NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.32 |
108.45 |
1.13 |
1.1% |
113.28 |
| High |
108.55 |
110.10 |
1.55 |
1.4% |
113.46 |
| Low |
105.77 |
107.21 |
1.44 |
1.4% |
105.31 |
| Close |
108.11 |
109.66 |
1.55 |
1.4% |
109.66 |
| Range |
2.78 |
2.89 |
0.11 |
4.0% |
8.15 |
| ATR |
2.74 |
2.75 |
0.01 |
0.4% |
0.00 |
| Volume |
319,183 |
207,553 |
-111,630 |
-35.0% |
1,783,677 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.66 |
116.55 |
111.25 |
|
| R3 |
114.77 |
113.66 |
110.45 |
|
| R2 |
111.88 |
111.88 |
110.19 |
|
| R1 |
110.77 |
110.77 |
109.92 |
111.33 |
| PP |
108.99 |
108.99 |
108.99 |
109.27 |
| S1 |
107.88 |
107.88 |
109.40 |
108.44 |
| S2 |
106.10 |
106.10 |
109.13 |
|
| S3 |
103.21 |
104.99 |
108.87 |
|
| S4 |
100.32 |
102.10 |
108.07 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.93 |
129.94 |
114.14 |
|
| R3 |
125.78 |
121.79 |
111.90 |
|
| R2 |
117.63 |
117.63 |
111.15 |
|
| R1 |
113.64 |
113.64 |
110.41 |
111.56 |
| PP |
109.48 |
109.48 |
109.48 |
108.44 |
| S1 |
105.49 |
105.49 |
108.91 |
103.41 |
| S2 |
101.33 |
101.33 |
108.17 |
|
| S3 |
93.18 |
97.34 |
107.42 |
|
| S4 |
85.03 |
89.19 |
105.18 |
|
|
| 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 |
7.4% |
3.43 |
3.1% |
53% |
False |
False |
356,735 |
| 10 |
113.46 |
105.31 |
8.15 |
7.4% |
2.62 |
2.4% |
53% |
False |
False |
305,332 |
| 20 |
113.46 |
102.10 |
11.36 |
10.4% |
2.36 |
2.2% |
67% |
False |
False |
273,949 |
| 40 |
113.46 |
90.94 |
22.52 |
20.5% |
3.14 |
2.9% |
83% |
False |
False |
206,382 |
| 60 |
113.46 |
89.40 |
24.06 |
21.9% |
2.72 |
2.5% |
84% |
False |
False |
171,989 |
| 80 |
113.46 |
89.40 |
24.06 |
21.9% |
2.46 |
2.2% |
84% |
False |
False |
138,528 |
| 100 |
113.46 |
82.22 |
31.24 |
28.5% |
2.29 |
2.1% |
88% |
False |
False |
113,985 |
| 120 |
113.46 |
82.22 |
31.24 |
28.5% |
2.12 |
1.9% |
88% |
False |
False |
96,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.38 |
|
2.618 |
117.67 |
|
1.618 |
114.78 |
|
1.000 |
112.99 |
|
0.618 |
111.89 |
|
HIGH |
110.10 |
|
0.618 |
109.00 |
|
0.500 |
108.66 |
|
0.382 |
108.31 |
|
LOW |
107.21 |
|
0.618 |
105.42 |
|
1.000 |
104.32 |
|
1.618 |
102.53 |
|
2.618 |
99.64 |
|
4.250 |
94.93 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.33 |
109.01 |
| PP |
108.99 |
108.36 |
| S1 |
108.66 |
107.71 |
|