NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.20 |
107.99 |
-0.21 |
-0.2% |
105.43 |
| High |
108.60 |
109.15 |
0.55 |
0.5% |
108.46 |
| Low |
107.50 |
107.72 |
0.22 |
0.2% |
102.70 |
| Close |
108.34 |
108.83 |
0.49 |
0.5% |
107.94 |
| Range |
1.10 |
1.43 |
0.33 |
30.0% |
5.76 |
| ATR |
2.53 |
2.45 |
-0.08 |
-3.1% |
0.00 |
| Volume |
226,736 |
237,865 |
11,129 |
4.9% |
1,198,532 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.86 |
112.27 |
109.62 |
|
| R3 |
111.43 |
110.84 |
109.22 |
|
| R2 |
110.00 |
110.00 |
109.09 |
|
| R1 |
109.41 |
109.41 |
108.96 |
109.71 |
| PP |
108.57 |
108.57 |
108.57 |
108.71 |
| S1 |
107.98 |
107.98 |
108.70 |
108.28 |
| S2 |
107.14 |
107.14 |
108.57 |
|
| S3 |
105.71 |
106.55 |
108.44 |
|
| S4 |
104.28 |
105.12 |
108.04 |
|
|
| 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 |
109.15 |
104.12 |
5.03 |
4.6% |
1.72 |
1.6% |
94% |
True |
False |
237,073 |
| 10 |
109.15 |
102.70 |
6.45 |
5.9% |
1.82 |
1.7% |
95% |
True |
False |
233,680 |
| 20 |
109.15 |
97.02 |
12.13 |
11.1% |
2.69 |
2.5% |
97% |
True |
False |
214,881 |
| 40 |
109.15 |
90.27 |
18.88 |
17.3% |
2.86 |
2.6% |
98% |
True |
False |
168,666 |
| 60 |
109.15 |
89.40 |
19.75 |
18.1% |
2.53 |
2.3% |
98% |
True |
False |
138,394 |
| 80 |
109.15 |
89.00 |
20.15 |
18.5% |
2.30 |
2.1% |
98% |
True |
False |
110,379 |
| 100 |
109.15 |
82.22 |
26.93 |
24.7% |
2.18 |
2.0% |
99% |
True |
False |
90,796 |
| 120 |
109.15 |
82.22 |
26.93 |
24.7% |
2.04 |
1.9% |
99% |
True |
False |
76,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.23 |
|
2.618 |
112.89 |
|
1.618 |
111.46 |
|
1.000 |
110.58 |
|
0.618 |
110.03 |
|
HIGH |
109.15 |
|
0.618 |
108.60 |
|
0.500 |
108.44 |
|
0.382 |
108.27 |
|
LOW |
107.72 |
|
0.618 |
106.84 |
|
1.000 |
106.29 |
|
1.618 |
105.41 |
|
2.618 |
103.98 |
|
4.250 |
101.64 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.70 |
108.66 |
| PP |
108.57 |
108.49 |
| S1 |
108.44 |
108.33 |
|