NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
110.09 |
110.34 |
0.25 |
0.2% |
107.11 |
High |
110.96 |
111.91 |
0.95 |
0.9% |
109.58 |
Low |
109.92 |
110.34 |
0.42 |
0.4% |
104.75 |
Close |
110.77 |
111.96 |
1.19 |
1.1% |
109.41 |
Range |
1.04 |
1.57 |
0.53 |
51.0% |
4.83 |
ATR |
1.82 |
1.80 |
-0.02 |
-1.0% |
0.00 |
Volume |
8,756 |
7,799 |
-957 |
-10.9% |
40,852 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.11 |
115.61 |
112.82 |
|
R3 |
114.54 |
114.04 |
112.39 |
|
R2 |
112.97 |
112.97 |
112.25 |
|
R1 |
112.47 |
112.47 |
112.10 |
112.72 |
PP |
111.40 |
111.40 |
111.40 |
111.53 |
S1 |
110.90 |
110.90 |
111.82 |
111.15 |
S2 |
109.83 |
109.83 |
111.67 |
|
S3 |
108.26 |
109.33 |
111.53 |
|
S4 |
106.69 |
107.76 |
111.10 |
|
|
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 |
118.58 |
2.618 |
116.02 |
1.618 |
114.45 |
1.000 |
113.48 |
0.618 |
112.88 |
HIGH |
111.91 |
0.618 |
111.31 |
0.500 |
111.13 |
0.382 |
110.94 |
LOW |
110.34 |
0.618 |
109.37 |
1.000 |
108.77 |
1.618 |
107.80 |
2.618 |
106.23 |
4.250 |
103.67 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
111.68 |
111.55 |
PP |
111.40 |
111.14 |
S1 |
111.13 |
110.74 |
|