NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.58 |
110.63 |
-3.95 |
-3.4% |
109.65 |
| High |
114.90 |
112.20 |
-2.70 |
-2.3% |
114.45 |
| Low |
110.82 |
107.70 |
-3.12 |
-2.8% |
109.24 |
| Close |
111.83 |
108.69 |
-3.14 |
-2.8% |
114.18 |
| Range |
4.08 |
4.50 |
0.42 |
10.3% |
5.21 |
| ATR |
2.30 |
2.46 |
0.16 |
6.8% |
0.00 |
| Volume |
48,880 |
39,248 |
-9,632 |
-19.7% |
190,173 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.03 |
120.36 |
111.17 |
|
| R3 |
118.53 |
115.86 |
109.93 |
|
| R2 |
114.03 |
114.03 |
109.52 |
|
| R1 |
111.36 |
111.36 |
109.10 |
110.45 |
| PP |
109.53 |
109.53 |
109.53 |
109.07 |
| S1 |
106.86 |
106.86 |
108.28 |
105.95 |
| S2 |
105.03 |
105.03 |
107.87 |
|
| S3 |
100.53 |
102.36 |
107.45 |
|
| S4 |
96.03 |
97.86 |
106.22 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.25 |
126.43 |
117.05 |
|
| R3 |
123.04 |
121.22 |
115.61 |
|
| R2 |
117.83 |
117.83 |
115.14 |
|
| R1 |
116.01 |
116.01 |
114.66 |
116.92 |
| PP |
112.62 |
112.62 |
112.62 |
113.08 |
| S1 |
110.80 |
110.80 |
113.70 |
111.71 |
| S2 |
107.41 |
107.41 |
113.22 |
|
| S3 |
102.20 |
105.59 |
112.75 |
|
| S4 |
96.99 |
100.38 |
111.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.33 |
|
2.618 |
123.98 |
|
1.618 |
119.48 |
|
1.000 |
116.70 |
|
0.618 |
114.98 |
|
HIGH |
112.20 |
|
0.618 |
110.48 |
|
0.500 |
109.95 |
|
0.382 |
109.42 |
|
LOW |
107.70 |
|
0.618 |
104.92 |
|
1.000 |
103.20 |
|
1.618 |
100.42 |
|
2.618 |
95.92 |
|
4.250 |
88.58 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.95 |
111.30 |
| PP |
109.53 |
110.43 |
| S1 |
109.11 |
109.56 |
|