NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
106.08 |
104.33 |
-1.75 |
-1.6% |
108.23 |
| High |
106.08 |
105.57 |
-0.51 |
-0.5% |
109.21 |
| Low |
103.60 |
103.86 |
0.26 |
0.3% |
104.50 |
| Close |
103.95 |
105.52 |
1.57 |
1.5% |
105.05 |
| Range |
2.48 |
1.71 |
-0.77 |
-31.0% |
4.71 |
| ATR |
1.70 |
1.70 |
0.00 |
0.0% |
0.00 |
| Volume |
6,865 |
7,611 |
746 |
10.9% |
26,605 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.11 |
109.53 |
106.46 |
|
| R3 |
108.40 |
107.82 |
105.99 |
|
| R2 |
106.69 |
106.69 |
105.83 |
|
| R1 |
106.11 |
106.11 |
105.68 |
106.40 |
| PP |
104.98 |
104.98 |
104.98 |
105.13 |
| S1 |
104.40 |
104.40 |
105.36 |
104.69 |
| S2 |
103.27 |
103.27 |
105.21 |
|
| S3 |
101.56 |
102.69 |
105.05 |
|
| S4 |
99.85 |
100.98 |
104.58 |
|
|
| 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 |
112.84 |
|
2.618 |
110.05 |
|
1.618 |
108.34 |
|
1.000 |
107.28 |
|
0.618 |
106.63 |
|
HIGH |
105.57 |
|
0.618 |
104.92 |
|
0.500 |
104.72 |
|
0.382 |
104.51 |
|
LOW |
103.86 |
|
0.618 |
102.80 |
|
1.000 |
102.15 |
|
1.618 |
101.09 |
|
2.618 |
99.38 |
|
4.250 |
96.59 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.25 |
105.51 |
| PP |
104.98 |
105.49 |
| S1 |
104.72 |
105.48 |
|