NYMEX Light Sweet Crude Oil Future September 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 |
104.00 |
104.51 |
0.51 |
0.5% |
104.63 |
| High |
104.50 |
104.85 |
0.35 |
0.3% |
107.16 |
| Low |
102.80 |
102.66 |
-0.14 |
-0.1% |
103.07 |
| Close |
104.41 |
102.98 |
-1.43 |
-1.4% |
105.13 |
| Range |
1.70 |
2.19 |
0.49 |
28.8% |
4.09 |
| ATR |
2.01 |
2.02 |
0.01 |
0.6% |
0.00 |
| Volume |
22,443 |
20,968 |
-1,475 |
-6.6% |
85,614 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.07 |
108.71 |
104.18 |
|
| R3 |
107.88 |
106.52 |
103.58 |
|
| R2 |
105.69 |
105.69 |
103.38 |
|
| R1 |
104.33 |
104.33 |
103.18 |
103.92 |
| PP |
103.50 |
103.50 |
103.50 |
103.29 |
| S1 |
102.14 |
102.14 |
102.78 |
101.73 |
| S2 |
101.31 |
101.31 |
102.58 |
|
| S3 |
99.12 |
99.95 |
102.38 |
|
| S4 |
96.93 |
97.76 |
101.78 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.39 |
115.35 |
107.38 |
|
| R3 |
113.30 |
111.26 |
106.25 |
|
| R2 |
109.21 |
109.21 |
105.88 |
|
| R1 |
107.17 |
107.17 |
105.50 |
108.19 |
| PP |
105.12 |
105.12 |
105.12 |
105.63 |
| S1 |
103.08 |
103.08 |
104.76 |
104.10 |
| S2 |
101.03 |
101.03 |
104.38 |
|
| S3 |
96.94 |
98.99 |
104.01 |
|
| S4 |
92.85 |
94.90 |
102.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.87 |
102.66 |
4.21 |
4.1% |
1.94 |
1.9% |
8% |
False |
True |
22,855 |
| 10 |
109.01 |
102.66 |
6.35 |
6.2% |
2.02 |
2.0% |
5% |
False |
True |
18,460 |
| 20 |
109.84 |
102.66 |
7.18 |
7.0% |
1.87 |
1.8% |
4% |
False |
True |
18,987 |
| 40 |
110.87 |
102.32 |
8.55 |
8.3% |
1.75 |
1.7% |
8% |
False |
False |
18,979 |
| 60 |
110.87 |
97.59 |
13.28 |
12.9% |
1.66 |
1.6% |
41% |
False |
False |
16,551 |
| 80 |
110.87 |
93.44 |
17.43 |
16.9% |
1.61 |
1.6% |
55% |
False |
False |
13,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.16 |
|
2.618 |
110.58 |
|
1.618 |
108.39 |
|
1.000 |
107.04 |
|
0.618 |
106.20 |
|
HIGH |
104.85 |
|
0.618 |
104.01 |
|
0.500 |
103.76 |
|
0.382 |
103.50 |
|
LOW |
102.66 |
|
0.618 |
101.31 |
|
1.000 |
100.47 |
|
1.618 |
99.12 |
|
2.618 |
96.93 |
|
4.250 |
93.35 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.76 |
103.93 |
| PP |
103.50 |
103.61 |
| S1 |
103.24 |
103.30 |
|