NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.54 |
103.89 |
0.35 |
0.3% |
104.80 |
| High |
104.84 |
104.10 |
-0.74 |
-0.7% |
106.87 |
| Low |
102.93 |
102.47 |
-0.46 |
-0.4% |
102.66 |
| Close |
104.79 |
104.00 |
-0.79 |
-0.8% |
104.79 |
| Range |
1.91 |
1.63 |
-0.28 |
-14.7% |
4.21 |
| ATR |
2.05 |
2.07 |
0.02 |
0.9% |
0.00 |
| Volume |
33,061 |
19,591 |
-13,470 |
-40.7% |
99,724 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.41 |
107.84 |
104.90 |
|
| R3 |
106.78 |
106.21 |
104.45 |
|
| R2 |
105.15 |
105.15 |
104.30 |
|
| R1 |
104.58 |
104.58 |
104.15 |
104.87 |
| PP |
103.52 |
103.52 |
103.52 |
103.67 |
| S1 |
102.95 |
102.95 |
103.85 |
103.24 |
| S2 |
101.89 |
101.89 |
103.70 |
|
| S3 |
100.26 |
101.32 |
103.55 |
|
| S4 |
98.63 |
99.69 |
103.10 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.40 |
115.31 |
107.11 |
|
| R3 |
113.19 |
111.10 |
105.95 |
|
| R2 |
108.98 |
108.98 |
105.56 |
|
| R1 |
106.89 |
106.89 |
105.18 |
105.83 |
| PP |
104.77 |
104.77 |
104.77 |
104.25 |
| S1 |
102.68 |
102.68 |
104.40 |
101.62 |
| S2 |
100.56 |
100.56 |
104.02 |
|
| S3 |
96.35 |
98.47 |
103.63 |
|
| S4 |
92.14 |
94.26 |
102.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.87 |
102.47 |
4.40 |
4.2% |
2.25 |
2.2% |
35% |
False |
True |
23,863 |
| 10 |
108.87 |
102.47 |
6.40 |
6.2% |
2.02 |
1.9% |
24% |
False |
True |
18,057 |
| 20 |
109.69 |
102.47 |
7.22 |
6.9% |
1.92 |
1.8% |
21% |
False |
True |
19,529 |
| 40 |
111.38 |
100.25 |
11.13 |
10.7% |
1.84 |
1.8% |
34% |
False |
False |
18,393 |
| 60 |
111.38 |
97.37 |
14.01 |
13.5% |
1.74 |
1.7% |
47% |
False |
False |
15,566 |
| 80 |
111.38 |
93.40 |
17.98 |
17.3% |
1.70 |
1.6% |
59% |
False |
False |
12,913 |
| 100 |
111.38 |
93.40 |
17.98 |
17.3% |
1.66 |
1.6% |
59% |
False |
False |
11,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.03 |
|
2.618 |
108.37 |
|
1.618 |
106.74 |
|
1.000 |
105.73 |
|
0.618 |
105.11 |
|
HIGH |
104.10 |
|
0.618 |
103.48 |
|
0.500 |
103.29 |
|
0.382 |
103.09 |
|
LOW |
102.47 |
|
0.618 |
101.46 |
|
1.000 |
100.84 |
|
1.618 |
99.83 |
|
2.618 |
98.20 |
|
4.250 |
95.54 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.76 |
104.01 |
| PP |
103.52 |
104.00 |
| S1 |
103.29 |
104.00 |
|