NYMEX Light Sweet Crude Oil Future July 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 |
103.09 |
103.93 |
0.84 |
0.8% |
104.21 |
| High |
104.45 |
103.93 |
-0.52 |
-0.5% |
106.48 |
| Low |
102.50 |
101.93 |
-0.57 |
-0.6% |
102.26 |
| Close |
104.35 |
103.52 |
-0.83 |
-0.8% |
104.35 |
| Range |
1.95 |
2.00 |
0.05 |
2.6% |
4.22 |
| ATR |
2.16 |
2.18 |
0.02 |
0.9% |
0.00 |
| Volume |
57,800 |
40,496 |
-17,304 |
-29.9% |
167,049 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.13 |
108.32 |
104.62 |
|
| R3 |
107.13 |
106.32 |
104.07 |
|
| R2 |
105.13 |
105.13 |
103.89 |
|
| R1 |
104.32 |
104.32 |
103.70 |
103.73 |
| PP |
103.13 |
103.13 |
103.13 |
102.83 |
| S1 |
102.32 |
102.32 |
103.34 |
101.73 |
| S2 |
101.13 |
101.13 |
103.15 |
|
| S3 |
99.13 |
100.32 |
102.97 |
|
| S4 |
97.13 |
98.32 |
102.42 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.02 |
114.91 |
106.67 |
|
| R3 |
112.80 |
110.69 |
105.51 |
|
| R2 |
108.58 |
108.58 |
105.12 |
|
| R1 |
106.47 |
106.47 |
104.74 |
107.53 |
| PP |
104.36 |
104.36 |
104.36 |
104.89 |
| S1 |
102.25 |
102.25 |
103.96 |
103.31 |
| S2 |
100.14 |
100.14 |
103.58 |
|
| S3 |
95.92 |
98.03 |
103.19 |
|
| S4 |
91.70 |
93.81 |
102.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.48 |
101.93 |
4.55 |
4.4% |
2.34 |
2.3% |
35% |
False |
True |
41,509 |
| 10 |
108.63 |
101.93 |
6.70 |
6.5% |
2.09 |
2.0% |
24% |
False |
True |
35,359 |
| 20 |
109.51 |
101.93 |
7.58 |
7.3% |
2.06 |
2.0% |
21% |
False |
True |
34,272 |
| 40 |
111.49 |
99.70 |
11.79 |
11.4% |
2.00 |
1.9% |
32% |
False |
False |
31,897 |
| 60 |
111.49 |
97.05 |
14.44 |
13.9% |
2.00 |
1.9% |
45% |
False |
False |
26,927 |
| 80 |
111.49 |
93.45 |
18.04 |
17.4% |
1.98 |
1.9% |
56% |
False |
False |
21,966 |
| 100 |
111.49 |
93.45 |
18.04 |
17.4% |
1.95 |
1.9% |
56% |
False |
False |
18,995 |
| 120 |
111.49 |
85.15 |
26.34 |
25.4% |
1.96 |
1.9% |
70% |
False |
False |
16,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.43 |
|
2.618 |
109.17 |
|
1.618 |
107.17 |
|
1.000 |
105.93 |
|
0.618 |
105.17 |
|
HIGH |
103.93 |
|
0.618 |
103.17 |
|
0.500 |
102.93 |
|
0.382 |
102.69 |
|
LOW |
101.93 |
|
0.618 |
100.69 |
|
1.000 |
99.93 |
|
1.618 |
98.69 |
|
2.618 |
96.69 |
|
4.250 |
93.43 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.32 |
103.54 |
| PP |
103.13 |
103.53 |
| S1 |
102.93 |
103.53 |
|