NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.93 |
104.63 |
-0.30 |
-0.3% |
108.04 |
| High |
105.65 |
107.16 |
1.51 |
1.4% |
109.01 |
| Low |
104.48 |
103.82 |
-0.66 |
-0.6% |
103.94 |
| Close |
104.66 |
106.98 |
2.32 |
2.2% |
104.66 |
| Range |
1.17 |
3.34 |
2.17 |
185.5% |
5.07 |
| ATR |
1.85 |
1.96 |
0.11 |
5.7% |
0.00 |
| Volume |
20,887 |
14,750 |
-6,137 |
-29.4% |
73,327 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.01 |
114.83 |
108.82 |
|
| R3 |
112.67 |
111.49 |
107.90 |
|
| R2 |
109.33 |
109.33 |
107.59 |
|
| R1 |
108.15 |
108.15 |
107.29 |
108.74 |
| PP |
105.99 |
105.99 |
105.99 |
106.28 |
| S1 |
104.81 |
104.81 |
106.67 |
105.40 |
| S2 |
102.65 |
102.65 |
106.37 |
|
| S3 |
99.31 |
101.47 |
106.06 |
|
| S4 |
95.97 |
98.13 |
105.14 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
117.94 |
107.45 |
|
| R3 |
116.01 |
112.87 |
106.05 |
|
| R2 |
110.94 |
110.94 |
105.59 |
|
| R1 |
107.80 |
107.80 |
105.12 |
106.84 |
| PP |
105.87 |
105.87 |
105.87 |
105.39 |
| S1 |
102.73 |
102.73 |
104.20 |
101.77 |
| S2 |
100.80 |
100.80 |
103.73 |
|
| S3 |
95.73 |
97.66 |
103.27 |
|
| S4 |
90.66 |
92.59 |
101.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.01 |
103.82 |
5.19 |
4.9% |
2.09 |
2.0% |
61% |
False |
True |
14,066 |
| 10 |
109.43 |
103.82 |
5.61 |
5.2% |
1.94 |
1.8% |
56% |
False |
True |
15,935 |
| 20 |
109.84 |
103.82 |
6.02 |
5.6% |
1.80 |
1.7% |
52% |
False |
True |
17,935 |
| 40 |
110.87 |
99.03 |
11.84 |
11.1% |
1.68 |
1.6% |
67% |
False |
False |
18,183 |
| 60 |
110.87 |
97.59 |
13.28 |
12.4% |
1.65 |
1.5% |
71% |
False |
False |
15,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.36 |
|
2.618 |
115.90 |
|
1.618 |
112.56 |
|
1.000 |
110.50 |
|
0.618 |
109.22 |
|
HIGH |
107.16 |
|
0.618 |
105.88 |
|
0.500 |
105.49 |
|
0.382 |
105.10 |
|
LOW |
103.82 |
|
0.618 |
101.76 |
|
1.000 |
100.48 |
|
1.618 |
98.42 |
|
2.618 |
95.08 |
|
4.250 |
89.63 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.48 |
106.48 |
| PP |
105.99 |
105.99 |
| S1 |
105.49 |
105.49 |
|