NYMEX Light Sweet Crude Oil Future August 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 |
102.68 |
103.91 |
1.23 |
1.2% |
104.80 |
| High |
104.50 |
105.40 |
0.90 |
0.9% |
106.87 |
| Low |
102.41 |
103.74 |
1.33 |
1.3% |
102.66 |
| Close |
104.06 |
104.95 |
0.89 |
0.9% |
104.79 |
| Range |
2.09 |
1.66 |
-0.43 |
-20.6% |
4.21 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.4% |
0.00 |
| Volume |
25,672 |
26,289 |
617 |
2.4% |
99,724 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.68 |
108.97 |
105.86 |
|
| R3 |
108.02 |
107.31 |
105.41 |
|
| R2 |
106.36 |
106.36 |
105.25 |
|
| R1 |
105.65 |
105.65 |
105.10 |
106.01 |
| PP |
104.70 |
104.70 |
104.70 |
104.87 |
| S1 |
103.99 |
103.99 |
104.80 |
104.35 |
| S2 |
103.04 |
103.04 |
104.65 |
|
| S3 |
101.38 |
102.33 |
104.49 |
|
| S4 |
99.72 |
100.67 |
104.04 |
|
|
| 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 |
105.40 |
102.29 |
3.11 |
3.0% |
1.89 |
1.8% |
86% |
True |
False |
25,286 |
| 10 |
107.04 |
102.29 |
4.75 |
4.5% |
2.19 |
2.1% |
56% |
False |
False |
22,078 |
| 20 |
109.69 |
102.29 |
7.40 |
7.1% |
2.00 |
1.9% |
36% |
False |
False |
19,571 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.88 |
1.8% |
29% |
False |
False |
19,462 |
| 60 |
111.38 |
97.37 |
14.01 |
13.3% |
1.76 |
1.7% |
54% |
False |
False |
16,409 |
| 80 |
111.38 |
93.40 |
17.98 |
17.1% |
1.66 |
1.6% |
64% |
False |
False |
13,664 |
| 100 |
111.38 |
93.40 |
17.98 |
17.1% |
1.66 |
1.6% |
64% |
False |
False |
11,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.46 |
|
2.618 |
109.75 |
|
1.618 |
108.09 |
|
1.000 |
107.06 |
|
0.618 |
106.43 |
|
HIGH |
105.40 |
|
0.618 |
104.77 |
|
0.500 |
104.57 |
|
0.382 |
104.37 |
|
LOW |
103.74 |
|
0.618 |
102.71 |
|
1.000 |
102.08 |
|
1.618 |
101.05 |
|
2.618 |
99.39 |
|
4.250 |
96.69 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.82 |
104.58 |
| PP |
104.70 |
104.21 |
| S1 |
104.57 |
103.85 |
|