NYMEX Light Sweet Crude Oil Future September 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 |
104.63 |
106.63 |
2.00 |
1.9% |
108.04 |
| High |
107.16 |
106.87 |
-0.29 |
-0.3% |
109.01 |
| Low |
103.82 |
105.48 |
1.66 |
1.6% |
103.94 |
| Close |
106.98 |
105.85 |
-1.13 |
-1.1% |
104.66 |
| Range |
3.34 |
1.39 |
-1.95 |
-58.4% |
5.07 |
| ATR |
1.96 |
1.93 |
-0.03 |
-1.7% |
0.00 |
| Volume |
14,750 |
21,546 |
6,796 |
46.1% |
73,327 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.24 |
109.43 |
106.61 |
|
| R3 |
108.85 |
108.04 |
106.23 |
|
| R2 |
107.46 |
107.46 |
106.10 |
|
| R1 |
106.65 |
106.65 |
105.98 |
106.36 |
| PP |
106.07 |
106.07 |
106.07 |
105.92 |
| S1 |
105.26 |
105.26 |
105.72 |
104.97 |
| S2 |
104.68 |
104.68 |
105.60 |
|
| S3 |
103.29 |
103.87 |
105.47 |
|
| S4 |
101.90 |
102.48 |
105.09 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
117.94 |
107.45 |
|
| R3 |
116.01 |
112.87 |
106.05 |
|
| R2 |
110.94 |
110.94 |
105.59 |
|
| R1 |
107.80 |
107.80 |
105.12 |
106.84 |
| PP |
105.87 |
105.87 |
105.87 |
105.39 |
| S1 |
102.73 |
102.73 |
104.20 |
101.77 |
| S2 |
100.80 |
100.80 |
103.73 |
|
| S3 |
95.73 |
97.66 |
103.27 |
|
| S4 |
90.66 |
92.59 |
101.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.19 |
103.82 |
4.37 |
4.1% |
2.18 |
2.1% |
46% |
False |
False |
17,335 |
| 10 |
109.41 |
103.82 |
5.59 |
5.3% |
1.85 |
1.7% |
36% |
False |
False |
15,978 |
| 20 |
109.84 |
103.82 |
6.02 |
5.7% |
1.76 |
1.7% |
34% |
False |
False |
18,539 |
| 40 |
110.87 |
99.13 |
11.74 |
11.1% |
1.69 |
1.6% |
57% |
False |
False |
18,410 |
| 60 |
110.87 |
97.59 |
13.28 |
12.5% |
1.65 |
1.6% |
62% |
False |
False |
15,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.78 |
|
2.618 |
110.51 |
|
1.618 |
109.12 |
|
1.000 |
108.26 |
|
0.618 |
107.73 |
|
HIGH |
106.87 |
|
0.618 |
106.34 |
|
0.500 |
106.18 |
|
0.382 |
106.01 |
|
LOW |
105.48 |
|
0.618 |
104.62 |
|
1.000 |
104.09 |
|
1.618 |
103.23 |
|
2.618 |
101.84 |
|
4.250 |
99.57 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.18 |
105.73 |
| PP |
106.07 |
105.61 |
| S1 |
105.96 |
105.49 |
|