NYMEX Light Sweet Crude Oil Future June 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 |
105.58 |
104.62 |
-0.96 |
-0.9% |
107.45 |
| High |
105.70 |
104.63 |
-1.07 |
-1.0% |
108.22 |
| Low |
104.14 |
101.63 |
-2.51 |
-2.4% |
102.65 |
| Close |
104.55 |
102.03 |
-2.52 |
-2.4% |
103.54 |
| Range |
1.56 |
3.00 |
1.44 |
92.3% |
5.57 |
| ATR |
2.20 |
2.26 |
0.06 |
2.6% |
0.00 |
| Volume |
68,170 |
72,891 |
4,721 |
6.9% |
329,053 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.76 |
109.90 |
103.68 |
|
| R3 |
108.76 |
106.90 |
102.86 |
|
| R2 |
105.76 |
105.76 |
102.58 |
|
| R1 |
103.90 |
103.90 |
102.31 |
103.33 |
| PP |
102.76 |
102.76 |
102.76 |
102.48 |
| S1 |
100.90 |
100.90 |
101.76 |
100.33 |
| S2 |
99.76 |
99.76 |
101.48 |
|
| S3 |
96.76 |
97.90 |
101.21 |
|
| S4 |
93.76 |
94.90 |
100.38 |
|
|
| 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 |
106.21 |
101.63 |
4.58 |
4.5% |
2.57 |
2.5% |
9% |
False |
True |
76,912 |
| 10 |
108.75 |
101.63 |
7.12 |
7.0% |
2.31 |
2.3% |
6% |
False |
True |
68,466 |
| 20 |
109.13 |
101.63 |
7.50 |
7.4% |
2.10 |
2.1% |
5% |
False |
True |
72,885 |
| 40 |
111.30 |
99.03 |
12.27 |
12.0% |
2.11 |
2.1% |
24% |
False |
False |
78,209 |
| 60 |
111.30 |
96.67 |
14.63 |
14.3% |
2.15 |
2.1% |
37% |
False |
False |
69,321 |
| 80 |
111.30 |
93.40 |
17.90 |
17.5% |
2.16 |
2.1% |
48% |
False |
False |
59,150 |
| 100 |
111.30 |
93.40 |
17.90 |
17.5% |
2.21 |
2.2% |
48% |
False |
False |
54,255 |
| 120 |
111.30 |
84.37 |
26.93 |
26.4% |
2.27 |
2.2% |
66% |
False |
False |
50,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.38 |
|
2.618 |
112.48 |
|
1.618 |
109.48 |
|
1.000 |
107.63 |
|
0.618 |
106.48 |
|
HIGH |
104.63 |
|
0.618 |
103.48 |
|
0.500 |
103.13 |
|
0.382 |
102.78 |
|
LOW |
101.63 |
|
0.618 |
99.78 |
|
1.000 |
98.63 |
|
1.618 |
96.78 |
|
2.618 |
93.78 |
|
4.250 |
88.88 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.13 |
103.81 |
| PP |
102.76 |
103.22 |
| S1 |
102.40 |
102.62 |
|