NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.04 |
104.09 |
-0.95 |
-0.9% |
106.79 |
| High |
105.18 |
104.12 |
-1.06 |
-1.0% |
107.73 |
| Low |
103.59 |
101.08 |
-2.51 |
-2.4% |
102.13 |
| Close |
104.01 |
101.47 |
-2.54 |
-2.4% |
103.02 |
| Range |
1.59 |
3.04 |
1.45 |
91.2% |
5.60 |
| ATR |
2.24 |
2.30 |
0.06 |
2.5% |
0.00 |
| Volume |
227,531 |
275,851 |
48,320 |
21.2% |
1,165,298 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.34 |
109.45 |
103.14 |
|
| R3 |
108.30 |
106.41 |
102.31 |
|
| R2 |
105.26 |
105.26 |
102.03 |
|
| R1 |
103.37 |
103.37 |
101.75 |
102.80 |
| PP |
102.22 |
102.22 |
102.22 |
101.94 |
| S1 |
100.33 |
100.33 |
101.19 |
99.76 |
| S2 |
99.18 |
99.18 |
100.91 |
|
| S3 |
96.14 |
97.29 |
100.63 |
|
| S4 |
93.10 |
94.25 |
99.80 |
|
|
| 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 |
105.70 |
101.08 |
4.62 |
4.6% |
2.60 |
2.6% |
8% |
False |
True |
257,789 |
| 10 |
108.25 |
101.08 |
7.17 |
7.1% |
2.33 |
2.3% |
5% |
False |
True |
245,894 |
| 20 |
108.70 |
101.08 |
7.62 |
7.5% |
2.14 |
2.1% |
5% |
False |
True |
200,551 |
| 40 |
110.95 |
98.38 |
12.57 |
12.4% |
2.16 |
2.1% |
25% |
False |
False |
141,050 |
| 60 |
110.95 |
96.26 |
14.69 |
14.5% |
2.21 |
2.2% |
35% |
False |
False |
108,341 |
| 80 |
110.95 |
93.52 |
17.43 |
17.2% |
2.18 |
2.2% |
46% |
False |
False |
85,852 |
| 100 |
110.95 |
93.52 |
17.43 |
17.2% |
2.20 |
2.2% |
46% |
False |
False |
71,606 |
| 120 |
110.95 |
84.30 |
26.65 |
26.3% |
2.21 |
2.2% |
64% |
False |
False |
61,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.04 |
|
2.618 |
112.08 |
|
1.618 |
109.04 |
|
1.000 |
107.16 |
|
0.618 |
106.00 |
|
HIGH |
104.12 |
|
0.618 |
102.96 |
|
0.500 |
102.60 |
|
0.382 |
102.24 |
|
LOW |
101.08 |
|
0.618 |
99.20 |
|
1.000 |
98.04 |
|
1.618 |
96.16 |
|
2.618 |
93.12 |
|
4.250 |
88.16 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.60 |
103.29 |
| PP |
102.22 |
102.68 |
| S1 |
101.85 |
102.08 |
|