NYMEX Light Sweet Crude Oil Future November 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 |
107.00 |
106.08 |
-0.92 |
-0.9% |
108.23 |
| High |
107.35 |
106.08 |
-1.27 |
-1.2% |
109.21 |
| Low |
106.19 |
103.60 |
-2.59 |
-2.4% |
104.50 |
| Close |
106.32 |
103.95 |
-2.37 |
-2.2% |
105.05 |
| Range |
1.16 |
2.48 |
1.32 |
113.8% |
4.71 |
| ATR |
1.62 |
1.70 |
0.08 |
4.8% |
0.00 |
| Volume |
6,128 |
6,865 |
737 |
12.0% |
26,605 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.98 |
110.45 |
105.31 |
|
| R3 |
109.50 |
107.97 |
104.63 |
|
| R2 |
107.02 |
107.02 |
104.40 |
|
| R1 |
105.49 |
105.49 |
104.18 |
105.02 |
| PP |
104.54 |
104.54 |
104.54 |
104.31 |
| S1 |
103.01 |
103.01 |
103.72 |
102.54 |
| S2 |
102.06 |
102.06 |
103.50 |
|
| S3 |
99.58 |
100.53 |
103.27 |
|
| S4 |
97.10 |
98.05 |
102.59 |
|
|
| 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 |
116.62 |
|
2.618 |
112.57 |
|
1.618 |
110.09 |
|
1.000 |
108.56 |
|
0.618 |
107.61 |
|
HIGH |
106.08 |
|
0.618 |
105.13 |
|
0.500 |
104.84 |
|
0.382 |
104.55 |
|
LOW |
103.60 |
|
0.618 |
102.07 |
|
1.000 |
101.12 |
|
1.618 |
99.59 |
|
2.618 |
97.11 |
|
4.250 |
93.06 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.84 |
105.56 |
| PP |
104.54 |
105.02 |
| S1 |
104.25 |
104.49 |
|