NYMEX Light Sweet Crude Oil Future October 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 |
104.32 |
104.55 |
0.23 |
0.2% |
104.36 |
| High |
104.75 |
105.04 |
0.29 |
0.3% |
107.38 |
| Low |
103.15 |
102.90 |
-0.25 |
-0.2% |
103.49 |
| Close |
104.69 |
103.22 |
-1.47 |
-1.4% |
105.37 |
| Range |
1.60 |
2.14 |
0.54 |
33.8% |
3.89 |
| ATR |
1.86 |
1.88 |
0.02 |
1.1% |
0.00 |
| Volume |
10,297 |
9,707 |
-590 |
-5.7% |
37,737 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.14 |
108.82 |
104.40 |
|
| R3 |
108.00 |
106.68 |
103.81 |
|
| R2 |
105.86 |
105.86 |
103.61 |
|
| R1 |
104.54 |
104.54 |
103.42 |
104.13 |
| PP |
103.72 |
103.72 |
103.72 |
103.52 |
| S1 |
102.40 |
102.40 |
103.02 |
101.99 |
| S2 |
101.58 |
101.58 |
102.83 |
|
| S3 |
99.44 |
100.26 |
102.63 |
|
| S4 |
97.30 |
98.12 |
102.04 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.08 |
115.12 |
107.51 |
|
| R3 |
113.19 |
111.23 |
106.44 |
|
| R2 |
109.30 |
109.30 |
106.08 |
|
| R1 |
107.34 |
107.34 |
105.73 |
108.32 |
| PP |
105.41 |
105.41 |
105.41 |
105.91 |
| S1 |
103.45 |
103.45 |
105.01 |
104.43 |
| S2 |
101.52 |
101.52 |
104.66 |
|
| S3 |
97.63 |
99.56 |
104.30 |
|
| S4 |
93.74 |
95.67 |
103.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.15 |
102.90 |
4.25 |
4.1% |
1.88 |
1.8% |
8% |
False |
True |
10,338 |
| 10 |
109.15 |
102.90 |
6.25 |
6.1% |
1.98 |
1.9% |
5% |
False |
True |
8,006 |
| 20 |
109.80 |
102.90 |
6.90 |
6.7% |
1.75 |
1.7% |
5% |
False |
True |
8,972 |
| 40 |
110.65 |
102.33 |
8.32 |
8.1% |
1.61 |
1.6% |
11% |
False |
False |
9,422 |
| 60 |
110.65 |
97.89 |
12.76 |
12.4% |
1.35 |
1.3% |
42% |
False |
False |
8,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.14 |
|
2.618 |
110.64 |
|
1.618 |
108.50 |
|
1.000 |
107.18 |
|
0.618 |
106.36 |
|
HIGH |
105.04 |
|
0.618 |
104.22 |
|
0.500 |
103.97 |
|
0.382 |
103.72 |
|
LOW |
102.90 |
|
0.618 |
101.58 |
|
1.000 |
100.76 |
|
1.618 |
99.44 |
|
2.618 |
97.30 |
|
4.250 |
93.81 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.97 |
104.17 |
| PP |
103.72 |
103.85 |
| S1 |
103.47 |
103.54 |
|