NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.45 |
111.37 |
2.92 |
2.7% |
113.74 |
| High |
111.66 |
112.48 |
0.82 |
0.7% |
114.05 |
| Low |
107.96 |
111.00 |
3.04 |
2.8% |
105.98 |
| Close |
111.45 |
112.29 |
0.84 |
0.8% |
110.22 |
| Range |
3.70 |
1.48 |
-2.22 |
-60.0% |
8.07 |
| ATR |
2.84 |
2.74 |
-0.10 |
-3.4% |
0.00 |
| Volume |
271,888 |
221,923 |
-49,965 |
-18.4% |
977,233 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.36 |
115.81 |
113.10 |
|
| R3 |
114.88 |
114.33 |
112.70 |
|
| R2 |
113.40 |
113.40 |
112.56 |
|
| R1 |
112.85 |
112.85 |
112.43 |
113.13 |
| PP |
111.92 |
111.92 |
111.92 |
112.06 |
| S1 |
111.37 |
111.37 |
112.15 |
111.65 |
| S2 |
110.44 |
110.44 |
112.02 |
|
| S3 |
108.96 |
109.89 |
111.88 |
|
| S4 |
107.48 |
108.41 |
111.48 |
|
|
| 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 |
112.48 |
106.01 |
6.47 |
5.8% |
2.83 |
2.5% |
97% |
True |
False |
252,490 |
| 10 |
114.05 |
105.98 |
8.07 |
7.2% |
3.16 |
2.8% |
78% |
False |
False |
219,910 |
| 20 |
114.05 |
103.22 |
10.83 |
9.6% |
2.49 |
2.2% |
84% |
False |
False |
152,389 |
| 40 |
114.05 |
97.61 |
16.44 |
14.6% |
2.81 |
2.5% |
89% |
False |
False |
116,599 |
| 60 |
114.05 |
91.55 |
22.50 |
20.0% |
2.71 |
2.4% |
92% |
False |
False |
107,145 |
| 80 |
114.05 |
90.50 |
23.55 |
21.0% |
2.49 |
2.2% |
93% |
False |
False |
93,760 |
| 100 |
114.05 |
85.31 |
28.74 |
25.6% |
2.28 |
2.0% |
94% |
False |
False |
81,321 |
| 120 |
114.05 |
82.46 |
31.59 |
28.1% |
2.20 |
2.0% |
94% |
False |
False |
71,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.77 |
|
2.618 |
116.35 |
|
1.618 |
114.87 |
|
1.000 |
113.96 |
|
0.618 |
113.39 |
|
HIGH |
112.48 |
|
0.618 |
111.91 |
|
0.500 |
111.74 |
|
0.382 |
111.57 |
|
LOW |
111.00 |
|
0.618 |
110.09 |
|
1.000 |
109.52 |
|
1.618 |
108.61 |
|
2.618 |
107.13 |
|
4.250 |
104.71 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.11 |
111.28 |
| PP |
111.92 |
110.26 |
| S1 |
111.74 |
109.25 |
|