 |
103.96 |
|
| R1 |
104.93 |
104.93 |
103.64 |
105.74 |
| PP |
103.08 |
103.08 |
103.08 |
103.48 |
| S1 |
101.46 |
101.46 |
103.00 |
102.27 |
| S2 |
99.61 |
99.61 |
102.68 |
|
| S3 |
96.14 |
97.99 |
102.37 |
|
| S4 |
92.67 |
94.52 |
101.41 |
|
|
| 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 |
3.4% |
1.83 |
1.8% |
62% |
False |
False |
118,758 |
| 10 |
105.99 |
101.22 |
4.77 |
4.6% |
2.09 |
2.0% |
45% |
False |
False |
99,356 |
| 20 |
109.13 |
101.22 |
7.91 |
7.7% |
2.08 |
2.0% |
27% |
False |
False |
84,643 |
| 40 |
111.30 |
101.22 |
10.08 |
9.8% |
2.14 |
2.1% |
21% |
False |
False |
83,264 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.09 |
2.0% |
46% |
False |
False |
76,885 |
| 80 |
111.30 |
94.81 |
16.49 |
16.0% |
2.09 |
2.0% |
52% |
False |
False |
66,252 |
| 100 |
111.30 |
93.40 |
17.90 |
17.3% |
2.14 |
2.1% |
56% |
False |
False |
59,384 |
| 120 |
111.30 |
87.62 |
23.68 |
22.9% |
2.22 |
2.2% |
67% |
False |
False |
55,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.47 |
|
2.618 |
107.92 |
|
1.618 |
106.36 |
|
1.000 |
105.40 |
|
0.618 |
104.80 |
|
HIGH |
103.84 |
|
0.618 |
103.24 |
|
0.500 |
103.06 |
|
0.382 |
102.88 |
|
LOW |
102.28 |
|
0.618 |
101.32 |
|
1.000 |
100.72 |
|
1.618 |
99.76 |
|
2.618 |
98.20 |
|
4.250 |
95.65 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.27 |
103.49 |
| PP |
103.16 |
103.45 |
| S1 |
103.06 |
103.41 |
|