NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.25 |
110.57 |
0.32 |
0.3% |
107.19 |
| High |
110.92 |
111.91 |
0.99 |
0.9% |
109.65 |
| Low |
109.97 |
110.32 |
0.35 |
0.3% |
104.55 |
| Close |
110.81 |
111.95 |
1.14 |
1.0% |
109.42 |
| Range |
0.95 |
1.59 |
0.64 |
67.4% |
5.10 |
| ATR |
1.75 |
1.74 |
-0.01 |
-0.6% |
0.00 |
| Volume |
6,186 |
5,678 |
-508 |
-8.2% |
45,456 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.16 |
115.65 |
112.82 |
|
| R3 |
114.57 |
114.06 |
112.39 |
|
| R2 |
112.98 |
112.98 |
112.24 |
|
| R1 |
112.47 |
112.47 |
112.10 |
112.73 |
| PP |
111.39 |
111.39 |
111.39 |
111.52 |
| S1 |
110.88 |
110.88 |
111.80 |
111.14 |
| S2 |
109.80 |
109.80 |
111.66 |
|
| S3 |
108.21 |
109.29 |
111.51 |
|
| S4 |
106.62 |
107.70 |
111.08 |
|
|
| 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 |
118.67 |
|
2.618 |
116.07 |
|
1.618 |
114.48 |
|
1.000 |
113.50 |
|
0.618 |
112.89 |
|
HIGH |
111.91 |
|
0.618 |
111.30 |
|
0.500 |
111.12 |
|
0.382 |
110.93 |
|
LOW |
110.32 |
|
0.618 |
109.34 |
|
1.000 |
108.73 |
|
1.618 |
107.75 |
|
2.618 |
106.16 |
|
4.250 |
103.56 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.67 |
111.54 |
| PP |
111.39 |
111.12 |
| S1 |
111.12 |
110.71 |
|