NYMEX Light Sweet Crude Oil Future October 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 |
104.54 |
104.93 |
0.39 |
0.4% |
104.32 |
| High |
105.65 |
105.20 |
-0.45 |
-0.4% |
105.65 |
| Low |
104.39 |
104.60 |
0.21 |
0.2% |
102.90 |
| Close |
105.41 |
104.76 |
-0.65 |
-0.6% |
104.76 |
| Range |
1.26 |
0.60 |
-0.66 |
-52.4% |
2.75 |
| ATR |
1.83 |
1.75 |
-0.07 |
-4.0% |
0.00 |
| Volume |
10,609 |
14,678 |
4,069 |
38.4% |
58,920 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.65 |
106.31 |
105.09 |
|
| R3 |
106.05 |
105.71 |
104.93 |
|
| R2 |
105.45 |
105.45 |
104.87 |
|
| R1 |
105.11 |
105.11 |
104.82 |
104.98 |
| PP |
104.85 |
104.85 |
104.85 |
104.79 |
| S1 |
104.51 |
104.51 |
104.71 |
104.38 |
| S2 |
104.25 |
104.25 |
104.65 |
|
| S3 |
103.65 |
103.91 |
104.60 |
|
| S4 |
103.05 |
103.31 |
104.43 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
111.47 |
106.27 |
|
| R3 |
109.94 |
108.72 |
105.52 |
|
| R2 |
107.19 |
107.19 |
105.26 |
|
| R1 |
105.97 |
105.97 |
105.01 |
106.58 |
| PP |
104.44 |
104.44 |
104.44 |
104.74 |
| S1 |
103.22 |
103.22 |
104.51 |
103.83 |
| S2 |
101.69 |
101.69 |
104.26 |
|
| S3 |
98.94 |
100.47 |
104.00 |
|
| S4 |
96.19 |
97.72 |
103.25 |
|
|
| 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% |
1.44 |
1.4% |
68% |
False |
False |
11,784 |
| 10 |
107.38 |
102.90 |
4.48 |
4.3% |
1.72 |
1.6% |
42% |
False |
False |
10,692 |
| 20 |
109.80 |
102.90 |
6.90 |
6.6% |
1.72 |
1.6% |
27% |
False |
False |
9,392 |
| 40 |
110.65 |
102.90 |
7.75 |
7.4% |
1.64 |
1.6% |
24% |
False |
False |
9,957 |
| 60 |
110.65 |
97.89 |
12.76 |
12.2% |
1.39 |
1.3% |
54% |
False |
False |
8,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.75 |
|
2.618 |
106.77 |
|
1.618 |
106.17 |
|
1.000 |
105.80 |
|
0.618 |
105.57 |
|
HIGH |
105.20 |
|
0.618 |
104.97 |
|
0.500 |
104.90 |
|
0.382 |
104.83 |
|
LOW |
104.60 |
|
0.618 |
104.23 |
|
1.000 |
104.00 |
|
1.618 |
103.63 |
|
2.618 |
103.03 |
|
4.250 |
102.05 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.90 |
104.67 |
| PP |
104.85 |
104.58 |
| S1 |
104.81 |
104.49 |
|