NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
102.14 |
103.51 |
1.37 |
1.3% |
104.21 |
High |
104.11 |
105.13 |
1.02 |
1.0% |
106.48 |
Low |
101.94 |
103.35 |
1.41 |
1.4% |
102.26 |
Close |
103.66 |
104.57 |
0.91 |
0.9% |
104.35 |
Range |
2.17 |
1.78 |
-0.39 |
-18.0% |
4.22 |
ATR |
2.18 |
2.15 |
-0.03 |
-1.3% |
0.00 |
Volume |
47,377 |
54,954 |
7,577 |
16.0% |
167,049 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.69 |
108.91 |
105.55 |
|
R3 |
107.91 |
107.13 |
105.06 |
|
R2 |
106.13 |
106.13 |
104.90 |
|
R1 |
105.35 |
105.35 |
104.73 |
105.74 |
PP |
104.35 |
104.35 |
104.35 |
104.55 |
S1 |
103.57 |
103.57 |
104.41 |
103.96 |
S2 |
102.57 |
102.57 |
104.24 |
|
S3 |
100.79 |
101.79 |
104.08 |
|
S4 |
99.01 |
100.01 |
103.59 |
|
|
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 |
105.13 |
101.77 |
3.36 |
3.2% |
2.03 |
1.9% |
83% |
True |
False |
47,612 |
10 |
106.70 |
101.77 |
4.93 |
4.7% |
2.27 |
2.2% |
57% |
False |
False |
42,485 |
20 |
109.51 |
101.77 |
7.74 |
7.4% |
2.11 |
2.0% |
36% |
False |
False |
35,776 |
40 |
111.49 |
101.77 |
9.72 |
9.3% |
2.04 |
1.9% |
29% |
False |
False |
33,806 |
60 |
111.49 |
97.05 |
14.44 |
13.8% |
1.98 |
1.9% |
52% |
False |
False |
28,682 |
80 |
111.49 |
93.45 |
18.04 |
17.3% |
1.93 |
1.8% |
62% |
False |
False |
23,481 |
100 |
111.49 |
93.45 |
18.04 |
17.3% |
1.94 |
1.9% |
62% |
False |
False |
20,244 |
120 |
111.49 |
85.15 |
26.34 |
25.2% |
1.94 |
1.9% |
74% |
False |
False |
17,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.70 |
2.618 |
109.79 |
1.618 |
108.01 |
1.000 |
106.91 |
0.618 |
106.23 |
HIGH |
105.13 |
0.618 |
104.45 |
0.500 |
104.24 |
0.382 |
104.03 |
LOW |
103.35 |
0.618 |
102.25 |
1.000 |
101.57 |
1.618 |
100.47 |
2.618 |
98.69 |
4.250 |
95.79 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
104.46 |
104.20 |
PP |
104.35 |
103.82 |
S1 |
104.24 |
103.45 |
|