NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
106.85 |
106.11 |
-0.74 |
-0.7% |
107.90 |
| High |
107.15 |
106.11 |
-1.04 |
-1.0% |
109.15 |
| Low |
105.78 |
103.49 |
-2.29 |
-2.2% |
104.19 |
| Close |
106.12 |
103.74 |
-2.38 |
-2.2% |
104.86 |
| Range |
1.37 |
2.62 |
1.25 |
91.2% |
4.96 |
| ATR |
1.79 |
1.85 |
0.06 |
3.4% |
0.00 |
| Volume |
9,218 |
12,610 |
3,392 |
36.8% |
30,679 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.31 |
110.64 |
105.18 |
|
| R3 |
109.69 |
108.02 |
104.46 |
|
| R2 |
107.07 |
107.07 |
104.22 |
|
| R1 |
105.40 |
105.40 |
103.98 |
104.93 |
| PP |
104.45 |
104.45 |
104.45 |
104.21 |
| S1 |
102.78 |
102.78 |
103.50 |
102.31 |
| S2 |
101.83 |
101.83 |
103.26 |
|
| S3 |
99.21 |
100.16 |
103.02 |
|
| S4 |
96.59 |
97.54 |
102.30 |
|
|
| 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 |
117.25 |
|
2.618 |
112.97 |
|
1.618 |
110.35 |
|
1.000 |
108.73 |
|
0.618 |
107.73 |
|
HIGH |
106.11 |
|
0.618 |
105.11 |
|
0.500 |
104.80 |
|
0.382 |
104.49 |
|
LOW |
103.49 |
|
0.618 |
101.87 |
|
1.000 |
100.87 |
|
1.618 |
99.25 |
|
2.618 |
96.63 |
|
4.250 |
92.36 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.80 |
105.44 |
| PP |
104.45 |
104.87 |
| S1 |
104.09 |
104.31 |
|