NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.86 |
108.60 |
-0.26 |
-0.2% |
106.03 |
| High |
109.22 |
109.78 |
0.56 |
0.5% |
108.99 |
| Low |
108.08 |
108.37 |
0.29 |
0.3% |
103.22 |
| Close |
108.99 |
109.48 |
0.49 |
0.4% |
108.50 |
| Range |
1.14 |
1.41 |
0.27 |
23.7% |
5.77 |
| ATR |
2.47 |
2.40 |
-0.08 |
-3.1% |
0.00 |
| Volume |
95,839 |
92,008 |
-3,831 |
-4.0% |
394,534 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.44 |
112.87 |
110.26 |
|
| R3 |
112.03 |
111.46 |
109.87 |
|
| R2 |
110.62 |
110.62 |
109.74 |
|
| R1 |
110.05 |
110.05 |
109.61 |
110.34 |
| PP |
109.21 |
109.21 |
109.21 |
109.35 |
| S1 |
108.64 |
108.64 |
109.35 |
108.93 |
| S2 |
107.80 |
107.80 |
109.22 |
|
| S3 |
106.39 |
107.23 |
109.09 |
|
| S4 |
104.98 |
105.82 |
108.70 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.13 |
111.67 |
|
| R3 |
118.44 |
116.36 |
110.09 |
|
| R2 |
112.67 |
112.67 |
109.56 |
|
| R1 |
110.59 |
110.59 |
109.03 |
111.63 |
| PP |
106.90 |
106.90 |
106.90 |
107.43 |
| S1 |
104.82 |
104.82 |
107.97 |
105.86 |
| S2 |
101.13 |
101.13 |
107.44 |
|
| S3 |
95.36 |
99.05 |
106.91 |
|
| S4 |
89.59 |
93.28 |
105.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.78 |
104.70 |
5.08 |
4.6% |
1.71 |
1.6% |
94% |
True |
False |
88,048 |
| 10 |
109.78 |
103.22 |
6.56 |
6.0% |
1.78 |
1.6% |
95% |
True |
False |
80,812 |
| 20 |
109.78 |
97.61 |
12.17 |
11.1% |
2.65 |
2.4% |
98% |
True |
False |
77,011 |
| 40 |
109.78 |
91.97 |
17.81 |
16.3% |
2.78 |
2.5% |
98% |
True |
False |
83,449 |
| 60 |
109.78 |
90.50 |
19.28 |
17.6% |
2.45 |
2.2% |
98% |
True |
False |
79,759 |
| 80 |
109.78 |
89.24 |
20.54 |
18.8% |
2.23 |
2.0% |
99% |
True |
False |
68,110 |
| 100 |
109.78 |
82.46 |
27.32 |
25.0% |
2.17 |
2.0% |
99% |
True |
False |
60,439 |
| 120 |
109.78 |
82.46 |
27.32 |
25.0% |
2.08 |
1.9% |
99% |
True |
False |
53,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.77 |
|
2.618 |
113.47 |
|
1.618 |
112.06 |
|
1.000 |
111.19 |
|
0.618 |
110.65 |
|
HIGH |
109.78 |
|
0.618 |
109.24 |
|
0.500 |
109.08 |
|
0.382 |
108.91 |
|
LOW |
108.37 |
|
0.618 |
107.50 |
|
1.000 |
106.96 |
|
1.618 |
106.09 |
|
2.618 |
104.68 |
|
4.250 |
102.38 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.35 |
109.30 |
| PP |
109.21 |
109.11 |
| S1 |
109.08 |
108.93 |
|