NYMEX Light Sweet Crude Oil Future December 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 |
110.30 |
111.64 |
1.34 |
1.2% |
109.65 |
| High |
111.97 |
114.45 |
2.48 |
2.2% |
114.45 |
| Low |
110.22 |
111.48 |
1.26 |
1.1% |
109.24 |
| Close |
111.87 |
114.18 |
2.31 |
2.1% |
114.18 |
| Range |
1.75 |
2.97 |
1.22 |
69.7% |
5.21 |
| ATR |
2.10 |
2.16 |
0.06 |
3.0% |
0.00 |
| Volume |
32,722 |
45,925 |
13,203 |
40.3% |
190,173 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.28 |
121.20 |
115.81 |
|
| R3 |
119.31 |
118.23 |
115.00 |
|
| R2 |
116.34 |
116.34 |
114.72 |
|
| R1 |
115.26 |
115.26 |
114.45 |
115.80 |
| PP |
113.37 |
113.37 |
113.37 |
113.64 |
| S1 |
112.29 |
112.29 |
113.91 |
112.83 |
| S2 |
110.40 |
110.40 |
113.64 |
|
| S3 |
107.43 |
109.32 |
113.36 |
|
| S4 |
104.46 |
106.35 |
112.55 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.25 |
126.43 |
117.05 |
|
| R3 |
123.04 |
121.22 |
115.61 |
|
| R2 |
117.83 |
117.83 |
115.14 |
|
| R1 |
116.01 |
116.01 |
114.66 |
116.92 |
| PP |
112.62 |
112.62 |
112.62 |
113.08 |
| S1 |
110.80 |
110.80 |
113.70 |
111.71 |
| S2 |
107.41 |
107.41 |
113.22 |
|
| S3 |
102.20 |
105.59 |
112.75 |
|
| S4 |
96.99 |
100.38 |
111.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.07 |
|
2.618 |
122.23 |
|
1.618 |
119.26 |
|
1.000 |
117.42 |
|
0.618 |
116.29 |
|
HIGH |
114.45 |
|
0.618 |
113.32 |
|
0.500 |
112.97 |
|
0.382 |
112.61 |
|
LOW |
111.48 |
|
0.618 |
109.64 |
|
1.000 |
108.51 |
|
1.618 |
106.67 |
|
2.618 |
103.70 |
|
4.250 |
98.86 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.78 |
113.49 |
| PP |
113.37 |
112.79 |
| S1 |
112.97 |
112.10 |
|