NYMEX Light Sweet Crude Oil Future October 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 |
103.55 |
104.54 |
0.99 |
1.0% |
104.36 |
| High |
104.93 |
105.65 |
0.72 |
0.7% |
107.38 |
| Low |
103.33 |
104.39 |
1.06 |
1.0% |
103.49 |
| Close |
104.56 |
105.41 |
0.85 |
0.8% |
105.37 |
| Range |
1.60 |
1.26 |
-0.34 |
-21.3% |
3.89 |
| ATR |
1.87 |
1.83 |
-0.04 |
-2.3% |
0.00 |
| Volume |
13,629 |
10,609 |
-3,020 |
-22.2% |
37,737 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.93 |
108.43 |
106.10 |
|
| R3 |
107.67 |
107.17 |
105.76 |
|
| R2 |
106.41 |
106.41 |
105.64 |
|
| R1 |
105.91 |
105.91 |
105.53 |
106.16 |
| PP |
105.15 |
105.15 |
105.15 |
105.28 |
| S1 |
104.65 |
104.65 |
105.29 |
104.90 |
| S2 |
103.89 |
103.89 |
105.18 |
|
| S3 |
102.63 |
103.39 |
105.06 |
|
| S4 |
101.37 |
102.13 |
104.72 |
|
|
| 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 |
105.65 |
102.90 |
2.75 |
2.6% |
1.66 |
1.6% |
91% |
True |
False |
10,820 |
| 10 |
107.38 |
102.90 |
4.48 |
4.3% |
1.96 |
1.9% |
56% |
False |
False |
9,702 |
| 20 |
109.80 |
102.90 |
6.90 |
6.5% |
1.76 |
1.7% |
36% |
False |
False |
9,112 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.63 |
1.5% |
32% |
False |
False |
9,772 |
| 60 |
110.65 |
97.89 |
12.76 |
12.1% |
1.39 |
1.3% |
59% |
False |
False |
8,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.01 |
|
2.618 |
108.95 |
|
1.618 |
107.69 |
|
1.000 |
106.91 |
|
0.618 |
106.43 |
|
HIGH |
105.65 |
|
0.618 |
105.17 |
|
0.500 |
105.02 |
|
0.382 |
104.87 |
|
LOW |
104.39 |
|
0.618 |
103.61 |
|
1.000 |
103.13 |
|
1.618 |
102.35 |
|
2.618 |
101.09 |
|
4.250 |
99.04 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.28 |
105.03 |
| PP |
105.15 |
104.65 |
| S1 |
105.02 |
104.28 |
|