NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
106.37 |
104.45 |
-1.92 |
-1.8% |
108.49 |
| High |
106.44 |
105.74 |
-0.70 |
-0.7% |
109.39 |
| Low |
103.78 |
103.82 |
0.04 |
0.0% |
104.38 |
| Close |
104.12 |
105.64 |
1.52 |
1.5% |
105.23 |
| Range |
2.66 |
1.92 |
-0.74 |
-27.8% |
5.01 |
| ATR |
2.03 |
2.03 |
-0.01 |
-0.4% |
0.00 |
| Volume |
40,127 |
54,875 |
14,748 |
36.8% |
185,494 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.83 |
110.15 |
106.70 |
|
| R3 |
108.91 |
108.23 |
106.17 |
|
| R2 |
106.99 |
106.99 |
105.99 |
|
| R1 |
106.31 |
106.31 |
105.82 |
106.65 |
| PP |
105.07 |
105.07 |
105.07 |
105.24 |
| S1 |
104.39 |
104.39 |
105.46 |
104.73 |
| S2 |
103.15 |
103.15 |
105.29 |
|
| S3 |
101.23 |
102.47 |
105.11 |
|
| S4 |
99.31 |
100.55 |
104.58 |
|
|
| 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 |
113.90 |
|
2.618 |
110.77 |
|
1.618 |
108.85 |
|
1.000 |
107.66 |
|
0.618 |
106.93 |
|
HIGH |
105.74 |
|
0.618 |
105.01 |
|
0.500 |
104.78 |
|
0.382 |
104.55 |
|
LOW |
103.82 |
|
0.618 |
102.63 |
|
1.000 |
101.90 |
|
1.618 |
100.71 |
|
2.618 |
98.79 |
|
4.250 |
95.66 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.35 |
105.66 |
| PP |
105.07 |
105.65 |
| S1 |
104.78 |
105.65 |
|