NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.98 |
109.79 |
0.81 |
0.7% |
106.41 |
| High |
110.33 |
111.48 |
1.15 |
1.0% |
109.18 |
| Low |
108.98 |
109.49 |
0.51 |
0.5% |
103.74 |
| Close |
110.05 |
111.37 |
1.32 |
1.2% |
108.94 |
| Range |
1.35 |
1.99 |
0.64 |
47.4% |
5.44 |
| ATR |
2.25 |
2.24 |
-0.02 |
-0.8% |
0.00 |
| Volume |
40,843 |
54,678 |
13,835 |
33.9% |
181,528 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.75 |
116.05 |
112.46 |
|
| R3 |
114.76 |
114.06 |
111.92 |
|
| R2 |
112.77 |
112.77 |
111.73 |
|
| R1 |
112.07 |
112.07 |
111.55 |
112.42 |
| PP |
110.78 |
110.78 |
110.78 |
110.96 |
| S1 |
110.08 |
110.08 |
111.19 |
110.43 |
| S2 |
108.79 |
108.79 |
111.01 |
|
| S3 |
106.80 |
108.09 |
110.82 |
|
| S4 |
104.81 |
106.10 |
110.28 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.61 |
121.71 |
111.93 |
|
| R3 |
118.17 |
116.27 |
110.44 |
|
| R2 |
112.73 |
112.73 |
109.94 |
|
| R1 |
110.83 |
110.83 |
109.44 |
111.78 |
| PP |
107.29 |
107.29 |
107.29 |
107.76 |
| S1 |
105.39 |
105.39 |
108.44 |
106.34 |
| S2 |
101.85 |
101.85 |
107.94 |
|
| S3 |
96.41 |
99.95 |
107.44 |
|
| S4 |
90.97 |
94.51 |
105.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.48 |
107.34 |
4.14 |
3.7% |
1.48 |
1.3% |
97% |
True |
False |
42,620 |
| 10 |
111.48 |
103.74 |
7.74 |
6.9% |
1.70 |
1.5% |
99% |
True |
False |
39,006 |
| 20 |
111.48 |
98.20 |
13.28 |
11.9% |
2.41 |
2.2% |
99% |
True |
False |
33,256 |
| 40 |
111.48 |
93.10 |
18.38 |
16.5% |
2.62 |
2.4% |
99% |
True |
False |
34,956 |
| 60 |
111.48 |
91.36 |
20.12 |
18.1% |
2.28 |
2.0% |
99% |
True |
False |
31,076 |
| 80 |
111.48 |
89.63 |
21.85 |
19.6% |
2.05 |
1.8% |
99% |
True |
False |
25,876 |
| 100 |
111.48 |
83.16 |
28.32 |
25.4% |
1.91 |
1.7% |
100% |
True |
False |
21,812 |
| 120 |
111.48 |
83.16 |
28.32 |
25.4% |
1.76 |
1.6% |
100% |
True |
False |
18,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.94 |
|
2.618 |
116.69 |
|
1.618 |
114.70 |
|
1.000 |
113.47 |
|
0.618 |
112.71 |
|
HIGH |
111.48 |
|
0.618 |
110.72 |
|
0.500 |
110.49 |
|
0.382 |
110.25 |
|
LOW |
109.49 |
|
0.618 |
108.26 |
|
1.000 |
107.50 |
|
1.618 |
106.27 |
|
2.618 |
104.28 |
|
4.250 |
101.03 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.08 |
110.94 |
| PP |
110.78 |
110.50 |
| S1 |
110.49 |
110.07 |
|