NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.80 |
104.36 |
-0.44 |
-0.4% |
107.90 |
| High |
105.76 |
107.38 |
1.62 |
1.5% |
109.15 |
| Low |
104.70 |
104.13 |
-0.57 |
-0.5% |
104.19 |
| Close |
104.86 |
107.20 |
2.34 |
2.2% |
104.86 |
| Range |
1.06 |
3.25 |
2.19 |
206.6% |
4.96 |
| ATR |
1.70 |
1.81 |
0.11 |
6.5% |
0.00 |
| Volume |
10,265 |
6,047 |
-4,218 |
-41.1% |
30,679 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.99 |
114.84 |
108.99 |
|
| R3 |
112.74 |
111.59 |
108.09 |
|
| R2 |
109.49 |
109.49 |
107.80 |
|
| R1 |
108.34 |
108.34 |
107.50 |
108.92 |
| PP |
106.24 |
106.24 |
106.24 |
106.52 |
| S1 |
105.09 |
105.09 |
106.90 |
105.67 |
| S2 |
102.99 |
102.99 |
106.60 |
|
| S3 |
99.74 |
101.84 |
106.31 |
|
| S4 |
96.49 |
98.59 |
105.41 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.95 |
117.86 |
107.59 |
|
| R3 |
115.99 |
112.90 |
106.22 |
|
| R2 |
111.03 |
111.03 |
105.77 |
|
| R1 |
107.94 |
107.94 |
105.31 |
107.01 |
| PP |
106.07 |
106.07 |
106.07 |
105.60 |
| S1 |
102.98 |
102.98 |
104.41 |
102.05 |
| S2 |
101.11 |
101.11 |
103.95 |
|
| S3 |
96.15 |
98.02 |
103.50 |
|
| S4 |
91.19 |
93.06 |
102.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.19 |
|
2.618 |
115.89 |
|
1.618 |
112.64 |
|
1.000 |
110.63 |
|
0.618 |
109.39 |
|
HIGH |
107.38 |
|
0.618 |
106.14 |
|
0.500 |
105.76 |
|
0.382 |
105.37 |
|
LOW |
104.13 |
|
0.618 |
102.12 |
|
1.000 |
100.88 |
|
1.618 |
98.87 |
|
2.618 |
95.62 |
|
4.250 |
90.32 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.72 |
106.72 |
| PP |
106.24 |
106.24 |
| S1 |
105.76 |
105.76 |
|