NYMEX Light Sweet Crude Oil Future November 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 |
105.40 |
104.50 |
-0.90 |
-0.9% |
108.23 |
| High |
106.05 |
107.51 |
1.46 |
1.4% |
109.21 |
| Low |
104.85 |
104.21 |
-0.64 |
-0.6% |
104.50 |
| Close |
105.05 |
107.37 |
2.32 |
2.2% |
105.05 |
| Range |
1.20 |
3.30 |
2.10 |
175.0% |
4.71 |
| ATR |
1.53 |
1.66 |
0.13 |
8.2% |
0.00 |
| Volume |
8,406 |
4,586 |
-3,820 |
-45.4% |
26,605 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.26 |
115.12 |
109.19 |
|
| R3 |
112.96 |
111.82 |
108.28 |
|
| R2 |
109.66 |
109.66 |
107.98 |
|
| R1 |
108.52 |
108.52 |
107.67 |
109.09 |
| PP |
106.36 |
106.36 |
106.36 |
106.65 |
| S1 |
105.22 |
105.22 |
107.07 |
105.79 |
| S2 |
103.06 |
103.06 |
106.77 |
|
| S3 |
99.76 |
101.92 |
106.46 |
|
| S4 |
96.46 |
98.62 |
105.56 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.38 |
117.43 |
107.64 |
|
| R3 |
115.67 |
112.72 |
106.35 |
|
| R2 |
110.96 |
110.96 |
105.91 |
|
| R1 |
108.01 |
108.01 |
105.48 |
107.13 |
| PP |
106.25 |
106.25 |
106.25 |
105.82 |
| S1 |
103.30 |
103.30 |
104.62 |
102.42 |
| S2 |
101.54 |
101.54 |
104.19 |
|
| S3 |
96.83 |
98.59 |
103.75 |
|
| S4 |
92.12 |
93.88 |
102.46 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.54 |
|
2.618 |
116.15 |
|
1.618 |
112.85 |
|
1.000 |
110.81 |
|
0.618 |
109.55 |
|
HIGH |
107.51 |
|
0.618 |
106.25 |
|
0.500 |
105.86 |
|
0.382 |
105.47 |
|
LOW |
104.21 |
|
0.618 |
102.17 |
|
1.000 |
100.91 |
|
1.618 |
98.87 |
|
2.618 |
95.57 |
|
4.250 |
90.19 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.87 |
106.87 |
| PP |
106.36 |
106.38 |
| S1 |
105.86 |
105.88 |
|