NYMEX Light Sweet Crude Oil Future July 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 |
104.20 |
104.21 |
0.01 |
0.0% |
107.76 |
| High |
105.07 |
106.48 |
1.41 |
1.3% |
108.63 |
| Low |
103.83 |
103.10 |
-0.73 |
-0.7% |
103.15 |
| Close |
104.03 |
106.27 |
2.24 |
2.2% |
104.03 |
| Range |
1.24 |
3.38 |
2.14 |
172.6% |
5.48 |
| ATR |
2.07 |
2.16 |
0.09 |
4.5% |
0.00 |
| Volume |
36,587 |
33,188 |
-3,399 |
-9.3% |
146,046 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.42 |
114.23 |
108.13 |
|
| R3 |
112.04 |
110.85 |
107.20 |
|
| R2 |
108.66 |
108.66 |
106.89 |
|
| R1 |
107.47 |
107.47 |
106.58 |
108.07 |
| PP |
105.28 |
105.28 |
105.28 |
105.58 |
| S1 |
104.09 |
104.09 |
105.96 |
104.69 |
| S2 |
101.90 |
101.90 |
105.65 |
|
| S3 |
98.52 |
100.71 |
105.34 |
|
| S4 |
95.14 |
97.33 |
104.41 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.71 |
118.35 |
107.04 |
|
| R3 |
116.23 |
112.87 |
105.54 |
|
| R2 |
110.75 |
110.75 |
105.03 |
|
| R1 |
107.39 |
107.39 |
104.53 |
106.33 |
| PP |
105.27 |
105.27 |
105.27 |
104.74 |
| S1 |
101.91 |
101.91 |
103.53 |
100.85 |
| S2 |
99.79 |
99.79 |
103.03 |
|
| S3 |
94.31 |
96.43 |
102.52 |
|
| S4 |
88.83 |
90.95 |
101.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.63 |
103.10 |
5.53 |
5.2% |
2.30 |
2.2% |
57% |
False |
True |
30,090 |
| 10 |
109.21 |
103.10 |
6.11 |
5.7% |
2.20 |
2.1% |
52% |
False |
True |
29,806 |
| 20 |
109.51 |
103.10 |
6.41 |
6.0% |
2.02 |
1.9% |
49% |
False |
True |
32,128 |
| 40 |
111.49 |
98.30 |
13.19 |
12.4% |
1.96 |
1.8% |
60% |
False |
False |
30,885 |
| 60 |
111.49 |
97.05 |
14.44 |
13.6% |
1.96 |
1.8% |
64% |
False |
False |
24,763 |
| 80 |
111.49 |
93.45 |
18.04 |
17.0% |
1.96 |
1.8% |
71% |
False |
False |
20,038 |
| 100 |
111.49 |
93.45 |
18.04 |
17.0% |
1.95 |
1.8% |
71% |
False |
False |
17,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.85 |
|
2.618 |
115.33 |
|
1.618 |
111.95 |
|
1.000 |
109.86 |
|
0.618 |
108.57 |
|
HIGH |
106.48 |
|
0.618 |
105.19 |
|
0.500 |
104.79 |
|
0.382 |
104.39 |
|
LOW |
103.10 |
|
0.618 |
101.01 |
|
1.000 |
99.72 |
|
1.618 |
97.63 |
|
2.618 |
94.25 |
|
4.250 |
88.74 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.78 |
105.81 |
| PP |
105.28 |
105.36 |
| S1 |
104.79 |
104.90 |
|