NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
102.99 |
102.78 |
-0.21 |
-0.2% |
103.78 |
| High |
103.12 |
103.47 |
0.35 |
0.3% |
105.99 |
| Low |
101.36 |
101.22 |
-0.14 |
-0.1% |
101.63 |
| Close |
102.98 |
101.56 |
-1.42 |
-1.4% |
103.83 |
| Range |
1.76 |
2.25 |
0.49 |
27.8% |
4.36 |
| ATR |
2.26 |
2.26 |
0.00 |
0.0% |
0.00 |
| Volume |
83,082 |
76,741 |
-6,341 |
-7.6% |
316,694 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.83 |
107.45 |
102.80 |
|
| R3 |
106.58 |
105.20 |
102.18 |
|
| R2 |
104.33 |
104.33 |
101.97 |
|
| R1 |
102.95 |
102.95 |
101.77 |
102.52 |
| PP |
102.08 |
102.08 |
102.08 |
101.87 |
| S1 |
100.70 |
100.70 |
101.35 |
100.27 |
| S2 |
99.83 |
99.83 |
101.15 |
|
| S3 |
97.58 |
98.45 |
100.94 |
|
| S4 |
95.33 |
96.20 |
100.32 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.90 |
114.72 |
106.23 |
|
| R3 |
112.54 |
110.36 |
105.03 |
|
| R2 |
108.18 |
108.18 |
104.63 |
|
| R1 |
106.00 |
106.00 |
104.23 |
107.09 |
| PP |
103.82 |
103.82 |
103.82 |
104.36 |
| S1 |
101.64 |
101.64 |
103.43 |
102.73 |
| S2 |
99.46 |
99.46 |
103.03 |
|
| S3 |
95.10 |
97.28 |
102.63 |
|
| S4 |
90.74 |
92.92 |
101.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.70 |
101.22 |
4.48 |
4.4% |
2.11 |
2.1% |
8% |
False |
True |
81,483 |
| 10 |
108.22 |
101.22 |
7.00 |
6.9% |
2.23 |
2.2% |
5% |
False |
True |
74,559 |
| 20 |
109.13 |
101.22 |
7.91 |
7.8% |
2.13 |
2.1% |
4% |
False |
True |
73,883 |
| 40 |
111.30 |
100.82 |
10.48 |
10.3% |
2.13 |
2.1% |
7% |
False |
False |
77,503 |
| 60 |
111.30 |
96.67 |
14.63 |
14.4% |
2.12 |
2.1% |
33% |
False |
False |
71,661 |
| 80 |
111.30 |
93.40 |
17.90 |
17.6% |
2.15 |
2.1% |
46% |
False |
False |
61,426 |
| 100 |
111.30 |
93.40 |
17.90 |
17.6% |
2.21 |
2.2% |
46% |
False |
False |
55,964 |
| 120 |
111.30 |
85.00 |
26.30 |
25.9% |
2.26 |
2.2% |
63% |
False |
False |
51,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.03 |
|
2.618 |
109.36 |
|
1.618 |
107.11 |
|
1.000 |
105.72 |
|
0.618 |
104.86 |
|
HIGH |
103.47 |
|
0.618 |
102.61 |
|
0.500 |
102.35 |
|
0.382 |
102.08 |
|
LOW |
101.22 |
|
0.618 |
99.83 |
|
1.000 |
98.97 |
|
1.618 |
97.58 |
|
2.618 |
95.33 |
|
4.250 |
91.66 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.35 |
102.57 |
| PP |
102.08 |
102.23 |
| S1 |
101.82 |
101.90 |
|