NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.15 |
107.44 |
-2.71 |
-2.5% |
109.32 |
| High |
111.42 |
108.76 |
-2.66 |
-2.4% |
114.23 |
| Low |
106.80 |
106.58 |
-0.22 |
-0.2% |
108.63 |
| Close |
107.64 |
108.24 |
0.60 |
0.6% |
113.86 |
| Range |
4.62 |
2.18 |
-2.44 |
-52.8% |
5.60 |
| ATR |
2.60 |
2.57 |
-0.03 |
-1.2% |
0.00 |
| Volume |
67,868 |
90,321 |
22,453 |
33.1% |
232,432 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.40 |
113.50 |
109.44 |
|
| R3 |
112.22 |
111.32 |
108.84 |
|
| R2 |
110.04 |
110.04 |
108.64 |
|
| R1 |
109.14 |
109.14 |
108.44 |
109.59 |
| PP |
107.86 |
107.86 |
107.86 |
108.09 |
| S1 |
106.96 |
106.96 |
108.04 |
107.41 |
| S2 |
105.68 |
105.68 |
107.84 |
|
| S3 |
103.50 |
104.78 |
107.64 |
|
| S4 |
101.32 |
102.60 |
107.04 |
|
|
| 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 |
106.58 |
7.92 |
7.3% |
3.25 |
3.0% |
21% |
False |
True |
68,679 |
| 10 |
114.50 |
105.35 |
9.15 |
8.5% |
2.41 |
2.2% |
32% |
False |
False |
55,164 |
| 20 |
114.50 |
98.88 |
15.62 |
14.4% |
2.40 |
2.2% |
60% |
False |
False |
41,564 |
| 40 |
114.50 |
93.10 |
21.40 |
19.8% |
2.80 |
2.6% |
71% |
False |
False |
39,186 |
| 60 |
114.50 |
91.36 |
23.14 |
21.4% |
2.43 |
2.2% |
73% |
False |
False |
34,700 |
| 80 |
114.50 |
90.36 |
24.14 |
22.3% |
2.18 |
2.0% |
74% |
False |
False |
29,108 |
| 100 |
114.50 |
83.16 |
31.34 |
29.0% |
2.00 |
1.8% |
80% |
False |
False |
24,509 |
| 120 |
114.50 |
83.16 |
31.34 |
29.0% |
1.82 |
1.7% |
80% |
False |
False |
21,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.03 |
|
2.618 |
114.47 |
|
1.618 |
112.29 |
|
1.000 |
110.94 |
|
0.618 |
110.11 |
|
HIGH |
108.76 |
|
0.618 |
107.93 |
|
0.500 |
107.67 |
|
0.382 |
107.41 |
|
LOW |
106.58 |
|
0.618 |
105.23 |
|
1.000 |
104.40 |
|
1.618 |
103.05 |
|
2.618 |
100.87 |
|
4.250 |
97.32 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.05 |
110.54 |
| PP |
107.86 |
109.77 |
| S1 |
107.67 |
109.01 |
|