NYMEX Light Sweet Crude Oil Future December 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 |
105.49 |
105.73 |
0.24 |
0.2% |
108.49 |
| High |
106.26 |
107.68 |
1.42 |
1.3% |
109.39 |
| Low |
104.98 |
104.40 |
-0.58 |
-0.6% |
104.38 |
| Close |
105.23 |
107.51 |
2.28 |
2.2% |
105.23 |
| Range |
1.28 |
3.28 |
2.00 |
156.3% |
5.01 |
| ATR |
0.00 |
2.03 |
2.03 |
|
0.00 |
| Volume |
41,869 |
33,310 |
-8,559 |
-20.4% |
185,494 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.37 |
115.22 |
109.31 |
|
| R3 |
113.09 |
111.94 |
108.41 |
|
| R2 |
109.81 |
109.81 |
108.11 |
|
| R1 |
108.66 |
108.66 |
107.81 |
109.24 |
| PP |
106.53 |
106.53 |
106.53 |
106.82 |
| S1 |
105.38 |
105.38 |
107.21 |
105.96 |
| S2 |
103.25 |
103.25 |
106.91 |
|
| S3 |
99.97 |
102.10 |
106.61 |
|
| S4 |
96.69 |
98.82 |
105.71 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.36 |
118.31 |
107.99 |
|
| R3 |
116.35 |
113.30 |
106.61 |
|
| R2 |
111.34 |
111.34 |
106.15 |
|
| R1 |
108.29 |
108.29 |
105.69 |
107.31 |
| PP |
106.33 |
106.33 |
106.33 |
105.85 |
| S1 |
103.28 |
103.28 |
104.77 |
102.30 |
| S2 |
101.32 |
101.32 |
104.31 |
|
| S3 |
96.31 |
98.27 |
103.85 |
|
| S4 |
91.30 |
93.26 |
102.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.62 |
|
2.618 |
116.27 |
|
1.618 |
112.99 |
|
1.000 |
110.96 |
|
0.618 |
109.71 |
|
HIGH |
107.68 |
|
0.618 |
106.43 |
|
0.500 |
106.04 |
|
0.382 |
105.65 |
|
LOW |
104.40 |
|
0.618 |
102.37 |
|
1.000 |
101.12 |
|
1.618 |
99.09 |
|
2.618 |
95.81 |
|
4.250 |
90.46 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.02 |
107.04 |
| PP |
106.53 |
106.57 |
| S1 |
106.04 |
106.10 |
|