NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.06 |
104.00 |
-1.06 |
-1.0% |
103.89 |
| High |
105.17 |
104.61 |
-0.56 |
-0.5% |
105.40 |
| Low |
103.93 |
103.14 |
-0.79 |
-0.8% |
102.29 |
| Close |
104.20 |
104.18 |
-0.02 |
0.0% |
104.20 |
| Range |
1.24 |
1.47 |
0.23 |
18.5% |
3.11 |
| ATR |
1.99 |
1.95 |
-0.04 |
-1.9% |
0.00 |
| Volume |
45,531 |
21,782 |
-23,749 |
-52.2% |
138,900 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
107.75 |
104.99 |
|
| R3 |
106.92 |
106.28 |
104.58 |
|
| R2 |
105.45 |
105.45 |
104.45 |
|
| R1 |
104.81 |
104.81 |
104.31 |
105.13 |
| PP |
103.98 |
103.98 |
103.98 |
104.14 |
| S1 |
103.34 |
103.34 |
104.05 |
103.66 |
| S2 |
102.51 |
102.51 |
103.91 |
|
| S3 |
101.04 |
101.87 |
103.78 |
|
| S4 |
99.57 |
100.40 |
103.37 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.29 |
111.86 |
105.91 |
|
| R3 |
110.18 |
108.75 |
105.06 |
|
| R2 |
107.07 |
107.07 |
104.77 |
|
| R1 |
105.64 |
105.64 |
104.49 |
106.36 |
| PP |
103.96 |
103.96 |
103.96 |
104.32 |
| S1 |
102.53 |
102.53 |
103.91 |
103.25 |
| S2 |
100.85 |
100.85 |
103.63 |
|
| S3 |
97.74 |
99.42 |
103.34 |
|
| S4 |
94.63 |
96.31 |
102.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.40 |
102.29 |
3.11 |
3.0% |
1.72 |
1.7% |
61% |
False |
False |
28,218 |
| 10 |
106.87 |
102.29 |
4.58 |
4.4% |
1.98 |
1.9% |
41% |
False |
False |
26,040 |
| 20 |
109.69 |
102.29 |
7.40 |
7.1% |
1.95 |
1.9% |
26% |
False |
False |
20,314 |
| 40 |
111.38 |
102.29 |
9.09 |
8.7% |
1.88 |
1.8% |
21% |
False |
False |
20,437 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.74 |
1.7% |
49% |
False |
False |
17,319 |
| 80 |
111.38 |
95.15 |
16.23 |
15.6% |
1.66 |
1.6% |
56% |
False |
False |
14,395 |
| 100 |
111.38 |
93.40 |
17.98 |
17.3% |
1.64 |
1.6% |
60% |
False |
False |
12,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.86 |
|
2.618 |
108.46 |
|
1.618 |
106.99 |
|
1.000 |
106.08 |
|
0.618 |
105.52 |
|
HIGH |
104.61 |
|
0.618 |
104.05 |
|
0.500 |
103.88 |
|
0.382 |
103.70 |
|
LOW |
103.14 |
|
0.618 |
102.23 |
|
1.000 |
101.67 |
|
1.618 |
100.76 |
|
2.618 |
99.29 |
|
4.250 |
96.89 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.08 |
104.27 |
| PP |
103.98 |
104.24 |
| S1 |
103.88 |
104.21 |
|