NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.30 |
102.14 |
-1.16 |
-1.1% |
104.21 |
| High |
104.01 |
104.11 |
0.10 |
0.1% |
106.48 |
| Low |
101.77 |
101.94 |
0.17 |
0.2% |
102.26 |
| Close |
102.11 |
103.66 |
1.55 |
1.5% |
104.35 |
| Range |
2.24 |
2.17 |
-0.07 |
-3.1% |
4.22 |
| ATR |
2.18 |
2.18 |
0.00 |
0.0% |
0.00 |
| Volume |
37,436 |
47,377 |
9,941 |
26.6% |
167,049 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.75 |
108.87 |
104.85 |
|
| R3 |
107.58 |
106.70 |
104.26 |
|
| R2 |
105.41 |
105.41 |
104.06 |
|
| R1 |
104.53 |
104.53 |
103.86 |
104.97 |
| PP |
103.24 |
103.24 |
103.24 |
103.46 |
| S1 |
102.36 |
102.36 |
103.46 |
102.80 |
| S2 |
101.07 |
101.07 |
103.26 |
|
| S3 |
98.90 |
100.19 |
103.06 |
|
| S4 |
96.73 |
98.02 |
102.47 |
|
|
| 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 |
105.14 |
101.77 |
3.37 |
3.3% |
2.25 |
2.2% |
56% |
False |
False |
44,316 |
| 10 |
107.91 |
101.77 |
6.14 |
5.9% |
2.31 |
2.2% |
31% |
False |
False |
39,148 |
| 20 |
109.51 |
101.77 |
7.74 |
7.5% |
2.11 |
2.0% |
24% |
False |
False |
35,375 |
| 40 |
111.49 |
101.77 |
9.72 |
9.4% |
2.02 |
2.0% |
19% |
False |
False |
32,930 |
| 60 |
111.49 |
97.05 |
14.44 |
13.9% |
1.98 |
1.9% |
46% |
False |
False |
27,990 |
| 80 |
111.49 |
93.45 |
18.04 |
17.4% |
1.94 |
1.9% |
57% |
False |
False |
22,848 |
| 100 |
111.49 |
93.45 |
18.04 |
17.4% |
1.96 |
1.9% |
57% |
False |
False |
19,744 |
| 120 |
111.49 |
85.15 |
26.34 |
25.4% |
1.95 |
1.9% |
70% |
False |
False |
17,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.33 |
|
2.618 |
109.79 |
|
1.618 |
107.62 |
|
1.000 |
106.28 |
|
0.618 |
105.45 |
|
HIGH |
104.11 |
|
0.618 |
103.28 |
|
0.500 |
103.03 |
|
0.382 |
102.77 |
|
LOW |
101.94 |
|
0.618 |
100.60 |
|
1.000 |
99.77 |
|
1.618 |
98.43 |
|
2.618 |
96.26 |
|
4.250 |
92.72 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.45 |
103.42 |
| PP |
103.24 |
103.18 |
| S1 |
103.03 |
102.94 |
|