NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.32 |
113.28 |
2.96 |
2.7% |
108.29 |
| High |
113.18 |
113.46 |
0.28 |
0.2% |
113.18 |
| Low |
110.11 |
108.88 |
-1.23 |
-1.1% |
107.50 |
| Close |
112.79 |
109.92 |
-2.87 |
-2.5% |
112.79 |
| Range |
3.07 |
4.58 |
1.51 |
49.2% |
5.68 |
| ATR |
2.48 |
2.63 |
0.15 |
6.1% |
0.00 |
| Volume |
287,494 |
327,685 |
40,191 |
14.0% |
1,269,650 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.49 |
121.79 |
112.44 |
|
| R3 |
119.91 |
117.21 |
111.18 |
|
| R2 |
115.33 |
115.33 |
110.76 |
|
| R1 |
112.63 |
112.63 |
110.34 |
111.69 |
| PP |
110.75 |
110.75 |
110.75 |
110.29 |
| S1 |
108.05 |
108.05 |
109.50 |
107.11 |
| S2 |
106.17 |
106.17 |
109.08 |
|
| S3 |
101.59 |
103.47 |
108.66 |
|
| S4 |
97.01 |
98.89 |
107.40 |
|
|
| 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 |
113.46 |
107.50 |
5.96 |
5.4% |
2.48 |
2.3% |
41% |
True |
False |
277,797 |
| 10 |
113.46 |
102.70 |
10.76 |
9.8% |
2.25 |
2.0% |
67% |
True |
False |
258,431 |
| 20 |
113.46 |
97.02 |
16.44 |
15.0% |
2.61 |
2.4% |
78% |
True |
False |
239,881 |
| 40 |
113.46 |
90.27 |
23.19 |
21.1% |
3.00 |
2.7% |
85% |
True |
False |
181,733 |
| 60 |
113.46 |
89.40 |
24.06 |
21.9% |
2.62 |
2.4% |
85% |
True |
False |
151,230 |
| 80 |
113.46 |
89.40 |
24.06 |
21.9% |
2.36 |
2.1% |
85% |
True |
False |
121,408 |
| 100 |
113.46 |
82.22 |
31.24 |
28.4% |
2.23 |
2.0% |
89% |
True |
False |
99,787 |
| 120 |
113.46 |
82.22 |
31.24 |
28.4% |
2.07 |
1.9% |
89% |
True |
False |
84,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.93 |
|
2.618 |
125.45 |
|
1.618 |
120.87 |
|
1.000 |
118.04 |
|
0.618 |
116.29 |
|
HIGH |
113.46 |
|
0.618 |
111.71 |
|
0.500 |
111.17 |
|
0.382 |
110.63 |
|
LOW |
108.88 |
|
0.618 |
106.05 |
|
1.000 |
104.30 |
|
1.618 |
101.47 |
|
2.618 |
96.89 |
|
4.250 |
89.42 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.17 |
110.85 |
| PP |
110.75 |
110.54 |
| S1 |
110.34 |
110.23 |
|