NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.79 |
109.56 |
-0.23 |
-0.2% |
107.11 |
| High |
110.31 |
110.45 |
0.14 |
0.1% |
109.58 |
| Low |
109.31 |
109.56 |
0.25 |
0.2% |
104.75 |
| Close |
110.19 |
110.33 |
0.14 |
0.1% |
109.41 |
| Range |
1.00 |
0.89 |
-0.11 |
-11.0% |
4.83 |
| ATR |
1.96 |
1.88 |
-0.08 |
-3.9% |
0.00 |
| Volume |
9,104 |
7,804 |
-1,300 |
-14.3% |
40,852 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.78 |
112.45 |
110.82 |
|
| R3 |
111.89 |
111.56 |
110.57 |
|
| R2 |
111.00 |
111.00 |
110.49 |
|
| R1 |
110.67 |
110.67 |
110.41 |
110.84 |
| PP |
110.11 |
110.11 |
110.11 |
110.20 |
| S1 |
109.78 |
109.78 |
110.25 |
109.95 |
| S2 |
109.22 |
109.22 |
110.17 |
|
| S3 |
108.33 |
108.89 |
110.09 |
|
| S4 |
107.44 |
108.00 |
109.84 |
|
|
| 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 |
114.23 |
|
2.618 |
112.78 |
|
1.618 |
111.89 |
|
1.000 |
111.34 |
|
0.618 |
111.00 |
|
HIGH |
110.45 |
|
0.618 |
110.11 |
|
0.500 |
110.01 |
|
0.382 |
109.90 |
|
LOW |
109.56 |
|
0.618 |
109.01 |
|
1.000 |
108.67 |
|
1.618 |
108.12 |
|
2.618 |
107.23 |
|
4.250 |
105.78 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.22 |
109.95 |
| PP |
110.11 |
109.57 |
| S1 |
110.01 |
109.20 |
|