NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.09 |
110.05 |
0.96 |
0.9% |
113.74 |
| High |
110.67 |
110.06 |
-0.61 |
-0.6% |
114.05 |
| Low |
107.77 |
107.10 |
-0.67 |
-0.6% |
105.98 |
| Close |
110.22 |
107.69 |
-2.53 |
-2.3% |
110.22 |
| Range |
2.90 |
2.96 |
0.06 |
2.1% |
8.07 |
| ATR |
2.72 |
2.75 |
0.03 |
1.0% |
0.00 |
| Volume |
182,045 |
277,662 |
95,617 |
52.5% |
977,233 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.16 |
115.39 |
109.32 |
|
| R3 |
114.20 |
112.43 |
108.50 |
|
| R2 |
111.24 |
111.24 |
108.23 |
|
| R1 |
109.47 |
109.47 |
107.96 |
108.88 |
| PP |
108.28 |
108.28 |
108.28 |
107.99 |
| S1 |
106.51 |
106.51 |
107.42 |
105.92 |
| S2 |
105.32 |
105.32 |
107.15 |
|
| S3 |
102.36 |
103.55 |
106.88 |
|
| S4 |
99.40 |
100.59 |
106.06 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.29 |
130.33 |
114.66 |
|
| R3 |
126.22 |
122.26 |
112.44 |
|
| R2 |
118.15 |
118.15 |
111.70 |
|
| R1 |
114.19 |
114.19 |
110.96 |
112.14 |
| PP |
110.08 |
110.08 |
110.08 |
109.06 |
| S1 |
106.12 |
106.12 |
109.48 |
104.07 |
| S2 |
102.01 |
102.01 |
108.74 |
|
| S3 |
93.94 |
98.05 |
108.00 |
|
| S4 |
85.87 |
89.98 |
105.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.86 |
105.98 |
4.88 |
4.5% |
3.09 |
2.9% |
35% |
False |
False |
221,693 |
| 10 |
114.05 |
105.98 |
8.07 |
7.5% |
2.80 |
2.6% |
21% |
False |
False |
171,496 |
| 20 |
114.05 |
102.74 |
11.31 |
10.5% |
2.41 |
2.2% |
44% |
False |
False |
124,823 |
| 40 |
114.05 |
93.75 |
20.30 |
18.9% |
3.08 |
2.9% |
69% |
False |
False |
103,069 |
| 60 |
114.05 |
90.50 |
23.55 |
21.9% |
2.67 |
2.5% |
73% |
False |
False |
97,562 |
| 80 |
114.05 |
90.50 |
23.55 |
21.9% |
2.43 |
2.3% |
73% |
False |
False |
84,396 |
| 100 |
114.05 |
83.20 |
30.85 |
28.6% |
2.27 |
2.1% |
79% |
False |
False |
73,876 |
| 120 |
114.05 |
82.46 |
31.59 |
29.3% |
2.16 |
2.0% |
80% |
False |
False |
65,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.64 |
|
2.618 |
117.81 |
|
1.618 |
114.85 |
|
1.000 |
113.02 |
|
0.618 |
111.89 |
|
HIGH |
110.06 |
|
0.618 |
108.93 |
|
0.500 |
108.58 |
|
0.382 |
108.23 |
|
LOW |
107.10 |
|
0.618 |
105.27 |
|
1.000 |
104.14 |
|
1.618 |
102.31 |
|
2.618 |
99.35 |
|
4.250 |
94.52 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.58 |
108.55 |
| PP |
108.28 |
108.26 |
| S1 |
107.99 |
107.98 |
|