NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.34 |
110.88 |
1.54 |
1.4% |
108.79 |
| High |
111.02 |
113.79 |
2.77 |
2.5% |
113.79 |
| Low |
108.87 |
110.64 |
1.77 |
1.6% |
108.08 |
| Close |
110.88 |
113.37 |
2.49 |
2.2% |
113.37 |
| Range |
2.15 |
3.15 |
1.00 |
46.5% |
5.71 |
| ATR |
2.38 |
2.43 |
0.06 |
2.3% |
0.00 |
| Volume |
130,756 |
141,462 |
10,706 |
8.2% |
534,526 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.05 |
120.86 |
115.10 |
|
| R3 |
118.90 |
117.71 |
114.24 |
|
| R2 |
115.75 |
115.75 |
113.95 |
|
| R1 |
114.56 |
114.56 |
113.66 |
115.16 |
| PP |
112.60 |
112.60 |
112.60 |
112.90 |
| S1 |
111.41 |
111.41 |
113.08 |
112.01 |
| S2 |
109.45 |
109.45 |
112.79 |
|
| S3 |
106.30 |
108.26 |
112.50 |
|
| S4 |
103.15 |
105.11 |
111.64 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.88 |
126.83 |
116.51 |
|
| R3 |
123.17 |
121.12 |
114.94 |
|
| R2 |
117.46 |
117.46 |
114.42 |
|
| R1 |
115.41 |
115.41 |
113.89 |
116.44 |
| PP |
111.75 |
111.75 |
111.75 |
112.26 |
| S1 |
109.70 |
109.70 |
112.85 |
110.73 |
| S2 |
106.04 |
106.04 |
112.32 |
|
| S3 |
100.33 |
103.99 |
111.80 |
|
| S4 |
94.62 |
98.28 |
110.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.79 |
108.08 |
5.71 |
5.0% |
1.81 |
1.6% |
93% |
True |
False |
106,905 |
| 10 |
113.79 |
103.22 |
10.57 |
9.3% |
1.99 |
1.8% |
96% |
True |
False |
92,906 |
| 20 |
113.79 |
97.61 |
16.18 |
14.3% |
2.49 |
2.2% |
97% |
True |
False |
81,986 |
| 40 |
113.79 |
91.97 |
21.82 |
19.2% |
2.85 |
2.5% |
98% |
True |
False |
85,748 |
| 60 |
113.79 |
90.50 |
23.29 |
20.5% |
2.48 |
2.2% |
98% |
True |
False |
82,462 |
| 80 |
113.79 |
89.24 |
24.55 |
21.7% |
2.27 |
2.0% |
98% |
True |
False |
70,844 |
| 100 |
113.79 |
82.46 |
31.33 |
27.6% |
2.18 |
1.9% |
99% |
True |
False |
62,683 |
| 120 |
113.79 |
82.46 |
31.33 |
27.6% |
2.09 |
1.8% |
99% |
True |
False |
55,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.18 |
|
2.618 |
122.04 |
|
1.618 |
118.89 |
|
1.000 |
116.94 |
|
0.618 |
115.74 |
|
HIGH |
113.79 |
|
0.618 |
112.59 |
|
0.500 |
112.22 |
|
0.382 |
111.84 |
|
LOW |
110.64 |
|
0.618 |
108.69 |
|
1.000 |
107.49 |
|
1.618 |
105.54 |
|
2.618 |
102.39 |
|
4.250 |
97.25 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.99 |
112.61 |
| PP |
112.60 |
111.84 |
| S1 |
112.22 |
111.08 |
|