NYMEX Light Sweet Crude Oil Future November 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 |
109.49 |
109.90 |
0.41 |
0.4% |
107.19 |
| High |
110.37 |
110.55 |
0.18 |
0.2% |
109.65 |
| Low |
109.38 |
109.51 |
0.13 |
0.1% |
104.55 |
| Close |
110.26 |
110.40 |
0.14 |
0.1% |
109.42 |
| Range |
0.99 |
1.04 |
0.05 |
5.1% |
5.10 |
| ATR |
1.87 |
1.81 |
-0.06 |
-3.2% |
0.00 |
| Volume |
5,409 |
4,543 |
-866 |
-16.0% |
45,456 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.27 |
112.88 |
110.97 |
|
| R3 |
112.23 |
111.84 |
110.69 |
|
| R2 |
111.19 |
111.19 |
110.59 |
|
| R1 |
110.80 |
110.80 |
110.50 |
111.00 |
| PP |
110.15 |
110.15 |
110.15 |
110.25 |
| S1 |
109.76 |
109.76 |
110.30 |
109.96 |
| S2 |
109.11 |
109.11 |
110.21 |
|
| S3 |
108.07 |
108.72 |
110.11 |
|
| S4 |
107.03 |
107.68 |
109.83 |
|
|
| 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 |
114.97 |
|
2.618 |
113.27 |
|
1.618 |
112.23 |
|
1.000 |
111.59 |
|
0.618 |
111.19 |
|
HIGH |
110.55 |
|
0.618 |
110.15 |
|
0.500 |
110.03 |
|
0.382 |
109.91 |
|
LOW |
109.51 |
|
0.618 |
108.87 |
|
1.000 |
108.47 |
|
1.618 |
107.83 |
|
2.618 |
106.79 |
|
4.250 |
105.09 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.28 |
110.04 |
| PP |
110.15 |
109.67 |
| S1 |
110.03 |
109.31 |
|