NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.92 |
109.96 |
0.04 |
0.0% |
107.20 |
| High |
110.55 |
111.09 |
0.54 |
0.5% |
109.55 |
| Low |
109.41 |
109.74 |
0.33 |
0.3% |
104.54 |
| Close |
110.39 |
110.77 |
0.38 |
0.3% |
109.35 |
| Range |
1.14 |
1.35 |
0.21 |
18.4% |
5.01 |
| ATR |
2.19 |
2.13 |
-0.06 |
-2.7% |
0.00 |
| Volume |
33,517 |
41,172 |
7,655 |
22.8% |
173,938 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.58 |
114.03 |
111.51 |
|
| R3 |
113.23 |
112.68 |
111.14 |
|
| R2 |
111.88 |
111.88 |
111.02 |
|
| R1 |
111.33 |
111.33 |
110.89 |
111.61 |
| PP |
110.53 |
110.53 |
110.53 |
110.67 |
| S1 |
109.98 |
109.98 |
110.65 |
110.26 |
| S2 |
109.18 |
109.18 |
110.52 |
|
| S3 |
107.83 |
108.63 |
110.40 |
|
| S4 |
106.48 |
107.28 |
110.03 |
|
|
| 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 |
116.83 |
|
2.618 |
114.62 |
|
1.618 |
113.27 |
|
1.000 |
112.44 |
|
0.618 |
111.92 |
|
HIGH |
111.09 |
|
0.618 |
110.57 |
|
0.500 |
110.42 |
|
0.382 |
110.26 |
|
LOW |
109.74 |
|
0.618 |
108.91 |
|
1.000 |
108.39 |
|
1.618 |
107.56 |
|
2.618 |
106.21 |
|
4.250 |
104.00 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.65 |
110.57 |
| PP |
110.53 |
110.37 |
| S1 |
110.42 |
110.17 |
|