NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.67 |
110.32 |
1.65 |
1.5% |
108.29 |
| High |
110.44 |
113.18 |
2.74 |
2.5% |
113.18 |
| Low |
108.23 |
110.11 |
1.88 |
1.7% |
107.50 |
| Close |
110.30 |
112.79 |
2.49 |
2.3% |
112.79 |
| Range |
2.21 |
3.07 |
0.86 |
38.9% |
5.68 |
| ATR |
2.43 |
2.48 |
0.05 |
1.9% |
0.00 |
| Volume |
309,208 |
287,494 |
-21,714 |
-7.0% |
1,269,650 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.24 |
120.08 |
114.48 |
|
| R3 |
118.17 |
117.01 |
113.63 |
|
| R2 |
115.10 |
115.10 |
113.35 |
|
| R1 |
113.94 |
113.94 |
113.07 |
114.52 |
| PP |
112.03 |
112.03 |
112.03 |
112.32 |
| S1 |
110.87 |
110.87 |
112.51 |
111.45 |
| S2 |
108.96 |
108.96 |
112.23 |
|
| S3 |
105.89 |
107.80 |
111.95 |
|
| S4 |
102.82 |
104.73 |
111.10 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.20 |
126.17 |
115.91 |
|
| R3 |
122.52 |
120.49 |
114.35 |
|
| R2 |
116.84 |
116.84 |
113.83 |
|
| R1 |
114.81 |
114.81 |
113.31 |
115.83 |
| PP |
111.16 |
111.16 |
111.16 |
111.66 |
| S1 |
109.13 |
109.13 |
112.27 |
110.15 |
| S2 |
105.48 |
105.48 |
111.75 |
|
| S3 |
99.80 |
103.45 |
111.23 |
|
| S4 |
94.12 |
97.77 |
109.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.18 |
107.50 |
5.68 |
5.0% |
1.80 |
1.6% |
93% |
True |
False |
253,930 |
| 10 |
113.18 |
102.70 |
10.48 |
9.3% |
2.01 |
1.8% |
96% |
True |
False |
246,818 |
| 20 |
113.18 |
97.02 |
16.16 |
14.3% |
2.54 |
2.2% |
98% |
True |
False |
229,118 |
| 40 |
113.18 |
90.27 |
22.91 |
20.3% |
2.93 |
2.6% |
98% |
True |
False |
177,466 |
| 60 |
113.18 |
89.40 |
23.78 |
21.1% |
2.56 |
2.3% |
98% |
True |
False |
146,719 |
| 80 |
113.18 |
89.00 |
24.18 |
21.4% |
2.33 |
2.1% |
98% |
True |
False |
117,479 |
| 100 |
113.18 |
82.22 |
30.96 |
27.4% |
2.20 |
2.0% |
99% |
True |
False |
96,568 |
| 120 |
113.18 |
82.22 |
30.96 |
27.4% |
2.06 |
1.8% |
99% |
True |
False |
81,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.23 |
|
2.618 |
121.22 |
|
1.618 |
118.15 |
|
1.000 |
116.25 |
|
0.618 |
115.08 |
|
HIGH |
113.18 |
|
0.618 |
112.01 |
|
0.500 |
111.65 |
|
0.382 |
111.28 |
|
LOW |
110.11 |
|
0.618 |
108.21 |
|
1.000 |
107.04 |
|
1.618 |
105.14 |
|
2.618 |
102.07 |
|
4.250 |
97.06 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.41 |
112.01 |
| PP |
112.03 |
111.23 |
| S1 |
111.65 |
110.45 |
|