NYMEX Light Sweet Crude Oil Future September 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 |
105.52 |
103.90 |
-1.62 |
-1.5% |
108.04 |
| High |
105.54 |
105.20 |
-0.34 |
-0.3% |
109.01 |
| Low |
103.07 |
103.25 |
0.18 |
0.2% |
103.94 |
| Close |
103.45 |
105.13 |
1.68 |
1.6% |
104.66 |
| Range |
2.47 |
1.95 |
-0.52 |
-21.1% |
5.07 |
| ATR |
1.99 |
1.98 |
0.00 |
-0.1% |
0.00 |
| Volume |
24,390 |
24,928 |
538 |
2.2% |
73,327 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.38 |
109.70 |
106.20 |
|
| R3 |
108.43 |
107.75 |
105.67 |
|
| R2 |
106.48 |
106.48 |
105.49 |
|
| R1 |
105.80 |
105.80 |
105.31 |
106.14 |
| PP |
104.53 |
104.53 |
104.53 |
104.70 |
| S1 |
103.85 |
103.85 |
104.95 |
104.19 |
| S2 |
102.58 |
102.58 |
104.77 |
|
| S3 |
100.63 |
101.90 |
104.59 |
|
| S4 |
98.68 |
99.95 |
104.06 |
|
|
| 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 |
107.16 |
103.07 |
4.09 |
3.9% |
2.06 |
2.0% |
50% |
False |
False |
21,300 |
| 10 |
109.41 |
103.07 |
6.34 |
6.0% |
1.99 |
1.9% |
32% |
False |
False |
17,564 |
| 20 |
109.84 |
103.07 |
6.77 |
6.4% |
1.84 |
1.7% |
30% |
False |
False |
18,963 |
| 40 |
110.87 |
100.70 |
10.17 |
9.7% |
1.71 |
1.6% |
44% |
False |
False |
18,721 |
| 60 |
110.87 |
97.59 |
13.28 |
12.6% |
1.68 |
1.6% |
57% |
False |
False |
16,058 |
| 80 |
110.87 |
93.44 |
17.43 |
16.6% |
1.60 |
1.5% |
67% |
False |
False |
13,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.49 |
|
2.618 |
110.31 |
|
1.618 |
108.36 |
|
1.000 |
107.15 |
|
0.618 |
106.41 |
|
HIGH |
105.20 |
|
0.618 |
104.46 |
|
0.500 |
104.23 |
|
0.382 |
103.99 |
|
LOW |
103.25 |
|
0.618 |
102.04 |
|
1.000 |
101.30 |
|
1.618 |
100.09 |
|
2.618 |
98.14 |
|
4.250 |
94.96 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.83 |
105.08 |
| PP |
104.53 |
105.02 |
| S1 |
104.23 |
104.97 |
|