NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.88 |
113.74 |
2.86 |
2.6% |
108.79 |
| High |
113.79 |
114.05 |
0.26 |
0.2% |
113.79 |
| Low |
110.64 |
109.33 |
-1.31 |
-1.2% |
108.08 |
| Close |
113.37 |
110.57 |
-2.80 |
-2.5% |
113.37 |
| Range |
3.15 |
4.72 |
1.57 |
49.8% |
5.71 |
| ATR |
2.43 |
2.60 |
0.16 |
6.7% |
0.00 |
| Volume |
141,462 |
146,427 |
4,965 |
3.5% |
534,526 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.48 |
122.74 |
113.17 |
|
| R3 |
120.76 |
118.02 |
111.87 |
|
| R2 |
116.04 |
116.04 |
111.44 |
|
| R1 |
113.30 |
113.30 |
111.00 |
112.31 |
| PP |
111.32 |
111.32 |
111.32 |
110.82 |
| S1 |
108.58 |
108.58 |
110.14 |
107.59 |
| S2 |
106.60 |
106.60 |
109.70 |
|
| S3 |
101.88 |
103.86 |
109.27 |
|
| S4 |
97.16 |
99.14 |
107.97 |
|
|
| 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 |
114.05 |
108.08 |
5.97 |
5.4% |
2.51 |
2.3% |
42% |
True |
False |
121,298 |
| 10 |
114.05 |
103.22 |
10.83 |
9.8% |
2.25 |
2.0% |
68% |
True |
False |
102,131 |
| 20 |
114.05 |
97.61 |
16.44 |
14.9% |
2.58 |
2.3% |
79% |
True |
False |
86,684 |
| 40 |
114.05 |
91.97 |
22.08 |
20.0% |
2.93 |
2.7% |
84% |
True |
False |
86,647 |
| 60 |
114.05 |
90.50 |
23.55 |
21.3% |
2.54 |
2.3% |
85% |
True |
False |
83,859 |
| 80 |
114.05 |
90.04 |
24.01 |
21.7% |
2.30 |
2.1% |
86% |
True |
False |
72,352 |
| 100 |
114.05 |
82.46 |
31.59 |
28.6% |
2.21 |
2.0% |
89% |
True |
False |
64,015 |
| 120 |
114.05 |
82.46 |
31.59 |
28.6% |
2.10 |
1.9% |
89% |
True |
False |
56,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.11 |
|
2.618 |
126.41 |
|
1.618 |
121.69 |
|
1.000 |
118.77 |
|
0.618 |
116.97 |
|
HIGH |
114.05 |
|
0.618 |
112.25 |
|
0.500 |
111.69 |
|
0.382 |
111.13 |
|
LOW |
109.33 |
|
0.618 |
106.41 |
|
1.000 |
104.61 |
|
1.618 |
101.69 |
|
2.618 |
96.97 |
|
4.250 |
89.27 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.69 |
111.46 |
| PP |
111.32 |
111.16 |
| S1 |
110.94 |
110.87 |
|