NYMEX Light Sweet Crude Oil Future September 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 |
102.87 |
104.73 |
1.86 |
1.8% |
104.63 |
| High |
104.77 |
105.65 |
0.88 |
0.8% |
107.16 |
| Low |
102.78 |
104.22 |
1.44 |
1.4% |
103.07 |
| Close |
104.38 |
105.25 |
0.87 |
0.8% |
105.13 |
| Range |
1.99 |
1.43 |
-0.56 |
-28.1% |
4.09 |
| ATR |
2.02 |
1.98 |
-0.04 |
-2.1% |
0.00 |
| Volume |
26,276 |
34,231 |
7,955 |
30.3% |
85,614 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
108.72 |
106.04 |
|
| R3 |
107.90 |
107.29 |
105.64 |
|
| R2 |
106.47 |
106.47 |
105.51 |
|
| R1 |
105.86 |
105.86 |
105.38 |
106.17 |
| PP |
105.04 |
105.04 |
105.04 |
105.19 |
| S1 |
104.43 |
104.43 |
105.12 |
104.74 |
| S2 |
103.61 |
103.61 |
104.99 |
|
| S3 |
102.18 |
103.00 |
104.86 |
|
| S4 |
100.75 |
101.57 |
104.46 |
|
|
| 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 |
105.65 |
102.66 |
2.99 |
2.8% |
1.85 |
1.8% |
87% |
True |
False |
25,769 |
| 10 |
107.16 |
102.66 |
4.50 |
4.3% |
2.08 |
2.0% |
58% |
False |
False |
22,927 |
| 20 |
109.84 |
102.66 |
7.18 |
6.8% |
1.89 |
1.8% |
36% |
False |
False |
19,866 |
| 40 |
110.87 |
102.66 |
8.21 |
7.8% |
1.77 |
1.7% |
32% |
False |
False |
20,006 |
| 60 |
110.87 |
97.59 |
13.28 |
12.6% |
1.65 |
1.6% |
58% |
False |
False |
17,246 |
| 80 |
110.87 |
93.44 |
17.43 |
16.6% |
1.58 |
1.5% |
68% |
False |
False |
14,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.73 |
|
2.618 |
109.39 |
|
1.618 |
107.96 |
|
1.000 |
107.08 |
|
0.618 |
106.53 |
|
HIGH |
105.65 |
|
0.618 |
105.10 |
|
0.500 |
104.94 |
|
0.382 |
104.77 |
|
LOW |
104.22 |
|
0.618 |
103.34 |
|
1.000 |
102.79 |
|
1.618 |
101.91 |
|
2.618 |
100.48 |
|
4.250 |
98.14 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.15 |
104.89 |
| PP |
105.04 |
104.52 |
| S1 |
104.94 |
104.16 |
|