NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.23 |
103.61 |
0.38 |
0.4% |
102.99 |
| High |
103.84 |
105.50 |
1.66 |
1.6% |
104.69 |
| Low |
102.28 |
103.10 |
0.82 |
0.8% |
101.22 |
| Close |
103.37 |
104.64 |
1.27 |
1.2% |
103.32 |
| Range |
1.56 |
2.40 |
0.84 |
53.8% |
3.47 |
| ATR |
2.11 |
2.13 |
0.02 |
1.0% |
0.00 |
| Volume |
129,611 |
147,815 |
18,204 |
14.0% |
547,264 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.61 |
110.53 |
105.96 |
|
| R3 |
109.21 |
108.13 |
105.30 |
|
| R2 |
106.81 |
106.81 |
105.08 |
|
| R1 |
105.73 |
105.73 |
104.86 |
106.27 |
| PP |
104.41 |
104.41 |
104.41 |
104.69 |
| S1 |
103.33 |
103.33 |
104.42 |
103.87 |
| S2 |
102.01 |
102.01 |
104.20 |
|
| S3 |
99.61 |
100.93 |
103.98 |
|
| S4 |
97.21 |
98.53 |
103.32 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.87 |
105.23 |
|
| R3 |
110.02 |
108.40 |
104.27 |
|
| R2 |
106.55 |
106.55 |
103.96 |
|
| R1 |
104.93 |
104.93 |
103.64 |
105.74 |
| PP |
103.08 |
103.08 |
103.08 |
103.48 |
| S1 |
101.46 |
101.46 |
103.00 |
102.27 |
| S2 |
99.61 |
99.61 |
102.68 |
|
| S3 |
96.14 |
97.99 |
102.37 |
|
| S4 |
92.67 |
94.52 |
101.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.50 |
101.40 |
4.10 |
3.9% |
1.86 |
1.8% |
79% |
True |
False |
132,973 |
| 10 |
105.70 |
101.22 |
4.48 |
4.3% |
1.99 |
1.9% |
76% |
False |
False |
107,228 |
| 20 |
108.75 |
101.22 |
7.53 |
7.2% |
2.12 |
2.0% |
45% |
False |
False |
88,884 |
| 40 |
111.30 |
101.22 |
10.08 |
9.6% |
2.15 |
2.1% |
34% |
False |
False |
85,284 |
| 60 |
111.30 |
96.67 |
14.63 |
14.0% |
2.09 |
2.0% |
54% |
False |
False |
78,526 |
| 80 |
111.30 |
96.67 |
14.63 |
14.0% |
2.08 |
2.0% |
54% |
False |
False |
67,865 |
| 100 |
111.30 |
93.40 |
17.90 |
17.1% |
2.15 |
2.1% |
63% |
False |
False |
60,411 |
| 120 |
111.30 |
88.43 |
22.87 |
21.9% |
2.22 |
2.1% |
71% |
False |
False |
56,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.70 |
|
2.618 |
111.78 |
|
1.618 |
109.38 |
|
1.000 |
107.90 |
|
0.618 |
106.98 |
|
HIGH |
105.50 |
|
0.618 |
104.58 |
|
0.500 |
104.30 |
|
0.382 |
104.02 |
|
LOW |
103.10 |
|
0.618 |
101.62 |
|
1.000 |
100.70 |
|
1.618 |
99.22 |
|
2.618 |
96.82 |
|
4.250 |
92.90 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.53 |
104.39 |
| PP |
104.41 |
104.14 |
| S1 |
104.30 |
103.89 |
|