NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
106.02 |
107.32 |
1.30 |
1.2% |
108.29 |
| High |
107.43 |
108.55 |
1.12 |
1.0% |
113.18 |
| Low |
105.31 |
105.77 |
0.46 |
0.4% |
107.50 |
| Close |
107.11 |
108.11 |
1.00 |
0.9% |
112.79 |
| Range |
2.12 |
2.78 |
0.66 |
31.1% |
5.68 |
| ATR |
2.73 |
2.74 |
0.00 |
0.1% |
0.00 |
| Volume |
409,493 |
319,183 |
-90,310 |
-22.1% |
1,269,650 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.82 |
114.74 |
109.64 |
|
| R3 |
113.04 |
111.96 |
108.87 |
|
| R2 |
110.26 |
110.26 |
108.62 |
|
| R1 |
109.18 |
109.18 |
108.36 |
109.72 |
| PP |
107.48 |
107.48 |
107.48 |
107.75 |
| S1 |
106.40 |
106.40 |
107.86 |
106.94 |
| S2 |
104.70 |
104.70 |
107.60 |
|
| S3 |
101.92 |
103.62 |
107.35 |
|
| S4 |
99.14 |
100.84 |
106.58 |
|
|
| 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 |
7.5% |
3.46 |
3.2% |
34% |
False |
False |
372,723 |
| 10 |
113.46 |
105.31 |
8.15 |
7.5% |
2.54 |
2.4% |
34% |
False |
False |
311,016 |
| 20 |
113.46 |
101.01 |
12.45 |
11.5% |
2.40 |
2.2% |
57% |
False |
False |
274,362 |
| 40 |
113.46 |
90.39 |
23.07 |
21.3% |
3.09 |
2.9% |
77% |
False |
False |
204,223 |
| 60 |
113.46 |
89.40 |
24.06 |
22.3% |
2.71 |
2.5% |
78% |
False |
False |
169,231 |
| 80 |
113.46 |
89.40 |
24.06 |
22.3% |
2.44 |
2.3% |
78% |
False |
False |
136,205 |
| 100 |
113.46 |
82.22 |
31.24 |
28.9% |
2.28 |
2.1% |
83% |
False |
False |
111,982 |
| 120 |
113.46 |
82.22 |
31.24 |
28.9% |
2.11 |
2.0% |
83% |
False |
False |
94,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.37 |
|
2.618 |
115.83 |
|
1.618 |
113.05 |
|
1.000 |
111.33 |
|
0.618 |
110.27 |
|
HIGH |
108.55 |
|
0.618 |
107.49 |
|
0.500 |
107.16 |
|
0.382 |
106.83 |
|
LOW |
105.77 |
|
0.618 |
104.05 |
|
1.000 |
102.99 |
|
1.618 |
101.27 |
|
2.618 |
98.49 |
|
4.250 |
93.96 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.79 |
108.00 |
| PP |
107.48 |
107.89 |
| S1 |
107.16 |
107.78 |
|