NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
106.11 |
103.93 |
-2.18 |
-2.1% |
107.90 |
| High |
106.11 |
105.44 |
-0.67 |
-0.6% |
109.15 |
| Low |
103.49 |
103.76 |
0.27 |
0.3% |
104.19 |
| Close |
103.74 |
105.37 |
1.63 |
1.6% |
104.86 |
| Range |
2.62 |
1.68 |
-0.94 |
-35.9% |
4.96 |
| ATR |
1.85 |
1.84 |
-0.01 |
-0.6% |
0.00 |
| Volume |
12,610 |
9,862 |
-2,748 |
-21.8% |
30,679 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
109.31 |
106.29 |
|
| R3 |
108.22 |
107.63 |
105.83 |
|
| R2 |
106.54 |
106.54 |
105.68 |
|
| R1 |
105.95 |
105.95 |
105.52 |
106.25 |
| PP |
104.86 |
104.86 |
104.86 |
105.00 |
| S1 |
104.27 |
104.27 |
105.22 |
104.57 |
| S2 |
103.18 |
103.18 |
105.06 |
|
| S3 |
101.50 |
102.59 |
104.91 |
|
| S4 |
99.82 |
100.91 |
104.45 |
|
|
| 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 |
112.58 |
|
2.618 |
109.84 |
|
1.618 |
108.16 |
|
1.000 |
107.12 |
|
0.618 |
106.48 |
|
HIGH |
105.44 |
|
0.618 |
104.80 |
|
0.500 |
104.60 |
|
0.382 |
104.40 |
|
LOW |
103.76 |
|
0.618 |
102.72 |
|
1.000 |
102.08 |
|
1.618 |
101.04 |
|
2.618 |
99.36 |
|
4.250 |
96.62 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.11 |
105.35 |
| PP |
104.86 |
105.34 |
| S1 |
104.60 |
105.32 |
|