NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.84 |
103.78 |
-0.06 |
-0.1% |
107.45 |
| High |
104.64 |
105.99 |
1.35 |
1.3% |
108.22 |
| Low |
103.30 |
102.59 |
-0.71 |
-0.7% |
102.65 |
| Close |
103.54 |
105.76 |
2.22 |
2.1% |
103.54 |
| Range |
1.34 |
3.40 |
2.06 |
153.7% |
5.57 |
| ATR |
2.16 |
2.25 |
0.09 |
4.1% |
0.00 |
| Volume |
80,908 |
69,102 |
-11,806 |
-14.6% |
329,053 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.98 |
113.77 |
107.63 |
|
| R3 |
111.58 |
110.37 |
106.70 |
|
| R2 |
108.18 |
108.18 |
106.38 |
|
| R1 |
106.97 |
106.97 |
106.07 |
107.58 |
| PP |
104.78 |
104.78 |
104.78 |
105.08 |
| S1 |
103.57 |
103.57 |
105.45 |
104.18 |
| S2 |
101.38 |
101.38 |
105.14 |
|
| S3 |
97.98 |
100.17 |
104.83 |
|
| S4 |
94.58 |
96.77 |
103.89 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.51 |
118.10 |
106.60 |
|
| R3 |
115.94 |
112.53 |
105.07 |
|
| R2 |
110.37 |
110.37 |
104.56 |
|
| R1 |
106.96 |
106.96 |
104.05 |
105.88 |
| PP |
104.80 |
104.80 |
104.80 |
104.27 |
| S1 |
101.39 |
101.39 |
103.03 |
100.31 |
| S2 |
99.23 |
99.23 |
102.52 |
|
| S3 |
93.66 |
95.82 |
102.01 |
|
| S4 |
88.09 |
90.25 |
100.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.22 |
102.59 |
5.63 |
5.3% |
2.35 |
2.2% |
56% |
False |
True |
67,636 |
| 10 |
108.75 |
102.59 |
6.16 |
5.8% |
2.26 |
2.1% |
51% |
False |
True |
70,540 |
| 20 |
109.13 |
102.59 |
6.54 |
6.2% |
2.10 |
2.0% |
48% |
False |
True |
72,534 |
| 40 |
111.30 |
97.70 |
13.60 |
12.9% |
2.10 |
2.0% |
59% |
False |
False |
78,417 |
| 60 |
111.30 |
96.67 |
14.63 |
13.8% |
2.14 |
2.0% |
62% |
False |
False |
68,262 |
| 80 |
111.30 |
93.40 |
17.90 |
16.9% |
2.18 |
2.1% |
69% |
False |
False |
58,150 |
| 100 |
111.30 |
93.40 |
17.90 |
16.9% |
2.21 |
2.1% |
69% |
False |
False |
53,406 |
| 120 |
111.30 |
84.37 |
26.93 |
25.5% |
2.27 |
2.1% |
79% |
False |
False |
49,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.44 |
|
2.618 |
114.89 |
|
1.618 |
111.49 |
|
1.000 |
109.39 |
|
0.618 |
108.09 |
|
HIGH |
105.99 |
|
0.618 |
104.69 |
|
0.500 |
104.29 |
|
0.382 |
103.89 |
|
LOW |
102.59 |
|
0.618 |
100.49 |
|
1.000 |
99.19 |
|
1.618 |
97.09 |
|
2.618 |
93.69 |
|
4.250 |
88.14 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.27 |
105.31 |
| PP |
104.78 |
104.85 |
| S1 |
104.29 |
104.40 |
|