NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.73 |
105.41 |
0.68 |
0.6% |
104.00 |
| High |
105.65 |
105.41 |
-0.24 |
-0.2% |
105.65 |
| Low |
104.22 |
104.25 |
0.03 |
0.0% |
102.66 |
| Close |
105.25 |
104.55 |
-0.70 |
-0.7% |
104.55 |
| Range |
1.43 |
1.16 |
-0.27 |
-18.9% |
2.99 |
| ATR |
1.98 |
1.92 |
-0.06 |
-3.0% |
0.00 |
| Volume |
34,231 |
45,897 |
11,666 |
34.1% |
149,815 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.22 |
107.54 |
105.19 |
|
| R3 |
107.06 |
106.38 |
104.87 |
|
| R2 |
105.90 |
105.90 |
104.76 |
|
| R1 |
105.22 |
105.22 |
104.66 |
104.98 |
| PP |
104.74 |
104.74 |
104.74 |
104.62 |
| S1 |
104.06 |
104.06 |
104.44 |
103.82 |
| S2 |
103.58 |
103.58 |
104.34 |
|
| S3 |
102.42 |
102.90 |
104.23 |
|
| S4 |
101.26 |
101.74 |
103.91 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.89 |
106.19 |
|
| R3 |
110.27 |
108.90 |
105.37 |
|
| R2 |
107.28 |
107.28 |
105.10 |
|
| R1 |
105.91 |
105.91 |
104.82 |
106.60 |
| PP |
104.29 |
104.29 |
104.29 |
104.63 |
| S1 |
102.92 |
102.92 |
104.28 |
103.61 |
| S2 |
101.30 |
101.30 |
104.00 |
|
| S3 |
98.31 |
99.93 |
103.73 |
|
| S4 |
95.32 |
96.94 |
102.91 |
|
|
| 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 |
2.9% |
1.69 |
1.6% |
63% |
False |
False |
29,963 |
| 10 |
107.16 |
102.66 |
4.50 |
4.3% |
1.88 |
1.8% |
42% |
False |
False |
25,631 |
| 20 |
109.84 |
102.66 |
7.18 |
6.9% |
1.84 |
1.8% |
26% |
False |
False |
21,079 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.78 |
1.7% |
23% |
False |
False |
20,759 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.66 |
1.6% |
52% |
False |
False |
17,854 |
| 80 |
110.87 |
93.44 |
17.43 |
16.7% |
1.58 |
1.5% |
64% |
False |
False |
14,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.34 |
|
2.618 |
108.45 |
|
1.618 |
107.29 |
|
1.000 |
106.57 |
|
0.618 |
106.13 |
|
HIGH |
105.41 |
|
0.618 |
104.97 |
|
0.500 |
104.83 |
|
0.382 |
104.69 |
|
LOW |
104.25 |
|
0.618 |
103.53 |
|
1.000 |
103.09 |
|
1.618 |
102.37 |
|
2.618 |
101.21 |
|
4.250 |
99.32 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.83 |
104.44 |
| PP |
104.74 |
104.33 |
| S1 |
104.64 |
104.22 |
|