NYMEX Light Sweet Crude Oil Future September 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 |
103.90 |
104.00 |
0.10 |
0.1% |
104.63 |
| High |
105.20 |
104.50 |
-0.70 |
-0.7% |
107.16 |
| Low |
103.25 |
102.80 |
-0.45 |
-0.4% |
103.07 |
| Close |
105.13 |
104.41 |
-0.72 |
-0.7% |
105.13 |
| Range |
1.95 |
1.70 |
-0.25 |
-12.8% |
4.09 |
| ATR |
1.98 |
2.01 |
0.02 |
1.2% |
0.00 |
| Volume |
24,928 |
22,443 |
-2,485 |
-10.0% |
85,614 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.00 |
108.41 |
105.35 |
|
| R3 |
107.30 |
106.71 |
104.88 |
|
| R2 |
105.60 |
105.60 |
104.72 |
|
| R1 |
105.01 |
105.01 |
104.57 |
105.31 |
| PP |
103.90 |
103.90 |
103.90 |
104.05 |
| S1 |
103.31 |
103.31 |
104.25 |
103.61 |
| S2 |
102.20 |
102.20 |
104.10 |
|
| S3 |
100.50 |
101.61 |
103.94 |
|
| S4 |
98.80 |
99.91 |
103.48 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.39 |
115.35 |
107.38 |
|
| R3 |
113.30 |
111.26 |
106.25 |
|
| R2 |
109.21 |
109.21 |
105.88 |
|
| R1 |
107.17 |
107.17 |
105.50 |
108.19 |
| PP |
105.12 |
105.12 |
105.12 |
105.63 |
| S1 |
103.08 |
103.08 |
104.76 |
104.10 |
| S2 |
101.03 |
101.03 |
104.38 |
|
| S3 |
96.94 |
98.99 |
104.01 |
|
| S4 |
92.85 |
94.90 |
102.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.16 |
102.80 |
4.36 |
4.2% |
2.17 |
2.1% |
37% |
False |
True |
21,611 |
| 10 |
109.01 |
102.80 |
6.21 |
5.9% |
1.90 |
1.8% |
26% |
False |
True |
18,138 |
| 20 |
109.84 |
102.80 |
7.04 |
6.7% |
1.83 |
1.8% |
23% |
False |
True |
18,745 |
| 40 |
110.87 |
100.70 |
10.17 |
9.7% |
1.74 |
1.7% |
36% |
False |
False |
18,836 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.68 |
1.6% |
51% |
False |
False |
16,319 |
| 80 |
110.87 |
93.44 |
17.43 |
16.7% |
1.61 |
1.5% |
63% |
False |
False |
13,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.73 |
|
2.618 |
108.95 |
|
1.618 |
107.25 |
|
1.000 |
106.20 |
|
0.618 |
105.55 |
|
HIGH |
104.50 |
|
0.618 |
103.85 |
|
0.500 |
103.65 |
|
0.382 |
103.45 |
|
LOW |
102.80 |
|
0.618 |
101.75 |
|
1.000 |
101.10 |
|
1.618 |
100.05 |
|
2.618 |
98.35 |
|
4.250 |
95.58 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.16 |
104.33 |
| PP |
103.90 |
104.25 |
| S1 |
103.65 |
104.17 |
|