NYMEX Light Sweet Crude Oil Future September 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 |
106.63 |
105.52 |
-1.11 |
-1.0% |
108.04 |
| High |
106.87 |
105.54 |
-1.33 |
-1.2% |
109.01 |
| Low |
105.48 |
103.07 |
-2.41 |
-2.3% |
103.94 |
| Close |
105.85 |
103.45 |
-2.40 |
-2.3% |
104.66 |
| Range |
1.39 |
2.47 |
1.08 |
77.7% |
5.07 |
| ATR |
1.93 |
1.99 |
0.06 |
3.2% |
0.00 |
| Volume |
21,546 |
24,390 |
2,844 |
13.2% |
73,327 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
109.91 |
104.81 |
|
| R3 |
108.96 |
107.44 |
104.13 |
|
| R2 |
106.49 |
106.49 |
103.90 |
|
| R1 |
104.97 |
104.97 |
103.68 |
104.50 |
| PP |
104.02 |
104.02 |
104.02 |
103.78 |
| S1 |
102.50 |
102.50 |
103.22 |
102.03 |
| S2 |
101.55 |
101.55 |
103.00 |
|
| S3 |
99.08 |
100.03 |
102.77 |
|
| S4 |
96.61 |
97.56 |
102.09 |
|
|
| 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 |
107.16 |
103.07 |
4.09 |
4.0% |
2.30 |
2.2% |
9% |
False |
True |
20,086 |
| 10 |
109.41 |
103.07 |
6.34 |
6.1% |
1.99 |
1.9% |
6% |
False |
True |
16,516 |
| 20 |
109.84 |
103.07 |
6.77 |
6.5% |
1.79 |
1.7% |
6% |
False |
True |
18,839 |
| 40 |
110.87 |
100.70 |
10.17 |
9.8% |
1.69 |
1.6% |
27% |
False |
False |
18,681 |
| 60 |
110.87 |
97.59 |
13.28 |
12.8% |
1.67 |
1.6% |
44% |
False |
False |
15,782 |
| 80 |
110.87 |
93.44 |
17.43 |
16.8% |
1.59 |
1.5% |
57% |
False |
False |
13,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.04 |
|
2.618 |
112.01 |
|
1.618 |
109.54 |
|
1.000 |
108.01 |
|
0.618 |
107.07 |
|
HIGH |
105.54 |
|
0.618 |
104.60 |
|
0.500 |
104.31 |
|
0.382 |
104.01 |
|
LOW |
103.07 |
|
0.618 |
101.54 |
|
1.000 |
100.60 |
|
1.618 |
99.07 |
|
2.618 |
96.60 |
|
4.250 |
92.57 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.31 |
105.12 |
| PP |
104.02 |
104.56 |
| S1 |
103.74 |
104.01 |
|