NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
104.99 |
103.40 |
-1.59 |
-1.5% |
104.50 |
| High |
105.20 |
104.95 |
-0.25 |
-0.2% |
107.51 |
| Low |
103.29 |
103.40 |
0.11 |
0.1% |
103.60 |
| Close |
103.40 |
104.68 |
1.28 |
1.2% |
105.52 |
| Range |
1.91 |
1.55 |
-0.36 |
-18.8% |
3.91 |
| ATR |
1.74 |
1.73 |
-0.01 |
-0.8% |
0.00 |
| Volume |
7,211 |
10,074 |
2,863 |
39.7% |
25,190 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.99 |
108.39 |
105.53 |
|
| R3 |
107.44 |
106.84 |
105.11 |
|
| R2 |
105.89 |
105.89 |
104.96 |
|
| R1 |
105.29 |
105.29 |
104.82 |
105.59 |
| PP |
104.34 |
104.34 |
104.34 |
104.50 |
| S1 |
103.74 |
103.74 |
104.54 |
104.04 |
| S2 |
102.79 |
102.79 |
104.40 |
|
| S3 |
101.24 |
102.19 |
104.25 |
|
| S4 |
99.69 |
100.64 |
103.83 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.27 |
115.31 |
107.67 |
|
| R3 |
113.36 |
111.40 |
106.60 |
|
| R2 |
109.45 |
109.45 |
106.24 |
|
| R1 |
107.49 |
107.49 |
105.88 |
108.47 |
| PP |
105.54 |
105.54 |
105.54 |
106.04 |
| S1 |
103.58 |
103.58 |
105.16 |
104.56 |
| S2 |
101.63 |
101.63 |
104.80 |
|
| S3 |
97.72 |
99.67 |
104.44 |
|
| S4 |
93.81 |
95.76 |
103.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.54 |
|
2.618 |
109.01 |
|
1.618 |
107.46 |
|
1.000 |
106.50 |
|
0.618 |
105.91 |
|
HIGH |
104.95 |
|
0.618 |
104.36 |
|
0.500 |
104.18 |
|
0.382 |
103.99 |
|
LOW |
103.40 |
|
0.618 |
102.44 |
|
1.000 |
101.85 |
|
1.618 |
100.89 |
|
2.618 |
99.34 |
|
4.250 |
96.81 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.51 |
104.54 |
| PP |
104.34 |
104.39 |
| S1 |
104.18 |
104.25 |
|