NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.56 |
110.09 |
0.53 |
0.5% |
107.11 |
| High |
110.45 |
110.96 |
0.51 |
0.5% |
109.58 |
| Low |
109.56 |
109.92 |
0.36 |
0.3% |
104.75 |
| Close |
110.33 |
110.77 |
0.44 |
0.4% |
109.41 |
| Range |
0.89 |
1.04 |
0.15 |
16.9% |
4.83 |
| ATR |
1.88 |
1.82 |
-0.06 |
-3.2% |
0.00 |
| Volume |
7,804 |
8,756 |
952 |
12.2% |
40,852 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.67 |
113.26 |
111.34 |
|
| R3 |
112.63 |
112.22 |
111.06 |
|
| R2 |
111.59 |
111.59 |
110.96 |
|
| R1 |
111.18 |
111.18 |
110.87 |
111.39 |
| PP |
110.55 |
110.55 |
110.55 |
110.65 |
| S1 |
110.14 |
110.14 |
110.67 |
110.35 |
| S2 |
109.51 |
109.51 |
110.58 |
|
| S3 |
108.47 |
109.10 |
110.48 |
|
| S4 |
107.43 |
108.06 |
110.20 |
|
|
| 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 |
115.38 |
|
2.618 |
113.68 |
|
1.618 |
112.64 |
|
1.000 |
112.00 |
|
0.618 |
111.60 |
|
HIGH |
110.96 |
|
0.618 |
110.56 |
|
0.500 |
110.44 |
|
0.382 |
110.32 |
|
LOW |
109.92 |
|
0.618 |
109.28 |
|
1.000 |
108.88 |
|
1.618 |
108.24 |
|
2.618 |
107.20 |
|
4.250 |
105.50 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.66 |
110.56 |
| PP |
110.55 |
110.35 |
| S1 |
110.44 |
110.14 |
|