NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.57 |
111.87 |
1.30 |
1.2% |
109.49 |
| High |
111.91 |
114.32 |
2.41 |
2.2% |
114.32 |
| Low |
110.32 |
111.87 |
1.55 |
1.4% |
109.38 |
| Close |
111.95 |
114.29 |
2.34 |
2.1% |
114.29 |
| Range |
1.59 |
2.45 |
0.86 |
54.1% |
4.94 |
| ATR |
1.74 |
1.79 |
0.05 |
2.9% |
0.00 |
| Volume |
5,678 |
9,527 |
3,849 |
67.8% |
31,343 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.84 |
120.02 |
115.64 |
|
| R3 |
118.39 |
117.57 |
114.96 |
|
| R2 |
115.94 |
115.94 |
114.74 |
|
| R1 |
115.12 |
115.12 |
114.51 |
115.53 |
| PP |
113.49 |
113.49 |
113.49 |
113.70 |
| S1 |
112.67 |
112.67 |
114.07 |
113.08 |
| S2 |
111.04 |
111.04 |
113.84 |
|
| S3 |
108.59 |
110.22 |
113.62 |
|
| S4 |
106.14 |
107.77 |
112.94 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.48 |
125.83 |
117.01 |
|
| R3 |
122.54 |
120.89 |
115.65 |
|
| R2 |
117.60 |
117.60 |
115.20 |
|
| R1 |
115.95 |
115.95 |
114.74 |
116.78 |
| PP |
112.66 |
112.66 |
112.66 |
113.08 |
| S1 |
111.01 |
111.01 |
113.84 |
111.84 |
| S2 |
107.72 |
107.72 |
113.38 |
|
| S3 |
102.78 |
106.07 |
112.93 |
|
| S4 |
97.84 |
101.13 |
111.57 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.73 |
|
2.618 |
120.73 |
|
1.618 |
118.28 |
|
1.000 |
116.77 |
|
0.618 |
115.83 |
|
HIGH |
114.32 |
|
0.618 |
113.38 |
|
0.500 |
113.10 |
|
0.382 |
112.81 |
|
LOW |
111.87 |
|
0.618 |
110.36 |
|
1.000 |
109.42 |
|
1.618 |
107.91 |
|
2.618 |
105.46 |
|
4.250 |
101.46 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.89 |
113.58 |
| PP |
113.49 |
112.86 |
| S1 |
113.10 |
112.15 |
|