NYMEX Light Sweet Crude Oil Future August 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 |
106.42 |
105.51 |
-0.91 |
-0.9% |
107.95 |
| High |
106.60 |
105.54 |
-1.06 |
-1.0% |
108.87 |
| Low |
105.15 |
102.66 |
-2.49 |
-2.4% |
103.52 |
| Close |
105.51 |
103.08 |
-2.43 |
-2.3% |
104.40 |
| Range |
1.45 |
2.88 |
1.43 |
98.6% |
5.35 |
| ATR |
2.00 |
2.06 |
0.06 |
3.1% |
0.00 |
| Volume |
23,343 |
26,261 |
2,918 |
12.5% |
61,258 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.40 |
110.62 |
104.66 |
|
| R3 |
109.52 |
107.74 |
103.87 |
|
| R2 |
106.64 |
106.64 |
103.61 |
|
| R1 |
104.86 |
104.86 |
103.34 |
104.31 |
| PP |
103.76 |
103.76 |
103.76 |
103.49 |
| S1 |
101.98 |
101.98 |
102.82 |
101.43 |
| S2 |
100.88 |
100.88 |
102.55 |
|
| S3 |
98.00 |
99.10 |
102.29 |
|
| S4 |
95.12 |
96.22 |
101.50 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.65 |
118.37 |
107.34 |
|
| R3 |
116.30 |
113.02 |
105.87 |
|
| R2 |
110.95 |
110.95 |
105.38 |
|
| R1 |
107.67 |
107.67 |
104.89 |
106.64 |
| PP |
105.60 |
105.60 |
105.60 |
105.08 |
| S1 |
102.32 |
102.32 |
103.91 |
101.29 |
| S2 |
100.25 |
100.25 |
103.42 |
|
| S3 |
94.90 |
96.97 |
102.93 |
|
| S4 |
89.55 |
91.62 |
101.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.04 |
102.66 |
4.38 |
4.2% |
2.49 |
2.4% |
10% |
False |
True |
18,870 |
| 10 |
109.08 |
102.66 |
6.42 |
6.2% |
2.17 |
2.1% |
7% |
False |
True |
15,698 |
| 20 |
109.69 |
102.66 |
7.03 |
6.8% |
1.89 |
1.8% |
6% |
False |
True |
19,571 |
| 40 |
111.38 |
100.25 |
11.13 |
10.8% |
1.82 |
1.8% |
25% |
False |
False |
18,169 |
| 60 |
111.38 |
97.37 |
14.01 |
13.6% |
1.72 |
1.7% |
41% |
False |
False |
14,926 |
| 80 |
111.38 |
93.40 |
17.98 |
17.4% |
1.69 |
1.6% |
54% |
False |
False |
12,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.78 |
|
2.618 |
113.08 |
|
1.618 |
110.20 |
|
1.000 |
108.42 |
|
0.618 |
107.32 |
|
HIGH |
105.54 |
|
0.618 |
104.44 |
|
0.500 |
104.10 |
|
0.382 |
103.76 |
|
LOW |
102.66 |
|
0.618 |
100.88 |
|
1.000 |
99.78 |
|
1.618 |
98.00 |
|
2.618 |
95.12 |
|
4.250 |
90.42 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.10 |
104.77 |
| PP |
103.76 |
104.20 |
| S1 |
103.42 |
103.64 |
|