NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
106.44 |
108.88 |
2.44 |
2.3% |
107.11 |
| High |
108.37 |
109.58 |
1.21 |
1.1% |
109.58 |
| Low |
106.44 |
107.94 |
1.50 |
1.4% |
104.75 |
| Close |
108.30 |
109.41 |
1.11 |
1.0% |
109.41 |
| Range |
1.93 |
1.64 |
-0.29 |
-15.0% |
4.83 |
| ATR |
2.06 |
2.03 |
-0.03 |
-1.5% |
0.00 |
| Volume |
9,643 |
8,759 |
-884 |
-9.2% |
40,852 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
113.29 |
110.31 |
|
| R3 |
112.26 |
111.65 |
109.86 |
|
| R2 |
110.62 |
110.62 |
109.71 |
|
| R1 |
110.01 |
110.01 |
109.56 |
110.32 |
| PP |
108.98 |
108.98 |
108.98 |
109.13 |
| S1 |
108.37 |
108.37 |
109.26 |
108.68 |
| S2 |
107.34 |
107.34 |
109.11 |
|
| S3 |
105.70 |
106.73 |
108.96 |
|
| S4 |
104.06 |
105.09 |
108.51 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
120.74 |
112.07 |
|
| R3 |
117.57 |
115.91 |
110.74 |
|
| R2 |
112.74 |
112.74 |
110.30 |
|
| R1 |
111.08 |
111.08 |
109.85 |
111.91 |
| PP |
107.91 |
107.91 |
107.91 |
108.33 |
| S1 |
106.25 |
106.25 |
108.97 |
107.08 |
| S2 |
103.08 |
103.08 |
108.52 |
|
| S3 |
98.25 |
101.42 |
108.08 |
|
| S4 |
93.42 |
96.59 |
106.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.55 |
|
2.618 |
113.87 |
|
1.618 |
112.23 |
|
1.000 |
111.22 |
|
0.618 |
110.59 |
|
HIGH |
109.58 |
|
0.618 |
108.95 |
|
0.500 |
108.76 |
|
0.382 |
108.57 |
|
LOW |
107.94 |
|
0.618 |
106.93 |
|
1.000 |
106.30 |
|
1.618 |
105.29 |
|
2.618 |
103.65 |
|
4.250 |
100.97 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.19 |
108.80 |
| PP |
108.98 |
108.19 |
| S1 |
108.76 |
107.59 |
|