NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.60 |
109.34 |
0.74 |
0.7% |
106.03 |
| High |
109.78 |
111.02 |
1.24 |
1.1% |
108.99 |
| Low |
108.37 |
108.87 |
0.50 |
0.5% |
103.22 |
| Close |
109.48 |
110.88 |
1.40 |
1.3% |
108.50 |
| Range |
1.41 |
2.15 |
0.74 |
52.5% |
5.77 |
| ATR |
2.40 |
2.38 |
-0.02 |
-0.7% |
0.00 |
| Volume |
92,008 |
130,756 |
38,748 |
42.1% |
394,534 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.71 |
115.94 |
112.06 |
|
| R3 |
114.56 |
113.79 |
111.47 |
|
| R2 |
112.41 |
112.41 |
111.27 |
|
| R1 |
111.64 |
111.64 |
111.08 |
112.03 |
| PP |
110.26 |
110.26 |
110.26 |
110.45 |
| S1 |
109.49 |
109.49 |
110.68 |
109.88 |
| S2 |
108.11 |
108.11 |
110.49 |
|
| S3 |
105.96 |
107.34 |
110.29 |
|
| S4 |
103.81 |
105.19 |
109.70 |
|
|
| 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 |
111.02 |
106.84 |
4.18 |
3.8% |
1.61 |
1.5% |
97% |
True |
False |
96,762 |
| 10 |
111.02 |
103.22 |
7.80 |
7.0% |
1.81 |
1.6% |
98% |
True |
False |
84,869 |
| 20 |
111.02 |
97.61 |
13.41 |
12.1% |
2.53 |
2.3% |
99% |
True |
False |
78,699 |
| 40 |
111.02 |
91.97 |
19.05 |
17.2% |
2.81 |
2.5% |
99% |
True |
False |
84,742 |
| 60 |
111.02 |
90.50 |
20.52 |
18.5% |
2.45 |
2.2% |
99% |
True |
False |
80,948 |
| 80 |
111.02 |
89.24 |
21.78 |
19.6% |
2.24 |
2.0% |
99% |
True |
False |
69,475 |
| 100 |
111.02 |
82.46 |
28.56 |
25.8% |
2.16 |
2.0% |
100% |
True |
False |
61,473 |
| 120 |
111.02 |
82.46 |
28.56 |
25.8% |
2.08 |
1.9% |
100% |
True |
False |
54,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.16 |
|
2.618 |
116.65 |
|
1.618 |
114.50 |
|
1.000 |
113.17 |
|
0.618 |
112.35 |
|
HIGH |
111.02 |
|
0.618 |
110.20 |
|
0.500 |
109.95 |
|
0.382 |
109.69 |
|
LOW |
108.87 |
|
0.618 |
107.54 |
|
1.000 |
106.72 |
|
1.618 |
105.39 |
|
2.618 |
103.24 |
|
4.250 |
99.73 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.57 |
110.44 |
| PP |
110.26 |
109.99 |
| S1 |
109.95 |
109.55 |
|