NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.97 |
106.02 |
-2.95 |
-2.7% |
108.29 |
| High |
110.24 |
107.43 |
-2.81 |
-2.5% |
113.18 |
| Low |
105.47 |
105.31 |
-0.16 |
-0.2% |
107.50 |
| Close |
106.25 |
107.11 |
0.86 |
0.8% |
112.79 |
| Range |
4.77 |
2.12 |
-2.65 |
-55.6% |
5.68 |
| ATR |
2.78 |
2.73 |
-0.05 |
-1.7% |
0.00 |
| Volume |
519,763 |
409,493 |
-110,270 |
-21.2% |
1,269,650 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.98 |
112.16 |
108.28 |
|
| R3 |
110.86 |
110.04 |
107.69 |
|
| R2 |
108.74 |
108.74 |
107.50 |
|
| R1 |
107.92 |
107.92 |
107.30 |
108.33 |
| PP |
106.62 |
106.62 |
106.62 |
106.82 |
| S1 |
105.80 |
105.80 |
106.92 |
106.21 |
| S2 |
104.50 |
104.50 |
106.72 |
|
| S3 |
102.38 |
103.68 |
106.53 |
|
| S4 |
100.26 |
101.56 |
105.94 |
|
|
| 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 |
105.31 |
8.15 |
7.6% |
3.35 |
3.1% |
22% |
False |
True |
370,728 |
| 10 |
113.46 |
104.12 |
9.34 |
8.7% |
2.54 |
2.4% |
32% |
False |
False |
303,901 |
| 20 |
113.46 |
97.62 |
15.84 |
14.8% |
2.52 |
2.4% |
60% |
False |
False |
265,959 |
| 40 |
113.46 |
90.27 |
23.19 |
21.7% |
3.06 |
2.9% |
73% |
False |
False |
199,218 |
| 60 |
113.46 |
89.40 |
24.06 |
22.5% |
2.69 |
2.5% |
74% |
False |
False |
164,564 |
| 80 |
113.46 |
89.40 |
24.06 |
22.5% |
2.42 |
2.3% |
74% |
False |
False |
132,486 |
| 100 |
113.46 |
82.22 |
31.24 |
29.2% |
2.27 |
2.1% |
80% |
False |
False |
108,844 |
| 120 |
113.46 |
82.22 |
31.24 |
29.2% |
2.10 |
2.0% |
80% |
False |
False |
92,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.44 |
|
2.618 |
112.98 |
|
1.618 |
110.86 |
|
1.000 |
109.55 |
|
0.618 |
108.74 |
|
HIGH |
107.43 |
|
0.618 |
106.62 |
|
0.500 |
106.37 |
|
0.382 |
106.12 |
|
LOW |
105.31 |
|
0.618 |
104.00 |
|
1.000 |
103.19 |
|
1.618 |
101.88 |
|
2.618 |
99.76 |
|
4.250 |
96.30 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.86 |
109.39 |
| PP |
106.62 |
108.63 |
| S1 |
106.37 |
107.87 |
|