NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
108.88 |
109.79 |
0.91 |
0.8% |
107.11 |
High |
109.58 |
110.31 |
0.73 |
0.7% |
109.58 |
Low |
107.94 |
109.31 |
1.37 |
1.3% |
104.75 |
Close |
109.41 |
110.19 |
0.78 |
0.7% |
109.41 |
Range |
1.64 |
1.00 |
-0.64 |
-39.0% |
4.83 |
ATR |
2.03 |
1.96 |
-0.07 |
-3.6% |
0.00 |
Volume |
8,759 |
9,104 |
345 |
3.9% |
40,852 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.94 |
112.56 |
110.74 |
|
R3 |
111.94 |
111.56 |
110.47 |
|
R2 |
110.94 |
110.94 |
110.37 |
|
R1 |
110.56 |
110.56 |
110.28 |
110.75 |
PP |
109.94 |
109.94 |
109.94 |
110.03 |
S1 |
109.56 |
109.56 |
110.10 |
109.75 |
S2 |
108.94 |
108.94 |
110.01 |
|
S3 |
107.94 |
108.56 |
109.92 |
|
S4 |
106.94 |
107.56 |
109.64 |
|
|
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 |
114.56 |
2.618 |
112.93 |
1.618 |
111.93 |
1.000 |
111.31 |
0.618 |
110.93 |
HIGH |
110.31 |
0.618 |
109.93 |
0.500 |
109.81 |
0.382 |
109.69 |
LOW |
109.31 |
0.618 |
108.69 |
1.000 |
108.31 |
1.618 |
107.69 |
2.618 |
106.69 |
4.250 |
105.06 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
110.06 |
109.59 |
PP |
109.94 |
108.98 |
S1 |
109.81 |
108.38 |
|