NYMEX Light Sweet Crude Oil Future May 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 |
102.33 |
100.94 |
-1.39 |
-1.4% |
103.27 |
| High |
102.96 |
103.13 |
0.17 |
0.2% |
105.49 |
| Low |
100.68 |
100.84 |
0.16 |
0.2% |
101.08 |
| Close |
101.02 |
102.70 |
1.68 |
1.7% |
103.31 |
| Range |
2.28 |
2.29 |
0.01 |
0.4% |
4.41 |
| ATR |
2.29 |
2.29 |
0.00 |
0.0% |
0.00 |
| Volume |
283,333 |
254,574 |
-28,759 |
-10.2% |
984,653 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.09 |
108.19 |
103.96 |
|
| R3 |
106.80 |
105.90 |
103.33 |
|
| R2 |
104.51 |
104.51 |
103.12 |
|
| R1 |
103.61 |
103.61 |
102.91 |
104.06 |
| PP |
102.22 |
102.22 |
102.22 |
102.45 |
| S1 |
101.32 |
101.32 |
102.49 |
101.77 |
| S2 |
99.93 |
99.93 |
102.28 |
|
| S3 |
97.64 |
99.03 |
102.07 |
|
| S4 |
95.35 |
96.74 |
101.44 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.52 |
114.33 |
105.74 |
|
| R3 |
112.11 |
109.92 |
104.52 |
|
| R2 |
107.70 |
107.70 |
104.12 |
|
| R1 |
105.51 |
105.51 |
103.71 |
106.61 |
| PP |
103.29 |
103.29 |
103.29 |
103.84 |
| S1 |
101.10 |
101.10 |
102.91 |
102.20 |
| S2 |
98.88 |
98.88 |
102.50 |
|
| S3 |
94.47 |
96.69 |
102.10 |
|
| S4 |
90.06 |
92.28 |
100.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.12 |
100.68 |
3.44 |
3.3% |
2.29 |
2.2% |
59% |
False |
False |
243,329 |
| 10 |
106.94 |
100.68 |
6.26 |
6.1% |
2.37 |
2.3% |
32% |
False |
False |
252,100 |
| 20 |
108.70 |
100.68 |
8.02 |
7.8% |
2.21 |
2.1% |
25% |
False |
False |
226,935 |
| 40 |
110.95 |
100.68 |
10.27 |
10.0% |
2.19 |
2.1% |
20% |
False |
False |
155,342 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.18 |
2.1% |
44% |
False |
False |
121,961 |
| 80 |
110.95 |
93.52 |
17.43 |
17.0% |
2.13 |
2.1% |
53% |
False |
False |
96,574 |
| 100 |
110.95 |
93.52 |
17.43 |
17.0% |
2.21 |
2.2% |
53% |
False |
False |
80,505 |
| 120 |
110.95 |
84.95 |
26.00 |
25.3% |
2.21 |
2.1% |
68% |
False |
False |
69,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.86 |
|
2.618 |
109.13 |
|
1.618 |
106.84 |
|
1.000 |
105.42 |
|
0.618 |
104.55 |
|
HIGH |
103.13 |
|
0.618 |
102.26 |
|
0.500 |
101.99 |
|
0.382 |
101.71 |
|
LOW |
100.84 |
|
0.618 |
99.42 |
|
1.000 |
98.55 |
|
1.618 |
97.13 |
|
2.618 |
94.84 |
|
4.250 |
91.11 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.46 |
102.44 |
| PP |
102.22 |
102.17 |
| S1 |
101.99 |
101.91 |
|