NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.89 |
103.81 |
-0.08 |
-0.1% |
104.80 |
| High |
104.10 |
104.44 |
0.34 |
0.3% |
106.87 |
| Low |
102.47 |
102.29 |
-0.18 |
-0.2% |
102.66 |
| Close |
104.00 |
102.58 |
-1.42 |
-1.4% |
104.79 |
| Range |
1.63 |
2.15 |
0.52 |
31.9% |
4.21 |
| ATR |
2.07 |
2.08 |
0.01 |
0.3% |
0.00 |
| Volume |
19,591 |
21,817 |
2,226 |
11.4% |
99,724 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.55 |
108.22 |
103.76 |
|
| R3 |
107.40 |
106.07 |
103.17 |
|
| R2 |
105.25 |
105.25 |
102.97 |
|
| R1 |
103.92 |
103.92 |
102.78 |
103.51 |
| PP |
103.10 |
103.10 |
103.10 |
102.90 |
| S1 |
101.77 |
101.77 |
102.38 |
101.36 |
| S2 |
100.95 |
100.95 |
102.19 |
|
| S3 |
98.80 |
99.62 |
101.99 |
|
| S4 |
96.65 |
97.47 |
101.40 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.40 |
115.31 |
107.11 |
|
| R3 |
113.19 |
111.10 |
105.95 |
|
| R2 |
108.98 |
108.98 |
105.56 |
|
| R1 |
106.89 |
106.89 |
105.18 |
105.83 |
| PP |
104.77 |
104.77 |
104.77 |
104.25 |
| S1 |
102.68 |
102.68 |
104.40 |
101.62 |
| S2 |
100.56 |
100.56 |
104.02 |
|
| S3 |
96.35 |
98.47 |
103.63 |
|
| S4 |
92.14 |
94.26 |
102.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.60 |
102.29 |
4.31 |
4.2% |
2.00 |
2.0% |
7% |
False |
True |
24,814 |
| 10 |
108.87 |
102.29 |
6.58 |
6.4% |
2.13 |
2.1% |
4% |
False |
True |
18,574 |
| 20 |
109.69 |
102.29 |
7.40 |
7.2% |
1.96 |
1.9% |
4% |
False |
True |
19,255 |
| 40 |
111.38 |
101.96 |
9.42 |
9.2% |
1.84 |
1.8% |
7% |
False |
False |
18,664 |
| 60 |
111.38 |
97.37 |
14.01 |
13.7% |
1.72 |
1.7% |
37% |
False |
False |
15,831 |
| 80 |
111.38 |
93.40 |
17.98 |
17.5% |
1.70 |
1.7% |
51% |
False |
False |
13,145 |
| 100 |
111.38 |
93.40 |
17.98 |
17.5% |
1.66 |
1.6% |
51% |
False |
False |
11,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.58 |
|
2.618 |
110.07 |
|
1.618 |
107.92 |
|
1.000 |
106.59 |
|
0.618 |
105.77 |
|
HIGH |
104.44 |
|
0.618 |
103.62 |
|
0.500 |
103.37 |
|
0.382 |
103.11 |
|
LOW |
102.29 |
|
0.618 |
100.96 |
|
1.000 |
100.14 |
|
1.618 |
98.81 |
|
2.618 |
96.66 |
|
4.250 |
93.15 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.37 |
103.57 |
| PP |
103.10 |
103.24 |
| S1 |
102.84 |
102.91 |
|