NYMEX Light Sweet Crude Oil Future August 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 |
105.51 |
103.54 |
-1.97 |
-1.9% |
107.95 |
| High |
105.54 |
104.84 |
-0.70 |
-0.7% |
108.87 |
| Low |
102.66 |
102.93 |
0.27 |
0.3% |
103.52 |
| Close |
103.08 |
104.79 |
1.71 |
1.7% |
104.40 |
| Range |
2.88 |
1.91 |
-0.97 |
-33.7% |
5.35 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.5% |
0.00 |
| Volume |
26,261 |
33,061 |
6,800 |
25.9% |
61,258 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
109.26 |
105.84 |
|
| R3 |
108.01 |
107.35 |
105.32 |
|
| R2 |
106.10 |
106.10 |
105.14 |
|
| R1 |
105.44 |
105.44 |
104.97 |
105.77 |
| PP |
104.19 |
104.19 |
104.19 |
104.35 |
| S1 |
103.53 |
103.53 |
104.61 |
103.86 |
| S2 |
102.28 |
102.28 |
104.44 |
|
| S3 |
100.37 |
101.62 |
104.26 |
|
| S4 |
98.46 |
99.71 |
103.74 |
|
|
| 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 |
106.87 |
102.66 |
4.21 |
4.0% |
2.16 |
2.1% |
51% |
False |
False |
23,168 |
| 10 |
109.08 |
102.66 |
6.42 |
6.1% |
2.11 |
2.0% |
33% |
False |
False |
17,568 |
| 20 |
109.69 |
102.66 |
7.03 |
6.7% |
1.93 |
1.8% |
30% |
False |
False |
19,962 |
| 40 |
111.38 |
100.25 |
11.13 |
10.6% |
1.83 |
1.7% |
41% |
False |
False |
18,409 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.73 |
1.7% |
53% |
False |
False |
15,320 |
| 80 |
111.38 |
93.40 |
17.98 |
17.2% |
1.70 |
1.6% |
63% |
False |
False |
12,720 |
| 100 |
111.38 |
93.40 |
17.98 |
17.2% |
1.65 |
1.6% |
63% |
False |
False |
11,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.96 |
|
2.618 |
109.84 |
|
1.618 |
107.93 |
|
1.000 |
106.75 |
|
0.618 |
106.02 |
|
HIGH |
104.84 |
|
0.618 |
104.11 |
|
0.500 |
103.89 |
|
0.382 |
103.66 |
|
LOW |
102.93 |
|
0.618 |
101.75 |
|
1.000 |
101.02 |
|
1.618 |
99.84 |
|
2.618 |
97.93 |
|
4.250 |
94.81 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.49 |
104.74 |
| PP |
104.19 |
104.68 |
| S1 |
103.89 |
104.63 |
|