NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.50 |
109.49 |
0.99 |
0.9% |
107.19 |
| High |
109.65 |
110.37 |
0.72 |
0.7% |
109.65 |
| Low |
108.06 |
109.38 |
1.32 |
1.2% |
104.55 |
| Close |
109.42 |
110.26 |
0.84 |
0.8% |
109.42 |
| Range |
1.59 |
0.99 |
-0.60 |
-37.7% |
5.10 |
| ATR |
1.94 |
1.87 |
-0.07 |
-3.5% |
0.00 |
| Volume |
8,713 |
5,409 |
-3,304 |
-37.9% |
45,456 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
112.61 |
110.80 |
|
| R3 |
111.98 |
111.62 |
110.53 |
|
| R2 |
110.99 |
110.99 |
110.44 |
|
| R1 |
110.63 |
110.63 |
110.35 |
110.81 |
| PP |
110.00 |
110.00 |
110.00 |
110.10 |
| S1 |
109.64 |
109.64 |
110.17 |
109.82 |
| S2 |
109.01 |
109.01 |
110.08 |
|
| S3 |
108.02 |
108.65 |
109.99 |
|
| S4 |
107.03 |
107.66 |
109.72 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
121.40 |
112.23 |
|
| R3 |
118.07 |
116.30 |
110.82 |
|
| R2 |
112.97 |
112.97 |
110.36 |
|
| R1 |
111.20 |
111.20 |
109.89 |
112.09 |
| PP |
107.87 |
107.87 |
107.87 |
108.32 |
| S1 |
106.10 |
106.10 |
108.95 |
106.99 |
| S2 |
102.77 |
102.77 |
108.49 |
|
| S3 |
97.67 |
101.00 |
108.02 |
|
| S4 |
92.57 |
95.90 |
106.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.58 |
|
2.618 |
112.96 |
|
1.618 |
111.97 |
|
1.000 |
111.36 |
|
0.618 |
110.98 |
|
HIGH |
110.37 |
|
0.618 |
109.99 |
|
0.500 |
109.88 |
|
0.382 |
109.76 |
|
LOW |
109.38 |
|
0.618 |
108.77 |
|
1.000 |
108.39 |
|
1.618 |
107.78 |
|
2.618 |
106.79 |
|
4.250 |
105.17 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.13 |
109.74 |
| PP |
110.00 |
109.21 |
| S1 |
109.88 |
108.69 |
|