NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.50 |
107.00 |
2.50 |
2.4% |
108.23 |
| High |
107.51 |
107.35 |
-0.16 |
-0.1% |
109.21 |
| Low |
104.21 |
106.19 |
1.98 |
1.9% |
104.50 |
| Close |
107.37 |
106.32 |
-1.05 |
-1.0% |
105.05 |
| Range |
3.30 |
1.16 |
-2.14 |
-64.8% |
4.71 |
| ATR |
1.66 |
1.62 |
-0.03 |
-2.1% |
0.00 |
| Volume |
4,586 |
6,128 |
1,542 |
33.6% |
26,605 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.10 |
109.37 |
106.96 |
|
| R3 |
108.94 |
108.21 |
106.64 |
|
| R2 |
107.78 |
107.78 |
106.53 |
|
| R1 |
107.05 |
107.05 |
106.43 |
106.84 |
| PP |
106.62 |
106.62 |
106.62 |
106.51 |
| S1 |
105.89 |
105.89 |
106.21 |
105.68 |
| S2 |
105.46 |
105.46 |
106.11 |
|
| S3 |
104.30 |
104.73 |
106.00 |
|
| S4 |
103.14 |
103.57 |
105.68 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.38 |
117.43 |
107.64 |
|
| R3 |
115.67 |
112.72 |
106.35 |
|
| R2 |
110.96 |
110.96 |
105.91 |
|
| R1 |
108.01 |
108.01 |
105.48 |
107.13 |
| PP |
106.25 |
106.25 |
106.25 |
105.82 |
| S1 |
103.30 |
103.30 |
104.62 |
102.42 |
| S2 |
101.54 |
101.54 |
104.19 |
|
| S3 |
96.83 |
98.59 |
103.75 |
|
| S4 |
92.12 |
93.88 |
102.46 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.28 |
|
2.618 |
110.39 |
|
1.618 |
109.23 |
|
1.000 |
108.51 |
|
0.618 |
108.07 |
|
HIGH |
107.35 |
|
0.618 |
106.91 |
|
0.500 |
106.77 |
|
0.382 |
106.63 |
|
LOW |
106.19 |
|
0.618 |
105.47 |
|
1.000 |
105.03 |
|
1.618 |
104.31 |
|
2.618 |
103.15 |
|
4.250 |
101.26 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.77 |
106.17 |
| PP |
106.62 |
106.01 |
| S1 |
106.47 |
105.86 |
|