NYMEX Light Sweet Crude Oil Future July 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 |
103.93 |
103.30 |
-0.63 |
-0.6% |
104.21 |
| High |
103.93 |
104.01 |
0.08 |
0.1% |
106.48 |
| Low |
101.93 |
101.77 |
-0.16 |
-0.2% |
102.26 |
| Close |
103.52 |
102.11 |
-1.41 |
-1.4% |
104.35 |
| Range |
2.00 |
2.24 |
0.24 |
12.0% |
4.22 |
| ATR |
2.18 |
2.18 |
0.00 |
0.2% |
0.00 |
| Volume |
40,496 |
37,436 |
-3,060 |
-7.6% |
167,049 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.35 |
107.97 |
103.34 |
|
| R3 |
107.11 |
105.73 |
102.73 |
|
| R2 |
104.87 |
104.87 |
102.52 |
|
| R1 |
103.49 |
103.49 |
102.32 |
103.06 |
| PP |
102.63 |
102.63 |
102.63 |
102.42 |
| S1 |
101.25 |
101.25 |
101.90 |
100.82 |
| S2 |
100.39 |
100.39 |
101.70 |
|
| S3 |
98.15 |
99.01 |
101.49 |
|
| S4 |
95.91 |
96.77 |
100.88 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.02 |
114.91 |
106.67 |
|
| R3 |
112.80 |
110.69 |
105.51 |
|
| R2 |
108.58 |
108.58 |
105.12 |
|
| R1 |
106.47 |
106.47 |
104.74 |
107.53 |
| PP |
104.36 |
104.36 |
104.36 |
104.89 |
| S1 |
102.25 |
102.25 |
103.96 |
103.31 |
| S2 |
100.14 |
100.14 |
103.58 |
|
| S3 |
95.92 |
98.03 |
103.19 |
|
| S4 |
91.70 |
93.81 |
102.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.20 |
101.77 |
4.43 |
4.3% |
2.11 |
2.1% |
8% |
False |
True |
42,358 |
| 10 |
108.63 |
101.77 |
6.86 |
6.7% |
2.21 |
2.2% |
5% |
False |
True |
36,224 |
| 20 |
109.51 |
101.77 |
7.74 |
7.6% |
2.08 |
2.0% |
4% |
False |
True |
34,444 |
| 40 |
111.49 |
101.58 |
9.91 |
9.7% |
2.00 |
2.0% |
5% |
False |
False |
32,342 |
| 60 |
111.49 |
97.05 |
14.44 |
14.1% |
1.97 |
1.9% |
35% |
False |
False |
27,407 |
| 80 |
111.49 |
93.45 |
18.04 |
17.7% |
1.97 |
1.9% |
48% |
False |
False |
22,356 |
| 100 |
111.49 |
93.45 |
18.04 |
17.7% |
1.96 |
1.9% |
48% |
False |
False |
19,323 |
| 120 |
111.49 |
85.15 |
26.34 |
25.8% |
1.96 |
1.9% |
64% |
False |
False |
17,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.53 |
|
2.618 |
109.87 |
|
1.618 |
107.63 |
|
1.000 |
106.25 |
|
0.618 |
105.39 |
|
HIGH |
104.01 |
|
0.618 |
103.15 |
|
0.500 |
102.89 |
|
0.382 |
102.63 |
|
LOW |
101.77 |
|
0.618 |
100.39 |
|
1.000 |
99.53 |
|
1.618 |
98.15 |
|
2.618 |
95.91 |
|
4.250 |
92.25 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.89 |
103.11 |
| PP |
102.63 |
102.78 |
| S1 |
102.37 |
102.44 |
|