NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.44 |
108.49 |
1.05 |
1.0% |
109.32 |
| High |
108.76 |
109.59 |
0.83 |
0.8% |
114.23 |
| Low |
106.58 |
107.00 |
0.42 |
0.4% |
108.63 |
| Close |
108.24 |
109.19 |
0.95 |
0.9% |
113.86 |
| Range |
2.18 |
2.59 |
0.41 |
18.8% |
5.60 |
| ATR |
2.57 |
2.57 |
0.00 |
0.1% |
0.00 |
| Volume |
90,321 |
108,996 |
18,675 |
20.7% |
232,432 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.36 |
115.37 |
110.61 |
|
| R3 |
113.77 |
112.78 |
109.90 |
|
| R2 |
111.18 |
111.18 |
109.66 |
|
| R1 |
110.19 |
110.19 |
109.43 |
110.69 |
| PP |
108.59 |
108.59 |
108.59 |
108.84 |
| S1 |
107.60 |
107.60 |
108.95 |
108.10 |
| S2 |
106.00 |
106.00 |
108.72 |
|
| S3 |
103.41 |
105.01 |
108.48 |
|
| S4 |
100.82 |
102.42 |
107.77 |
|
|
| 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% |
3.37 |
3.1% |
33% |
False |
False |
79,542 |
| 10 |
114.50 |
106.58 |
7.92 |
7.3% |
2.42 |
2.2% |
33% |
False |
False |
61,081 |
| 20 |
114.50 |
102.12 |
12.38 |
11.3% |
2.26 |
2.1% |
57% |
False |
False |
45,654 |
| 40 |
114.50 |
93.10 |
21.40 |
19.6% |
2.83 |
2.6% |
75% |
False |
False |
41,255 |
| 60 |
114.50 |
91.36 |
23.14 |
21.2% |
2.45 |
2.2% |
77% |
False |
False |
36,348 |
| 80 |
114.50 |
91.28 |
23.22 |
21.3% |
2.19 |
2.0% |
77% |
False |
False |
30,364 |
| 100 |
114.50 |
83.16 |
31.34 |
28.7% |
2.02 |
1.8% |
83% |
False |
False |
25,573 |
| 120 |
114.50 |
83.16 |
31.34 |
28.7% |
1.85 |
1.7% |
83% |
False |
False |
21,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.60 |
|
2.618 |
116.37 |
|
1.618 |
113.78 |
|
1.000 |
112.18 |
|
0.618 |
111.19 |
|
HIGH |
109.59 |
|
0.618 |
108.60 |
|
0.500 |
108.30 |
|
0.382 |
107.99 |
|
LOW |
107.00 |
|
0.618 |
105.40 |
|
1.000 |
104.41 |
|
1.618 |
102.81 |
|
2.618 |
100.22 |
|
4.250 |
95.99 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.89 |
109.13 |
| PP |
108.59 |
109.06 |
| S1 |
108.30 |
109.00 |
|