NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.01 |
108.50 |
1.49 |
1.4% |
107.19 |
| High |
108.43 |
109.65 |
1.22 |
1.1% |
109.65 |
| Low |
107.01 |
108.06 |
1.05 |
1.0% |
104.55 |
| Close |
108.35 |
109.42 |
1.07 |
1.0% |
109.42 |
| Range |
1.42 |
1.59 |
0.17 |
12.0% |
5.10 |
| ATR |
1.96 |
1.94 |
-0.03 |
-1.4% |
0.00 |
| Volume |
18,142 |
8,713 |
-9,429 |
-52.0% |
45,456 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.81 |
113.21 |
110.29 |
|
| R3 |
112.22 |
111.62 |
109.86 |
|
| R2 |
110.63 |
110.63 |
109.71 |
|
| R1 |
110.03 |
110.03 |
109.57 |
110.33 |
| PP |
109.04 |
109.04 |
109.04 |
109.20 |
| S1 |
108.44 |
108.44 |
109.27 |
108.74 |
| S2 |
107.45 |
107.45 |
109.13 |
|
| S3 |
105.86 |
106.85 |
108.98 |
|
| S4 |
104.27 |
105.26 |
108.55 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
121.40 |
112.23 |
|
| R3 |
118.07 |
116.30 |
110.82 |
|
| R2 |
112.97 |
112.97 |
110.36 |
|
| R1 |
111.20 |
111.20 |
109.89 |
112.09 |
| PP |
107.87 |
107.87 |
107.87 |
108.32 |
| S1 |
106.10 |
106.10 |
108.95 |
106.99 |
| S2 |
102.77 |
102.77 |
108.49 |
|
| S3 |
97.67 |
101.00 |
108.02 |
|
| S4 |
92.57 |
95.90 |
106.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.41 |
|
2.618 |
113.81 |
|
1.618 |
112.22 |
|
1.000 |
111.24 |
|
0.618 |
110.63 |
|
HIGH |
109.65 |
|
0.618 |
109.04 |
|
0.500 |
108.86 |
|
0.382 |
108.67 |
|
LOW |
108.06 |
|
0.618 |
107.08 |
|
1.000 |
106.47 |
|
1.618 |
105.49 |
|
2.618 |
103.90 |
|
4.250 |
101.30 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.23 |
108.85 |
| PP |
109.04 |
108.27 |
| S1 |
108.86 |
107.70 |
|