NYMEX Light Sweet Crude Oil Future August 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 |
103.81 |
102.68 |
-1.13 |
-1.1% |
104.80 |
| High |
104.44 |
104.50 |
0.06 |
0.1% |
106.87 |
| Low |
102.29 |
102.41 |
0.12 |
0.1% |
102.66 |
| Close |
102.58 |
104.06 |
1.48 |
1.4% |
104.79 |
| Range |
2.15 |
2.09 |
-0.06 |
-2.8% |
4.21 |
| ATR |
2.08 |
2.08 |
0.00 |
0.0% |
0.00 |
| Volume |
21,817 |
25,672 |
3,855 |
17.7% |
99,724 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.93 |
109.08 |
105.21 |
|
| R3 |
107.84 |
106.99 |
104.63 |
|
| R2 |
105.75 |
105.75 |
104.44 |
|
| R1 |
104.90 |
104.90 |
104.25 |
105.33 |
| PP |
103.66 |
103.66 |
103.66 |
103.87 |
| S1 |
102.81 |
102.81 |
103.87 |
103.24 |
| S2 |
101.57 |
101.57 |
103.68 |
|
| S3 |
99.48 |
100.72 |
103.49 |
|
| S4 |
97.39 |
98.63 |
102.91 |
|
|
| 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 |
105.54 |
102.29 |
3.25 |
3.1% |
2.13 |
2.0% |
54% |
False |
False |
25,280 |
| 10 |
108.24 |
102.29 |
5.95 |
5.7% |
2.24 |
2.1% |
30% |
False |
False |
20,345 |
| 20 |
109.69 |
102.29 |
7.40 |
7.1% |
2.00 |
1.9% |
24% |
False |
False |
19,676 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.86 |
1.8% |
19% |
False |
False |
18,984 |
| 60 |
111.38 |
97.37 |
14.01 |
13.5% |
1.74 |
1.7% |
48% |
False |
False |
16,137 |
| 80 |
111.38 |
93.40 |
17.98 |
17.3% |
1.66 |
1.6% |
59% |
False |
False |
13,373 |
| 100 |
111.38 |
93.40 |
17.98 |
17.3% |
1.68 |
1.6% |
59% |
False |
False |
11,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.38 |
|
2.618 |
109.97 |
|
1.618 |
107.88 |
|
1.000 |
106.59 |
|
0.618 |
105.79 |
|
HIGH |
104.50 |
|
0.618 |
103.70 |
|
0.500 |
103.46 |
|
0.382 |
103.21 |
|
LOW |
102.41 |
|
0.618 |
101.12 |
|
1.000 |
100.32 |
|
1.618 |
99.03 |
|
2.618 |
96.94 |
|
4.250 |
93.53 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.86 |
103.84 |
| PP |
103.66 |
103.62 |
| S1 |
103.46 |
103.40 |
|