NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.28 |
108.97 |
-4.31 |
-3.8% |
108.29 |
| High |
113.46 |
110.24 |
-3.22 |
-2.8% |
113.18 |
| Low |
108.88 |
105.47 |
-3.41 |
-3.1% |
107.50 |
| Close |
109.92 |
106.25 |
-3.67 |
-3.3% |
112.79 |
| Range |
4.58 |
4.77 |
0.19 |
4.1% |
5.68 |
| ATR |
2.63 |
2.78 |
0.15 |
5.8% |
0.00 |
| Volume |
327,685 |
519,763 |
192,078 |
58.6% |
1,269,650 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.63 |
118.71 |
108.87 |
|
| R3 |
116.86 |
113.94 |
107.56 |
|
| R2 |
112.09 |
112.09 |
107.12 |
|
| R1 |
109.17 |
109.17 |
106.69 |
108.25 |
| PP |
107.32 |
107.32 |
107.32 |
106.86 |
| S1 |
104.40 |
104.40 |
105.81 |
103.48 |
| S2 |
102.55 |
102.55 |
105.38 |
|
| S3 |
97.78 |
99.63 |
104.94 |
|
| S4 |
93.01 |
94.86 |
103.63 |
|
|
| 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 |
105.47 |
7.99 |
7.5% |
3.21 |
3.0% |
10% |
False |
True |
336,403 |
| 10 |
113.46 |
103.44 |
10.02 |
9.4% |
2.49 |
2.3% |
28% |
False |
False |
286,892 |
| 20 |
113.46 |
97.02 |
16.44 |
15.5% |
2.60 |
2.4% |
56% |
False |
False |
255,917 |
| 40 |
113.46 |
90.27 |
23.19 |
21.8% |
3.07 |
2.9% |
69% |
False |
False |
191,794 |
| 60 |
113.46 |
89.40 |
24.06 |
22.6% |
2.68 |
2.5% |
70% |
False |
False |
158,734 |
| 80 |
113.46 |
89.40 |
24.06 |
22.6% |
2.41 |
2.3% |
70% |
False |
False |
127,662 |
| 100 |
113.46 |
82.22 |
31.24 |
29.4% |
2.25 |
2.1% |
77% |
False |
False |
104,857 |
| 120 |
113.46 |
82.22 |
31.24 |
29.4% |
2.09 |
2.0% |
77% |
False |
False |
88,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.51 |
|
2.618 |
122.73 |
|
1.618 |
117.96 |
|
1.000 |
115.01 |
|
0.618 |
113.19 |
|
HIGH |
110.24 |
|
0.618 |
108.42 |
|
0.500 |
107.86 |
|
0.382 |
107.29 |
|
LOW |
105.47 |
|
0.618 |
102.52 |
|
1.000 |
100.70 |
|
1.618 |
97.75 |
|
2.618 |
92.98 |
|
4.250 |
85.20 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.86 |
109.47 |
| PP |
107.32 |
108.39 |
| S1 |
106.79 |
107.32 |
|