NYMEX Light Sweet Crude Oil Future December 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 |
107.22 |
106.37 |
-0.85 |
-0.8% |
108.49 |
| High |
107.53 |
106.44 |
-1.09 |
-1.0% |
109.39 |
| Low |
106.13 |
103.78 |
-2.35 |
-2.2% |
104.38 |
| Close |
106.49 |
104.12 |
-2.37 |
-2.2% |
105.23 |
| Range |
1.40 |
2.66 |
1.26 |
90.0% |
5.01 |
| ATR |
1.98 |
2.03 |
0.05 |
2.6% |
0.00 |
| Volume |
38,254 |
40,127 |
1,873 |
4.9% |
185,494 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.76 |
111.10 |
105.58 |
|
| R3 |
110.10 |
108.44 |
104.85 |
|
| R2 |
107.44 |
107.44 |
104.61 |
|
| R1 |
105.78 |
105.78 |
104.36 |
105.28 |
| PP |
104.78 |
104.78 |
104.78 |
104.53 |
| S1 |
103.12 |
103.12 |
103.88 |
102.62 |
| S2 |
102.12 |
102.12 |
103.63 |
|
| S3 |
99.46 |
100.46 |
103.39 |
|
| S4 |
96.80 |
97.80 |
102.66 |
|
|
| 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 |
117.75 |
|
2.618 |
113.40 |
|
1.618 |
110.74 |
|
1.000 |
109.10 |
|
0.618 |
108.08 |
|
HIGH |
106.44 |
|
0.618 |
105.42 |
|
0.500 |
105.11 |
|
0.382 |
104.80 |
|
LOW |
103.78 |
|
0.618 |
102.14 |
|
1.000 |
101.12 |
|
1.618 |
99.48 |
|
2.618 |
96.82 |
|
4.250 |
92.48 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.11 |
105.73 |
| PP |
104.78 |
105.19 |
| S1 |
104.45 |
104.66 |
|