NYMEX Light Sweet Crude Oil Future September 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 |
104.51 |
102.87 |
-1.64 |
-1.6% |
104.63 |
| High |
104.85 |
104.77 |
-0.08 |
-0.1% |
107.16 |
| Low |
102.66 |
102.78 |
0.12 |
0.1% |
103.07 |
| Close |
102.98 |
104.38 |
1.40 |
1.4% |
105.13 |
| Range |
2.19 |
1.99 |
-0.20 |
-9.1% |
4.09 |
| ATR |
2.02 |
2.02 |
0.00 |
-0.1% |
0.00 |
| Volume |
20,968 |
26,276 |
5,308 |
25.3% |
85,614 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
109.15 |
105.47 |
|
| R3 |
107.96 |
107.16 |
104.93 |
|
| R2 |
105.97 |
105.97 |
104.74 |
|
| R1 |
105.17 |
105.17 |
104.56 |
105.57 |
| PP |
103.98 |
103.98 |
103.98 |
104.18 |
| S1 |
103.18 |
103.18 |
104.20 |
103.58 |
| S2 |
101.99 |
101.99 |
104.02 |
|
| S3 |
100.00 |
101.19 |
103.83 |
|
| S4 |
98.01 |
99.20 |
103.29 |
|
|
| 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 |
105.54 |
102.66 |
2.88 |
2.8% |
2.06 |
2.0% |
60% |
False |
False |
23,801 |
| 10 |
108.19 |
102.66 |
5.53 |
5.3% |
2.12 |
2.0% |
31% |
False |
False |
20,568 |
| 20 |
109.84 |
102.66 |
7.18 |
6.9% |
1.89 |
1.8% |
24% |
False |
False |
19,486 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.76 |
1.7% |
21% |
False |
False |
19,331 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.66 |
1.6% |
51% |
False |
False |
16,829 |
| 80 |
110.87 |
93.44 |
17.43 |
16.7% |
1.59 |
1.5% |
63% |
False |
False |
14,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.23 |
|
2.618 |
109.98 |
|
1.618 |
107.99 |
|
1.000 |
106.76 |
|
0.618 |
106.00 |
|
HIGH |
104.77 |
|
0.618 |
104.01 |
|
0.500 |
103.78 |
|
0.382 |
103.54 |
|
LOW |
102.78 |
|
0.618 |
101.55 |
|
1.000 |
100.79 |
|
1.618 |
99.56 |
|
2.618 |
97.57 |
|
4.250 |
94.32 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.18 |
104.17 |
| PP |
103.98 |
103.96 |
| S1 |
103.78 |
103.76 |
|