NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.14 |
103.09 |
-2.05 |
-1.9% |
107.76 |
| High |
105.14 |
104.45 |
-0.69 |
-0.7% |
108.63 |
| Low |
102.26 |
102.50 |
0.24 |
0.2% |
103.15 |
| Close |
102.61 |
104.35 |
1.74 |
1.7% |
104.03 |
| Range |
2.88 |
1.95 |
-0.93 |
-32.3% |
5.48 |
| ATR |
2.18 |
2.16 |
-0.02 |
-0.7% |
0.00 |
| Volume |
38,471 |
57,800 |
19,329 |
50.2% |
146,046 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.62 |
108.93 |
105.42 |
|
| R3 |
107.67 |
106.98 |
104.89 |
|
| R2 |
105.72 |
105.72 |
104.71 |
|
| R1 |
105.03 |
105.03 |
104.53 |
105.38 |
| PP |
103.77 |
103.77 |
103.77 |
103.94 |
| S1 |
103.08 |
103.08 |
104.17 |
103.43 |
| S2 |
101.82 |
101.82 |
103.99 |
|
| S3 |
99.87 |
101.13 |
103.81 |
|
| S4 |
97.92 |
99.18 |
103.28 |
|
|
| 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 |
106.48 |
102.26 |
4.22 |
4.0% |
2.19 |
2.1% |
50% |
False |
False |
40,727 |
| 10 |
109.21 |
102.26 |
6.95 |
6.7% |
2.19 |
2.1% |
30% |
False |
False |
34,371 |
| 20 |
109.51 |
102.26 |
7.25 |
6.9% |
2.06 |
2.0% |
29% |
False |
False |
34,217 |
| 40 |
111.49 |
99.70 |
11.79 |
11.3% |
1.98 |
1.9% |
39% |
False |
False |
31,811 |
| 60 |
111.49 |
97.05 |
14.44 |
13.8% |
1.99 |
1.9% |
51% |
False |
False |
26,423 |
| 80 |
111.49 |
93.45 |
18.04 |
17.3% |
1.97 |
1.9% |
60% |
False |
False |
21,523 |
| 100 |
111.49 |
93.45 |
18.04 |
17.3% |
1.94 |
1.9% |
60% |
False |
False |
18,643 |
| 120 |
111.49 |
85.15 |
26.34 |
25.2% |
1.96 |
1.9% |
73% |
False |
False |
16,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.74 |
|
2.618 |
109.56 |
|
1.618 |
107.61 |
|
1.000 |
106.40 |
|
0.618 |
105.66 |
|
HIGH |
104.45 |
|
0.618 |
103.71 |
|
0.500 |
103.48 |
|
0.382 |
103.24 |
|
LOW |
102.50 |
|
0.618 |
101.29 |
|
1.000 |
100.55 |
|
1.618 |
99.34 |
|
2.618 |
97.39 |
|
4.250 |
94.21 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.06 |
104.31 |
| PP |
103.77 |
104.27 |
| S1 |
103.48 |
104.23 |
|