NYMEX Light Sweet Crude Oil Future July 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 |
104.21 |
106.00 |
1.79 |
1.7% |
107.76 |
| High |
106.48 |
106.20 |
-0.28 |
-0.3% |
108.63 |
| Low |
103.10 |
104.70 |
1.60 |
1.6% |
103.15 |
| Close |
106.27 |
105.08 |
-1.19 |
-1.1% |
104.03 |
| Range |
3.38 |
1.50 |
-1.88 |
-55.6% |
5.48 |
| ATR |
2.16 |
2.12 |
-0.04 |
-2.0% |
0.00 |
| Volume |
33,188 |
37,590 |
4,402 |
13.3% |
146,046 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.83 |
108.95 |
105.91 |
|
| R3 |
108.33 |
107.45 |
105.49 |
|
| R2 |
106.83 |
106.83 |
105.36 |
|
| R1 |
105.95 |
105.95 |
105.22 |
105.64 |
| PP |
105.33 |
105.33 |
105.33 |
105.17 |
| S1 |
104.45 |
104.45 |
104.94 |
104.14 |
| S2 |
103.83 |
103.83 |
104.81 |
|
| S3 |
102.33 |
102.95 |
104.67 |
|
| S4 |
100.83 |
101.45 |
104.26 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.71 |
118.35 |
107.04 |
|
| R3 |
116.23 |
112.87 |
105.54 |
|
| R2 |
110.75 |
110.75 |
105.03 |
|
| R1 |
107.39 |
107.39 |
104.53 |
106.33 |
| PP |
105.27 |
105.27 |
105.27 |
104.74 |
| S1 |
101.91 |
101.91 |
103.53 |
100.85 |
| S2 |
99.79 |
99.79 |
103.03 |
|
| S3 |
94.31 |
96.43 |
102.52 |
|
| S4 |
88.83 |
90.95 |
101.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.91 |
103.10 |
4.81 |
4.6% |
2.37 |
2.3% |
41% |
False |
False |
33,980 |
| 10 |
109.21 |
103.10 |
6.11 |
5.8% |
2.11 |
2.0% |
32% |
False |
False |
30,861 |
| 20 |
109.51 |
103.10 |
6.41 |
6.1% |
1.98 |
1.9% |
31% |
False |
False |
32,987 |
| 40 |
111.49 |
98.30 |
13.19 |
12.6% |
1.97 |
1.9% |
51% |
False |
False |
31,118 |
| 60 |
111.49 |
97.05 |
14.44 |
13.7% |
1.97 |
1.9% |
56% |
False |
False |
25,208 |
| 80 |
111.49 |
93.45 |
18.04 |
17.2% |
1.96 |
1.9% |
64% |
False |
False |
20,461 |
| 100 |
111.49 |
93.45 |
18.04 |
17.2% |
1.95 |
1.9% |
64% |
False |
False |
17,827 |
| 120 |
111.49 |
84.58 |
26.91 |
25.6% |
1.95 |
1.9% |
76% |
False |
False |
15,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.58 |
|
2.618 |
110.13 |
|
1.618 |
108.63 |
|
1.000 |
107.70 |
|
0.618 |
107.13 |
|
HIGH |
106.20 |
|
0.618 |
105.63 |
|
0.500 |
105.45 |
|
0.382 |
105.27 |
|
LOW |
104.70 |
|
0.618 |
103.77 |
|
1.000 |
103.20 |
|
1.618 |
102.27 |
|
2.618 |
100.77 |
|
4.250 |
98.33 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.45 |
104.98 |
| PP |
105.33 |
104.89 |
| S1 |
105.20 |
104.79 |
|