NYMEX Light Sweet Crude Oil Future October 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 |
104.55 |
103.55 |
-1.00 |
-1.0% |
104.36 |
| High |
105.04 |
104.93 |
-0.11 |
-0.1% |
107.38 |
| Low |
102.90 |
103.33 |
0.43 |
0.4% |
103.49 |
| Close |
103.22 |
104.56 |
1.34 |
1.3% |
105.37 |
| Range |
2.14 |
1.60 |
-0.54 |
-25.2% |
3.89 |
| ATR |
1.88 |
1.87 |
-0.01 |
-0.7% |
0.00 |
| Volume |
9,707 |
13,629 |
3,922 |
40.4% |
37,737 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.07 |
108.42 |
105.44 |
|
| R3 |
107.47 |
106.82 |
105.00 |
|
| R2 |
105.87 |
105.87 |
104.85 |
|
| R1 |
105.22 |
105.22 |
104.71 |
105.55 |
| PP |
104.27 |
104.27 |
104.27 |
104.44 |
| S1 |
103.62 |
103.62 |
104.41 |
103.95 |
| S2 |
102.67 |
102.67 |
104.27 |
|
| S3 |
101.07 |
102.02 |
104.12 |
|
| S4 |
99.47 |
100.42 |
103.68 |
|
|
| 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 |
106.11 |
102.90 |
3.21 |
3.1% |
1.93 |
1.8% |
52% |
False |
False |
11,221 |
| 10 |
108.60 |
102.90 |
5.70 |
5.5% |
2.04 |
2.0% |
29% |
False |
False |
9,048 |
| 20 |
109.80 |
102.90 |
6.90 |
6.6% |
1.77 |
1.7% |
24% |
False |
False |
9,160 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.62 |
1.5% |
21% |
False |
False |
9,616 |
| 60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.37 |
1.3% |
52% |
False |
False |
8,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.73 |
|
2.618 |
109.12 |
|
1.618 |
107.52 |
|
1.000 |
106.53 |
|
0.618 |
105.92 |
|
HIGH |
104.93 |
|
0.618 |
104.32 |
|
0.500 |
104.13 |
|
0.382 |
103.94 |
|
LOW |
103.33 |
|
0.618 |
102.34 |
|
1.000 |
101.73 |
|
1.618 |
100.74 |
|
2.618 |
99.14 |
|
4.250 |
96.53 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.42 |
104.36 |
| PP |
104.27 |
104.17 |
| S1 |
104.13 |
103.97 |
|