NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.46 |
108.37 |
-2.09 |
-1.9% |
114.25 |
| High |
110.48 |
109.48 |
-1.00 |
-0.9% |
114.50 |
| Low |
107.57 |
106.44 |
-1.13 |
-1.1% |
106.58 |
| Close |
108.15 |
108.73 |
0.58 |
0.5% |
110.68 |
| Range |
2.91 |
3.04 |
0.13 |
4.5% |
7.92 |
| ATR |
2.63 |
2.66 |
0.03 |
1.1% |
0.00 |
| Volume |
46,822 |
40,338 |
-6,484 |
-13.8% |
391,160 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.34 |
116.07 |
110.40 |
|
| R3 |
114.30 |
113.03 |
109.57 |
|
| R2 |
111.26 |
111.26 |
109.29 |
|
| R1 |
109.99 |
109.99 |
109.01 |
110.63 |
| PP |
108.22 |
108.22 |
108.22 |
108.53 |
| S1 |
106.95 |
106.95 |
108.45 |
107.59 |
| S2 |
105.18 |
105.18 |
108.17 |
|
| S3 |
102.14 |
103.91 |
107.89 |
|
| S4 |
99.10 |
100.87 |
107.06 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.35 |
130.43 |
115.04 |
|
| R3 |
126.43 |
122.51 |
112.86 |
|
| R2 |
118.51 |
118.51 |
112.13 |
|
| R1 |
114.59 |
114.59 |
111.41 |
112.59 |
| PP |
110.59 |
110.59 |
110.59 |
109.59 |
| S1 |
106.67 |
106.67 |
109.95 |
104.67 |
| S2 |
102.67 |
102.67 |
109.23 |
|
| S3 |
94.75 |
98.75 |
108.50 |
|
| S4 |
86.83 |
90.83 |
106.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.13 |
106.44 |
4.69 |
4.3% |
2.72 |
2.5% |
49% |
False |
True |
68,941 |
| 10 |
114.50 |
106.44 |
8.06 |
7.4% |
2.90 |
2.7% |
28% |
False |
True |
63,862 |
| 20 |
114.50 |
103.74 |
10.76 |
9.9% |
2.31 |
2.1% |
46% |
False |
False |
50,025 |
| 40 |
114.50 |
97.88 |
16.62 |
15.3% |
2.82 |
2.6% |
65% |
False |
False |
42,279 |
| 60 |
114.50 |
91.36 |
23.14 |
21.3% |
2.53 |
2.3% |
75% |
False |
False |
37,894 |
| 80 |
114.50 |
91.28 |
23.22 |
21.4% |
2.27 |
2.1% |
75% |
False |
False |
31,988 |
| 100 |
114.50 |
85.21 |
29.29 |
26.9% |
2.06 |
1.9% |
80% |
False |
False |
26,912 |
| 120 |
114.50 |
83.16 |
31.34 |
28.8% |
1.90 |
1.7% |
82% |
False |
False |
23,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.40 |
|
2.618 |
117.44 |
|
1.618 |
114.40 |
|
1.000 |
112.52 |
|
0.618 |
111.36 |
|
HIGH |
109.48 |
|
0.618 |
108.32 |
|
0.500 |
107.96 |
|
0.382 |
107.60 |
|
LOW |
106.44 |
|
0.618 |
104.56 |
|
1.000 |
103.40 |
|
1.618 |
101.52 |
|
2.618 |
98.48 |
|
4.250 |
93.52 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.47 |
108.79 |
| PP |
108.22 |
108.77 |
| S1 |
107.96 |
108.75 |
|