NYMEX Light Sweet Crude Oil Future August 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 |
104.82 |
104.80 |
-0.02 |
0.0% |
107.95 |
| High |
105.43 |
106.87 |
1.44 |
1.4% |
108.87 |
| Low |
104.21 |
103.51 |
-0.70 |
-0.7% |
103.52 |
| Close |
104.40 |
106.67 |
2.27 |
2.2% |
104.40 |
| Range |
1.22 |
3.36 |
2.14 |
175.4% |
5.35 |
| ATR |
1.94 |
2.04 |
0.10 |
5.3% |
0.00 |
| Volume |
16,120 |
17,059 |
939 |
5.8% |
61,258 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
114.58 |
108.52 |
|
| R3 |
112.40 |
111.22 |
107.59 |
|
| R2 |
109.04 |
109.04 |
107.29 |
|
| R1 |
107.86 |
107.86 |
106.98 |
108.45 |
| PP |
105.68 |
105.68 |
105.68 |
105.98 |
| S1 |
104.50 |
104.50 |
106.36 |
105.09 |
| S2 |
102.32 |
102.32 |
106.05 |
|
| S3 |
98.96 |
101.14 |
105.75 |
|
| S4 |
95.60 |
97.78 |
104.82 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.65 |
118.37 |
107.34 |
|
| R3 |
116.30 |
113.02 |
105.87 |
|
| R2 |
110.95 |
110.95 |
105.38 |
|
| R1 |
107.67 |
107.67 |
104.89 |
106.64 |
| PP |
105.60 |
105.60 |
105.60 |
105.08 |
| S1 |
102.32 |
102.32 |
103.91 |
101.29 |
| S2 |
100.25 |
100.25 |
103.42 |
|
| S3 |
94.90 |
96.97 |
102.93 |
|
| S4 |
89.55 |
91.62 |
101.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.87 |
103.51 |
5.36 |
5.0% |
2.26 |
2.1% |
59% |
False |
True |
12,333 |
| 10 |
109.37 |
103.51 |
5.86 |
5.5% |
2.11 |
2.0% |
54% |
False |
True |
14,609 |
| 20 |
109.69 |
103.51 |
6.18 |
5.8% |
1.88 |
1.8% |
51% |
False |
True |
18,535 |
| 40 |
111.38 |
98.81 |
12.57 |
11.8% |
1.80 |
1.7% |
63% |
False |
False |
17,632 |
| 60 |
111.38 |
97.37 |
14.01 |
13.1% |
1.70 |
1.6% |
66% |
False |
False |
14,365 |
| 80 |
111.38 |
93.40 |
17.98 |
16.9% |
1.68 |
1.6% |
74% |
False |
False |
11,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.15 |
|
2.618 |
115.67 |
|
1.618 |
112.31 |
|
1.000 |
110.23 |
|
0.618 |
108.95 |
|
HIGH |
106.87 |
|
0.618 |
105.59 |
|
0.500 |
105.19 |
|
0.382 |
104.79 |
|
LOW |
103.51 |
|
0.618 |
101.43 |
|
1.000 |
100.15 |
|
1.618 |
98.07 |
|
2.618 |
94.71 |
|
4.250 |
89.23 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.18 |
106.21 |
| PP |
105.68 |
105.74 |
| S1 |
105.19 |
105.28 |
|