NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
104.31 |
106.62 |
2.31 |
2.2% |
105.43 |
| High |
106.83 |
108.46 |
1.63 |
1.5% |
108.46 |
| Low |
104.12 |
106.30 |
2.18 |
2.1% |
102.70 |
| Close |
106.72 |
107.94 |
1.22 |
1.1% |
107.94 |
| Range |
2.71 |
2.16 |
-0.55 |
-20.3% |
5.76 |
| ATR |
2.79 |
2.75 |
-0.05 |
-1.6% |
0.00 |
| Volume |
248,027 |
264,394 |
16,367 |
6.6% |
1,198,532 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.05 |
113.15 |
109.13 |
|
| R3 |
111.89 |
110.99 |
108.53 |
|
| R2 |
109.73 |
109.73 |
108.34 |
|
| R1 |
108.83 |
108.83 |
108.14 |
109.28 |
| PP |
107.57 |
107.57 |
107.57 |
107.79 |
| S1 |
106.67 |
106.67 |
107.74 |
107.12 |
| S2 |
105.41 |
105.41 |
107.54 |
|
| S3 |
103.25 |
104.51 |
107.35 |
|
| S4 |
101.09 |
102.35 |
106.75 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.65 |
121.55 |
111.11 |
|
| R3 |
117.89 |
115.79 |
109.52 |
|
| R2 |
112.13 |
112.13 |
109.00 |
|
| R1 |
110.03 |
110.03 |
108.47 |
111.08 |
| PP |
106.37 |
106.37 |
106.37 |
106.89 |
| S1 |
104.27 |
104.27 |
107.41 |
105.32 |
| S2 |
100.61 |
100.61 |
106.88 |
|
| S3 |
94.85 |
98.51 |
106.36 |
|
| S4 |
89.09 |
92.75 |
104.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.46 |
102.70 |
5.76 |
5.3% |
2.21 |
2.0% |
91% |
True |
False |
239,706 |
| 10 |
108.46 |
102.10 |
6.36 |
5.9% |
2.11 |
2.0% |
92% |
True |
False |
242,566 |
| 20 |
108.46 |
97.02 |
11.44 |
10.6% |
2.85 |
2.6% |
95% |
True |
False |
204,178 |
| 40 |
108.46 |
90.27 |
18.19 |
16.9% |
2.93 |
2.7% |
97% |
True |
False |
157,405 |
| 60 |
108.46 |
89.40 |
19.06 |
17.7% |
2.57 |
2.4% |
97% |
True |
False |
130,693 |
| 80 |
108.46 |
88.68 |
19.78 |
18.3% |
2.31 |
2.1% |
97% |
True |
False |
102,707 |
| 100 |
108.46 |
82.22 |
26.24 |
24.3% |
2.18 |
2.0% |
98% |
True |
False |
84,409 |
| 120 |
108.46 |
82.22 |
26.24 |
24.3% |
2.03 |
1.9% |
98% |
True |
False |
71,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.64 |
|
2.618 |
114.11 |
|
1.618 |
111.95 |
|
1.000 |
110.62 |
|
0.618 |
109.79 |
|
HIGH |
108.46 |
|
0.618 |
107.63 |
|
0.500 |
107.38 |
|
0.382 |
107.13 |
|
LOW |
106.30 |
|
0.618 |
104.97 |
|
1.000 |
104.14 |
|
1.618 |
102.81 |
|
2.618 |
100.65 |
|
4.250 |
97.12 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.75 |
107.28 |
| PP |
107.57 |
106.61 |
| S1 |
107.38 |
105.95 |
|