NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.36 |
106.85 |
2.49 |
2.4% |
107.90 |
| High |
107.38 |
107.15 |
-0.23 |
-0.2% |
109.15 |
| Low |
104.13 |
105.78 |
1.65 |
1.6% |
104.19 |
| Close |
107.20 |
106.12 |
-1.08 |
-1.0% |
104.86 |
| Range |
3.25 |
1.37 |
-1.88 |
-57.8% |
4.96 |
| ATR |
1.81 |
1.79 |
-0.03 |
-1.5% |
0.00 |
| Volume |
6,047 |
9,218 |
3,171 |
52.4% |
30,679 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.46 |
109.66 |
106.87 |
|
| R3 |
109.09 |
108.29 |
106.50 |
|
| R2 |
107.72 |
107.72 |
106.37 |
|
| R1 |
106.92 |
106.92 |
106.25 |
106.64 |
| PP |
106.35 |
106.35 |
106.35 |
106.21 |
| S1 |
105.55 |
105.55 |
105.99 |
105.27 |
| S2 |
104.98 |
104.98 |
105.87 |
|
| S3 |
103.61 |
104.18 |
105.74 |
|
| S4 |
102.24 |
102.81 |
105.37 |
|
|
| 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 |
112.97 |
|
2.618 |
110.74 |
|
1.618 |
109.37 |
|
1.000 |
108.52 |
|
0.618 |
108.00 |
|
HIGH |
107.15 |
|
0.618 |
106.63 |
|
0.500 |
106.47 |
|
0.382 |
106.30 |
|
LOW |
105.78 |
|
0.618 |
104.93 |
|
1.000 |
104.41 |
|
1.618 |
103.56 |
|
2.618 |
102.19 |
|
4.250 |
99.96 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.47 |
106.00 |
| PP |
106.35 |
105.88 |
| S1 |
106.24 |
105.76 |
|