NYMEX Light Sweet Crude Oil Future July 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 |
114.25 |
110.15 |
-4.10 |
-3.6% |
109.32 |
| High |
114.50 |
111.42 |
-3.08 |
-2.7% |
114.23 |
| Low |
110.14 |
106.80 |
-3.34 |
-3.0% |
108.63 |
| Close |
111.17 |
107.64 |
-3.53 |
-3.2% |
113.86 |
| Range |
4.36 |
4.62 |
0.26 |
6.0% |
5.60 |
| ATR |
2.45 |
2.60 |
0.16 |
6.4% |
0.00 |
| Volume |
65,747 |
67,868 |
2,121 |
3.2% |
232,432 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.48 |
119.68 |
110.18 |
|
| R3 |
117.86 |
115.06 |
108.91 |
|
| R2 |
113.24 |
113.24 |
108.49 |
|
| R1 |
110.44 |
110.44 |
108.06 |
109.53 |
| PP |
108.62 |
108.62 |
108.62 |
108.17 |
| S1 |
105.82 |
105.82 |
107.22 |
104.91 |
| S2 |
104.00 |
104.00 |
106.79 |
|
| S3 |
99.38 |
101.20 |
106.37 |
|
| S4 |
94.76 |
96.58 |
105.10 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.04 |
127.05 |
116.94 |
|
| R3 |
123.44 |
121.45 |
115.40 |
|
| R2 |
117.84 |
117.84 |
114.89 |
|
| R1 |
115.85 |
115.85 |
114.37 |
116.85 |
| PP |
112.24 |
112.24 |
112.24 |
112.74 |
| S1 |
110.25 |
110.25 |
113.35 |
111.25 |
| S2 |
106.64 |
106.64 |
112.83 |
|
| S3 |
101.04 |
104.65 |
112.32 |
|
| S4 |
95.44 |
99.05 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
106.80 |
7.70 |
7.2% |
3.09 |
2.9% |
11% |
False |
True |
58,783 |
| 10 |
114.50 |
104.55 |
9.95 |
9.2% |
2.35 |
2.2% |
31% |
False |
False |
49,004 |
| 20 |
114.50 |
98.20 |
16.30 |
15.1% |
2.46 |
2.3% |
58% |
False |
False |
38,536 |
| 40 |
114.50 |
93.10 |
21.40 |
19.9% |
2.81 |
2.6% |
68% |
False |
False |
37,526 |
| 60 |
114.50 |
91.36 |
23.14 |
21.5% |
2.42 |
2.2% |
70% |
False |
False |
33,492 |
| 80 |
114.50 |
90.36 |
24.14 |
22.4% |
2.16 |
2.0% |
72% |
False |
False |
28,113 |
| 100 |
114.50 |
83.16 |
31.34 |
29.1% |
1.99 |
1.8% |
78% |
False |
False |
23,654 |
| 120 |
114.50 |
83.16 |
31.34 |
29.1% |
1.82 |
1.7% |
78% |
False |
False |
20,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.06 |
|
2.618 |
123.52 |
|
1.618 |
118.90 |
|
1.000 |
116.04 |
|
0.618 |
114.28 |
|
HIGH |
111.42 |
|
0.618 |
109.66 |
|
0.500 |
109.11 |
|
0.382 |
108.56 |
|
LOW |
106.80 |
|
0.618 |
103.94 |
|
1.000 |
102.18 |
|
1.618 |
99.32 |
|
2.618 |
94.70 |
|
4.250 |
87.17 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.11 |
110.65 |
| PP |
108.62 |
109.65 |
| S1 |
108.13 |
108.64 |
|