NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.41 |
104.16 |
-1.25 |
-1.2% |
104.00 |
| High |
105.41 |
104.85 |
-0.56 |
-0.5% |
105.65 |
| Low |
104.25 |
103.40 |
-0.85 |
-0.8% |
102.66 |
| Close |
104.55 |
104.45 |
-0.10 |
-0.1% |
104.55 |
| Range |
1.16 |
1.45 |
0.29 |
25.0% |
2.99 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.7% |
0.00 |
| Volume |
45,897 |
24,332 |
-21,565 |
-47.0% |
149,815 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.58 |
107.97 |
105.25 |
|
| R3 |
107.13 |
106.52 |
104.85 |
|
| R2 |
105.68 |
105.68 |
104.72 |
|
| R1 |
105.07 |
105.07 |
104.58 |
105.38 |
| PP |
104.23 |
104.23 |
104.23 |
104.39 |
| S1 |
103.62 |
103.62 |
104.32 |
103.93 |
| S2 |
102.78 |
102.78 |
104.18 |
|
| S3 |
101.33 |
102.17 |
104.05 |
|
| S4 |
99.88 |
100.72 |
103.65 |
|
|
| 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% |
1.64 |
1.6% |
60% |
False |
False |
30,340 |
| 10 |
107.16 |
102.66 |
4.50 |
4.3% |
1.91 |
1.8% |
40% |
False |
False |
25,976 |
| 20 |
109.84 |
102.66 |
7.18 |
6.9% |
1.82 |
1.7% |
25% |
False |
False |
21,050 |
| 40 |
110.87 |
102.66 |
8.21 |
7.9% |
1.79 |
1.7% |
22% |
False |
False |
20,865 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.66 |
1.6% |
52% |
False |
False |
18,083 |
| 80 |
110.87 |
95.59 |
15.28 |
14.6% |
1.59 |
1.5% |
58% |
False |
False |
15,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.01 |
|
2.618 |
108.65 |
|
1.618 |
107.20 |
|
1.000 |
106.30 |
|
0.618 |
105.75 |
|
HIGH |
104.85 |
|
0.618 |
104.30 |
|
0.500 |
104.13 |
|
0.382 |
103.95 |
|
LOW |
103.40 |
|
0.618 |
102.50 |
|
1.000 |
101.95 |
|
1.618 |
101.05 |
|
2.618 |
99.60 |
|
4.250 |
97.24 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.34 |
104.53 |
| PP |
104.23 |
104.50 |
| S1 |
104.13 |
104.48 |
|