NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
106.00 |
105.14 |
-0.86 |
-0.8% |
107.76 |
| High |
106.20 |
105.14 |
-1.06 |
-1.0% |
108.63 |
| Low |
104.70 |
102.26 |
-2.44 |
-2.3% |
103.15 |
| Close |
105.08 |
102.61 |
-2.47 |
-2.4% |
104.03 |
| Range |
1.50 |
2.88 |
1.38 |
92.0% |
5.48 |
| ATR |
2.12 |
2.18 |
0.05 |
2.6% |
0.00 |
| Volume |
37,590 |
38,471 |
881 |
2.3% |
146,046 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.98 |
110.17 |
104.19 |
|
| R3 |
109.10 |
107.29 |
103.40 |
|
| R2 |
106.22 |
106.22 |
103.14 |
|
| R1 |
104.41 |
104.41 |
102.87 |
103.88 |
| PP |
103.34 |
103.34 |
103.34 |
103.07 |
| S1 |
101.53 |
101.53 |
102.35 |
101.00 |
| S2 |
100.46 |
100.46 |
102.08 |
|
| S3 |
97.58 |
98.65 |
101.82 |
|
| S4 |
94.70 |
95.77 |
101.03 |
|
|
| 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 |
106.70 |
102.26 |
4.44 |
4.3% |
2.51 |
2.4% |
8% |
False |
True |
37,359 |
| 10 |
109.21 |
102.26 |
6.95 |
6.8% |
2.25 |
2.2% |
5% |
False |
True |
31,306 |
| 20 |
109.51 |
102.26 |
7.25 |
7.1% |
2.02 |
2.0% |
5% |
False |
True |
33,217 |
| 40 |
111.49 |
99.70 |
11.79 |
11.5% |
1.97 |
1.9% |
25% |
False |
False |
31,526 |
| 60 |
111.49 |
97.05 |
14.44 |
14.1% |
1.99 |
1.9% |
39% |
False |
False |
25,648 |
| 80 |
111.49 |
93.45 |
18.04 |
17.6% |
1.96 |
1.9% |
51% |
False |
False |
20,866 |
| 100 |
111.49 |
93.45 |
18.04 |
17.6% |
1.95 |
1.9% |
51% |
False |
False |
18,137 |
| 120 |
111.49 |
84.58 |
26.91 |
26.2% |
1.96 |
1.9% |
67% |
False |
False |
15,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.38 |
|
2.618 |
112.68 |
|
1.618 |
109.80 |
|
1.000 |
108.02 |
|
0.618 |
106.92 |
|
HIGH |
105.14 |
|
0.618 |
104.04 |
|
0.500 |
103.70 |
|
0.382 |
103.36 |
|
LOW |
102.26 |
|
0.618 |
100.48 |
|
1.000 |
99.38 |
|
1.618 |
97.60 |
|
2.618 |
94.72 |
|
4.250 |
90.02 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.70 |
104.37 |
| PP |
103.34 |
103.78 |
| S1 |
102.97 |
103.20 |
|