NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
103.40 |
105.12 |
1.72 |
1.7% |
104.50 |
| High |
104.95 |
105.61 |
0.66 |
0.6% |
107.51 |
| Low |
103.40 |
104.62 |
1.22 |
1.2% |
103.60 |
| Close |
104.68 |
105.50 |
0.82 |
0.8% |
105.52 |
| Range |
1.55 |
0.99 |
-0.56 |
-36.1% |
3.91 |
| ATR |
1.73 |
1.68 |
-0.05 |
-3.1% |
0.00 |
| Volume |
10,074 |
8,537 |
-1,537 |
-15.3% |
25,190 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.21 |
107.85 |
106.04 |
|
| R3 |
107.22 |
106.86 |
105.77 |
|
| R2 |
106.23 |
106.23 |
105.68 |
|
| R1 |
105.87 |
105.87 |
105.59 |
106.05 |
| PP |
105.24 |
105.24 |
105.24 |
105.34 |
| S1 |
104.88 |
104.88 |
105.41 |
105.06 |
| S2 |
104.25 |
104.25 |
105.32 |
|
| S3 |
103.26 |
103.89 |
105.23 |
|
| S4 |
102.27 |
102.90 |
104.96 |
|
|
| 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 |
109.82 |
|
2.618 |
108.20 |
|
1.618 |
107.21 |
|
1.000 |
106.60 |
|
0.618 |
106.22 |
|
HIGH |
105.61 |
|
0.618 |
105.23 |
|
0.500 |
105.12 |
|
0.382 |
105.00 |
|
LOW |
104.62 |
|
0.618 |
104.01 |
|
1.000 |
103.63 |
|
1.618 |
103.02 |
|
2.618 |
102.03 |
|
4.250 |
100.41 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.37 |
105.15 |
| PP |
105.24 |
104.80 |
| S1 |
105.12 |
104.45 |
|