NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.80 |
106.42 |
1.62 |
1.5% |
107.95 |
| High |
106.87 |
106.60 |
-0.27 |
-0.3% |
108.87 |
| Low |
103.51 |
105.15 |
1.64 |
1.6% |
103.52 |
| Close |
106.67 |
105.51 |
-1.16 |
-1.1% |
104.40 |
| Range |
3.36 |
1.45 |
-1.91 |
-56.8% |
5.35 |
| ATR |
2.04 |
2.00 |
-0.04 |
-1.8% |
0.00 |
| Volume |
17,059 |
23,343 |
6,284 |
36.8% |
61,258 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.10 |
109.26 |
106.31 |
|
| R3 |
108.65 |
107.81 |
105.91 |
|
| R2 |
107.20 |
107.20 |
105.78 |
|
| R1 |
106.36 |
106.36 |
105.64 |
106.06 |
| PP |
105.75 |
105.75 |
105.75 |
105.60 |
| S1 |
104.91 |
104.91 |
105.38 |
104.61 |
| S2 |
104.30 |
104.30 |
105.24 |
|
| S3 |
102.85 |
103.46 |
105.11 |
|
| S4 |
101.40 |
102.01 |
104.71 |
|
|
| 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 |
108.24 |
103.51 |
4.73 |
4.5% |
2.34 |
2.2% |
42% |
False |
False |
15,411 |
| 10 |
109.08 |
103.51 |
5.57 |
5.3% |
2.02 |
1.9% |
36% |
False |
False |
14,897 |
| 20 |
109.69 |
103.51 |
6.18 |
5.9% |
1.83 |
1.7% |
32% |
False |
False |
19,156 |
| 40 |
111.38 |
98.81 |
12.57 |
11.9% |
1.81 |
1.7% |
53% |
False |
False |
17,809 |
| 60 |
111.38 |
97.37 |
14.01 |
13.3% |
1.70 |
1.6% |
58% |
False |
False |
14,609 |
| 80 |
111.38 |
93.40 |
17.98 |
17.0% |
1.68 |
1.6% |
67% |
False |
False |
12,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.76 |
|
2.618 |
110.40 |
|
1.618 |
108.95 |
|
1.000 |
108.05 |
|
0.618 |
107.50 |
|
HIGH |
106.60 |
|
0.618 |
106.05 |
|
0.500 |
105.88 |
|
0.382 |
105.70 |
|
LOW |
105.15 |
|
0.618 |
104.25 |
|
1.000 |
103.70 |
|
1.618 |
102.80 |
|
2.618 |
101.35 |
|
4.250 |
98.99 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.88 |
105.40 |
| PP |
105.75 |
105.30 |
| S1 |
105.63 |
105.19 |
|