NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
113.74 |
109.49 |
-4.25 |
-3.7% |
108.79 |
| High |
114.05 |
110.86 |
-3.19 |
-2.8% |
113.79 |
| Low |
109.33 |
106.14 |
-3.19 |
-2.9% |
108.08 |
| Close |
110.57 |
106.97 |
-3.60 |
-3.3% |
113.37 |
| Range |
4.72 |
4.72 |
0.00 |
0.0% |
5.71 |
| ATR |
2.60 |
2.75 |
0.15 |
5.8% |
0.00 |
| Volume |
146,427 |
205,204 |
58,777 |
40.1% |
534,526 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.15 |
119.28 |
109.57 |
|
| R3 |
117.43 |
114.56 |
108.27 |
|
| R2 |
112.71 |
112.71 |
107.84 |
|
| R1 |
109.84 |
109.84 |
107.40 |
108.92 |
| PP |
107.99 |
107.99 |
107.99 |
107.53 |
| S1 |
105.12 |
105.12 |
106.54 |
104.20 |
| S2 |
103.27 |
103.27 |
106.10 |
|
| S3 |
98.55 |
100.40 |
105.67 |
|
| S4 |
93.83 |
95.68 |
104.37 |
|
|
| 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 |
106.14 |
7.91 |
7.4% |
3.23 |
3.0% |
10% |
False |
True |
143,171 |
| 10 |
114.05 |
104.02 |
10.03 |
9.4% |
2.49 |
2.3% |
29% |
False |
False |
116,152 |
| 20 |
114.05 |
97.61 |
16.44 |
15.4% |
2.57 |
2.4% |
57% |
False |
False |
92,237 |
| 40 |
114.05 |
91.97 |
22.08 |
20.6% |
3.00 |
2.8% |
68% |
False |
False |
89,907 |
| 60 |
114.05 |
90.50 |
23.55 |
22.0% |
2.60 |
2.4% |
70% |
False |
False |
86,246 |
| 80 |
114.05 |
90.04 |
24.01 |
22.4% |
2.35 |
2.2% |
71% |
False |
False |
74,563 |
| 100 |
114.05 |
82.46 |
31.59 |
29.5% |
2.24 |
2.1% |
78% |
False |
False |
65,777 |
| 120 |
114.05 |
82.46 |
31.59 |
29.5% |
2.12 |
2.0% |
78% |
False |
False |
58,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.92 |
|
2.618 |
123.22 |
|
1.618 |
118.50 |
|
1.000 |
115.58 |
|
0.618 |
113.78 |
|
HIGH |
110.86 |
|
0.618 |
109.06 |
|
0.500 |
108.50 |
|
0.382 |
107.94 |
|
LOW |
106.14 |
|
0.618 |
103.22 |
|
1.000 |
101.42 |
|
1.618 |
98.50 |
|
2.618 |
93.78 |
|
4.250 |
86.08 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.50 |
110.10 |
| PP |
107.99 |
109.05 |
| S1 |
107.48 |
108.01 |
|