NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.37 |
108.88 |
0.51 |
0.5% |
114.25 |
| High |
109.48 |
112.09 |
2.61 |
2.4% |
114.50 |
| Low |
106.44 |
108.38 |
1.94 |
1.8% |
106.58 |
| Close |
108.73 |
111.91 |
3.18 |
2.9% |
110.68 |
| Range |
3.04 |
3.71 |
0.67 |
22.0% |
7.92 |
| ATR |
2.66 |
2.73 |
0.08 |
2.8% |
0.00 |
| Volume |
40,338 |
56,749 |
16,411 |
40.7% |
391,160 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.92 |
120.63 |
113.95 |
|
| R3 |
118.21 |
116.92 |
112.93 |
|
| R2 |
114.50 |
114.50 |
112.59 |
|
| R1 |
113.21 |
113.21 |
112.25 |
113.86 |
| PP |
110.79 |
110.79 |
110.79 |
111.12 |
| S1 |
109.50 |
109.50 |
111.57 |
110.15 |
| S2 |
107.08 |
107.08 |
111.23 |
|
| S3 |
103.37 |
105.79 |
110.89 |
|
| S4 |
99.66 |
102.08 |
109.87 |
|
|
| 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 |
112.09 |
106.44 |
5.65 |
5.0% |
3.02 |
2.7% |
97% |
True |
False |
62,226 |
| 10 |
114.50 |
106.44 |
8.06 |
7.2% |
3.14 |
2.8% |
68% |
False |
False |
65,452 |
| 20 |
114.50 |
103.74 |
10.76 |
9.6% |
2.40 |
2.1% |
76% |
False |
False |
51,400 |
| 40 |
114.50 |
98.20 |
16.30 |
14.6% |
2.80 |
2.5% |
84% |
False |
False |
42,127 |
| 60 |
114.50 |
91.56 |
22.94 |
20.5% |
2.56 |
2.3% |
89% |
False |
False |
38,335 |
| 80 |
114.50 |
91.28 |
23.22 |
20.7% |
2.31 |
2.1% |
89% |
False |
False |
32,657 |
| 100 |
114.50 |
85.92 |
28.58 |
25.5% |
2.09 |
1.9% |
91% |
False |
False |
27,450 |
| 120 |
114.50 |
83.16 |
31.34 |
28.0% |
1.93 |
1.7% |
92% |
False |
False |
23,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.86 |
|
2.618 |
121.80 |
|
1.618 |
118.09 |
|
1.000 |
115.80 |
|
0.618 |
114.38 |
|
HIGH |
112.09 |
|
0.618 |
110.67 |
|
0.500 |
110.24 |
|
0.382 |
109.80 |
|
LOW |
108.38 |
|
0.618 |
106.09 |
|
1.000 |
104.67 |
|
1.618 |
102.38 |
|
2.618 |
98.67 |
|
4.250 |
92.61 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.35 |
111.03 |
| PP |
110.79 |
110.15 |
| S1 |
110.24 |
109.27 |
|