NYMEX Light Sweet Crude Oil Future June 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 |
102.78 |
101.45 |
-1.33 |
-1.3% |
103.78 |
| High |
103.47 |
103.62 |
0.15 |
0.1% |
105.99 |
| Low |
101.22 |
101.40 |
0.18 |
0.2% |
101.63 |
| Close |
101.56 |
103.18 |
1.62 |
1.6% |
103.83 |
| Range |
2.25 |
2.22 |
-0.03 |
-1.3% |
4.36 |
| ATR |
2.26 |
2.25 |
0.00 |
-0.1% |
0.00 |
| Volume |
76,741 |
115,717 |
38,976 |
50.8% |
316,694 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.39 |
108.51 |
104.40 |
|
| R3 |
107.17 |
106.29 |
103.79 |
|
| R2 |
104.95 |
104.95 |
103.59 |
|
| R1 |
104.07 |
104.07 |
103.38 |
104.51 |
| PP |
102.73 |
102.73 |
102.73 |
102.96 |
| S1 |
101.85 |
101.85 |
102.98 |
102.29 |
| S2 |
100.51 |
100.51 |
102.77 |
|
| S3 |
98.29 |
99.63 |
102.57 |
|
| S4 |
96.07 |
97.41 |
101.96 |
|
|
| 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 |
104.63 |
101.22 |
3.41 |
3.3% |
2.25 |
2.2% |
57% |
False |
False |
90,992 |
| 10 |
107.45 |
101.22 |
6.23 |
6.0% |
2.33 |
2.3% |
31% |
False |
False |
82,014 |
| 20 |
109.13 |
101.22 |
7.91 |
7.7% |
2.16 |
2.1% |
25% |
False |
False |
76,768 |
| 40 |
111.30 |
101.22 |
10.08 |
9.8% |
2.14 |
2.1% |
19% |
False |
False |
79,089 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.12 |
2.1% |
44% |
False |
False |
72,740 |
| 80 |
111.30 |
93.40 |
17.90 |
17.3% |
2.11 |
2.0% |
55% |
False |
False |
62,346 |
| 100 |
111.30 |
93.40 |
17.90 |
17.3% |
2.22 |
2.1% |
55% |
False |
False |
56,832 |
| 120 |
111.30 |
85.00 |
26.30 |
25.5% |
2.26 |
2.2% |
69% |
False |
False |
52,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.06 |
|
2.618 |
109.43 |
|
1.618 |
107.21 |
|
1.000 |
105.84 |
|
0.618 |
104.99 |
|
HIGH |
103.62 |
|
0.618 |
102.77 |
|
0.500 |
102.51 |
|
0.382 |
102.25 |
|
LOW |
101.40 |
|
0.618 |
100.03 |
|
1.000 |
99.18 |
|
1.618 |
97.81 |
|
2.618 |
95.59 |
|
4.250 |
91.97 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.96 |
102.93 |
| PP |
102.73 |
102.67 |
| S1 |
102.51 |
102.42 |
|