NYMEX Light Sweet Crude Oil Future December 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 |
109.65 |
109.92 |
0.27 |
0.2% |
107.20 |
| High |
110.39 |
110.55 |
0.16 |
0.1% |
109.55 |
| Low |
109.24 |
109.41 |
0.17 |
0.2% |
104.54 |
| Close |
110.25 |
110.39 |
0.14 |
0.1% |
109.35 |
| Range |
1.15 |
1.14 |
-0.01 |
-0.9% |
5.01 |
| ATR |
2.27 |
2.19 |
-0.08 |
-3.6% |
0.00 |
| Volume |
36,837 |
33,517 |
-3,320 |
-9.0% |
173,938 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.54 |
113.10 |
111.02 |
|
| R3 |
112.40 |
111.96 |
110.70 |
|
| R2 |
111.26 |
111.26 |
110.60 |
|
| R1 |
110.82 |
110.82 |
110.49 |
111.04 |
| PP |
110.12 |
110.12 |
110.12 |
110.23 |
| S1 |
109.68 |
109.68 |
110.29 |
109.90 |
| S2 |
108.98 |
108.98 |
110.18 |
|
| S3 |
107.84 |
108.54 |
110.08 |
|
| S4 |
106.70 |
107.40 |
109.76 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.84 |
121.11 |
112.11 |
|
| R3 |
117.83 |
116.10 |
110.73 |
|
| R2 |
112.82 |
112.82 |
110.27 |
|
| R1 |
111.09 |
111.09 |
109.81 |
111.96 |
| PP |
107.81 |
107.81 |
107.81 |
108.25 |
| S1 |
106.08 |
106.08 |
108.89 |
106.95 |
| S2 |
102.80 |
102.80 |
108.43 |
|
| S3 |
97.79 |
101.07 |
107.97 |
|
| S4 |
92.78 |
96.06 |
106.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.40 |
|
2.618 |
113.53 |
|
1.618 |
112.39 |
|
1.000 |
111.69 |
|
0.618 |
111.25 |
|
HIGH |
110.55 |
|
0.618 |
110.11 |
|
0.500 |
109.98 |
|
0.382 |
109.85 |
|
LOW |
109.41 |
|
0.618 |
108.71 |
|
1.000 |
108.27 |
|
1.618 |
107.57 |
|
2.618 |
106.43 |
|
4.250 |
104.57 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.25 |
110.01 |
| PP |
110.12 |
109.62 |
| S1 |
109.98 |
109.24 |
|