NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.34 |
112.52 |
2.18 |
2.0% |
109.79 |
| High |
111.91 |
114.60 |
2.69 |
2.4% |
114.60 |
| Low |
110.34 |
112.52 |
2.18 |
2.0% |
109.31 |
| Close |
111.96 |
114.35 |
2.39 |
2.1% |
114.35 |
| Range |
1.57 |
2.08 |
0.51 |
32.5% |
5.29 |
| ATR |
1.80 |
1.86 |
0.06 |
3.3% |
0.00 |
| Volume |
7,799 |
9,539 |
1,740 |
22.3% |
43,002 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.06 |
119.29 |
115.49 |
|
| R3 |
117.98 |
117.21 |
114.92 |
|
| R2 |
115.90 |
115.90 |
114.73 |
|
| R1 |
115.13 |
115.13 |
114.54 |
115.52 |
| PP |
113.82 |
113.82 |
113.82 |
114.02 |
| S1 |
113.05 |
113.05 |
114.16 |
113.44 |
| S2 |
111.74 |
111.74 |
113.97 |
|
| S3 |
109.66 |
110.97 |
113.78 |
|
| S4 |
107.58 |
108.89 |
113.21 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.62 |
126.78 |
117.26 |
|
| R3 |
123.33 |
121.49 |
115.80 |
|
| R2 |
118.04 |
118.04 |
115.32 |
|
| R1 |
116.20 |
116.20 |
114.83 |
117.12 |
| PP |
112.75 |
112.75 |
112.75 |
113.22 |
| S1 |
110.91 |
110.91 |
113.87 |
111.83 |
| S2 |
107.46 |
107.46 |
113.38 |
|
| S3 |
102.17 |
105.62 |
112.90 |
|
| S4 |
96.88 |
100.33 |
111.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.44 |
|
2.618 |
120.05 |
|
1.618 |
117.97 |
|
1.000 |
116.68 |
|
0.618 |
115.89 |
|
HIGH |
114.60 |
|
0.618 |
113.81 |
|
0.500 |
113.56 |
|
0.382 |
113.31 |
|
LOW |
112.52 |
|
0.618 |
111.23 |
|
1.000 |
110.44 |
|
1.618 |
109.15 |
|
2.618 |
107.07 |
|
4.250 |
103.68 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.09 |
113.65 |
| PP |
113.82 |
112.96 |
| S1 |
113.56 |
112.26 |
|