NYMEX Light Sweet Crude Oil Future December 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 |
109.96 |
110.30 |
0.34 |
0.3% |
107.20 |
| High |
111.09 |
111.97 |
0.88 |
0.8% |
109.55 |
| Low |
109.74 |
110.22 |
0.48 |
0.4% |
104.54 |
| Close |
110.77 |
111.87 |
1.10 |
1.0% |
109.35 |
| Range |
1.35 |
1.75 |
0.40 |
29.6% |
5.01 |
| ATR |
2.13 |
2.10 |
-0.03 |
-1.3% |
0.00 |
| Volume |
41,172 |
32,722 |
-8,450 |
-20.5% |
173,938 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.60 |
115.99 |
112.83 |
|
| R3 |
114.85 |
114.24 |
112.35 |
|
| R2 |
113.10 |
113.10 |
112.19 |
|
| R1 |
112.49 |
112.49 |
112.03 |
112.80 |
| PP |
111.35 |
111.35 |
111.35 |
111.51 |
| S1 |
110.74 |
110.74 |
111.71 |
111.05 |
| S2 |
109.60 |
109.60 |
111.55 |
|
| S3 |
107.85 |
108.99 |
111.39 |
|
| S4 |
106.10 |
107.24 |
110.91 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.84 |
121.11 |
112.11 |
|
| R3 |
117.83 |
116.10 |
110.73 |
|
| R2 |
112.82 |
112.82 |
110.27 |
|
| R1 |
111.09 |
111.09 |
109.81 |
111.96 |
| PP |
107.81 |
107.81 |
107.81 |
108.25 |
| S1 |
106.08 |
106.08 |
108.89 |
106.95 |
| S2 |
102.80 |
102.80 |
108.43 |
|
| S3 |
97.79 |
101.07 |
107.97 |
|
| S4 |
92.78 |
96.06 |
106.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.41 |
|
2.618 |
116.55 |
|
1.618 |
114.80 |
|
1.000 |
113.72 |
|
0.618 |
113.05 |
|
HIGH |
111.97 |
|
0.618 |
111.30 |
|
0.500 |
111.10 |
|
0.382 |
110.89 |
|
LOW |
110.22 |
|
0.618 |
109.14 |
|
1.000 |
108.47 |
|
1.618 |
107.39 |
|
2.618 |
105.64 |
|
4.250 |
102.78 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.61 |
111.48 |
| PP |
111.35 |
111.08 |
| S1 |
111.10 |
110.69 |
|