NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
105.73 |
107.22 |
1.49 |
1.4% |
108.49 |
| High |
107.68 |
107.53 |
-0.15 |
-0.1% |
109.39 |
| Low |
104.40 |
106.13 |
1.73 |
1.7% |
104.38 |
| Close |
107.51 |
106.49 |
-1.02 |
-0.9% |
105.23 |
| Range |
3.28 |
1.40 |
-1.88 |
-57.3% |
5.01 |
| ATR |
2.03 |
1.98 |
-0.04 |
-2.2% |
0.00 |
| Volume |
33,310 |
38,254 |
4,944 |
14.8% |
185,494 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.92 |
110.10 |
107.26 |
|
| R3 |
109.52 |
108.70 |
106.88 |
|
| R2 |
108.12 |
108.12 |
106.75 |
|
| R1 |
107.30 |
107.30 |
106.62 |
107.01 |
| PP |
106.72 |
106.72 |
106.72 |
106.57 |
| S1 |
105.90 |
105.90 |
106.36 |
105.61 |
| S2 |
105.32 |
105.32 |
106.23 |
|
| S3 |
103.92 |
104.50 |
106.11 |
|
| S4 |
102.52 |
103.10 |
105.72 |
|
|
| 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 |
113.48 |
|
2.618 |
111.20 |
|
1.618 |
109.80 |
|
1.000 |
108.93 |
|
0.618 |
108.40 |
|
HIGH |
107.53 |
|
0.618 |
107.00 |
|
0.500 |
106.83 |
|
0.382 |
106.66 |
|
LOW |
106.13 |
|
0.618 |
105.26 |
|
1.000 |
104.73 |
|
1.618 |
103.86 |
|
2.618 |
102.46 |
|
4.250 |
100.18 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.83 |
106.34 |
| PP |
106.72 |
106.19 |
| S1 |
106.60 |
106.04 |
|