NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.27 |
105.04 |
1.77 |
1.7% |
106.79 |
| High |
105.49 |
105.18 |
-0.31 |
-0.3% |
107.73 |
| Low |
102.06 |
103.59 |
1.53 |
1.5% |
102.13 |
| Close |
105.23 |
104.01 |
-1.22 |
-1.2% |
103.02 |
| Range |
3.43 |
1.59 |
-1.84 |
-53.6% |
5.60 |
| ATR |
2.29 |
2.24 |
-0.05 |
-2.0% |
0.00 |
| Volume |
260,598 |
227,531 |
-33,067 |
-12.7% |
1,165,298 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.03 |
108.11 |
104.88 |
|
| R3 |
107.44 |
106.52 |
104.45 |
|
| R2 |
105.85 |
105.85 |
104.30 |
|
| R1 |
104.93 |
104.93 |
104.16 |
104.60 |
| PP |
104.26 |
104.26 |
104.26 |
104.09 |
| S1 |
103.34 |
103.34 |
103.86 |
103.01 |
| S2 |
102.67 |
102.67 |
103.72 |
|
| S3 |
101.08 |
101.75 |
103.57 |
|
| S4 |
99.49 |
100.16 |
103.14 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.09 |
117.66 |
106.10 |
|
| R3 |
115.49 |
112.06 |
104.56 |
|
| R2 |
109.89 |
109.89 |
104.05 |
|
| R1 |
106.46 |
106.46 |
103.53 |
105.38 |
| PP |
104.29 |
104.29 |
104.29 |
103.75 |
| S1 |
100.86 |
100.86 |
102.51 |
99.78 |
| S2 |
98.69 |
98.69 |
101.99 |
|
| S3 |
93.09 |
95.26 |
101.48 |
|
| S4 |
87.49 |
89.66 |
99.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.94 |
102.06 |
4.88 |
4.7% |
2.44 |
2.3% |
40% |
False |
False |
260,871 |
| 10 |
108.25 |
102.06 |
6.19 |
6.0% |
2.19 |
2.1% |
32% |
False |
False |
242,301 |
| 20 |
108.70 |
102.06 |
6.64 |
6.4% |
2.10 |
2.0% |
29% |
False |
False |
192,122 |
| 40 |
110.95 |
97.00 |
13.95 |
13.4% |
2.16 |
2.1% |
50% |
False |
False |
136,161 |
| 60 |
110.95 |
96.26 |
14.69 |
14.1% |
2.19 |
2.1% |
53% |
False |
False |
104,260 |
| 80 |
110.95 |
93.52 |
17.43 |
16.8% |
2.19 |
2.1% |
60% |
False |
False |
82,804 |
| 100 |
110.95 |
93.52 |
17.43 |
16.8% |
2.20 |
2.1% |
60% |
False |
False |
68,995 |
| 120 |
110.95 |
84.30 |
26.65 |
25.6% |
2.20 |
2.1% |
74% |
False |
False |
59,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.94 |
|
2.618 |
109.34 |
|
1.618 |
107.75 |
|
1.000 |
106.77 |
|
0.618 |
106.16 |
|
HIGH |
105.18 |
|
0.618 |
104.57 |
|
0.500 |
104.39 |
|
0.382 |
104.20 |
|
LOW |
103.59 |
|
0.618 |
102.61 |
|
1.000 |
102.00 |
|
1.618 |
101.02 |
|
2.618 |
99.43 |
|
4.250 |
96.83 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.39 |
103.93 |
| PP |
104.26 |
103.85 |
| S1 |
104.14 |
103.78 |
|