NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
105.90 |
108.01 |
2.11 |
2.0% |
106.77 |
| High |
108.09 |
109.40 |
1.31 |
1.2% |
109.40 |
| Low |
105.90 |
107.62 |
1.72 |
1.6% |
104.02 |
| Close |
107.99 |
109.17 |
1.18 |
1.1% |
109.17 |
| Range |
2.19 |
1.78 |
-0.41 |
-18.7% |
5.38 |
| ATR |
2.37 |
2.33 |
-0.04 |
-1.8% |
0.00 |
| Volume |
18,241 |
18,287 |
46 |
0.3% |
66,436 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
113.40 |
110.15 |
|
| R3 |
112.29 |
111.62 |
109.66 |
|
| R2 |
110.51 |
110.51 |
109.50 |
|
| R1 |
109.84 |
109.84 |
109.33 |
110.18 |
| PP |
108.73 |
108.73 |
108.73 |
108.90 |
| S1 |
108.06 |
108.06 |
109.01 |
108.40 |
| S2 |
106.95 |
106.95 |
108.84 |
|
| S3 |
105.17 |
106.28 |
108.68 |
|
| S4 |
103.39 |
104.50 |
108.19 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.67 |
121.80 |
112.13 |
|
| R3 |
118.29 |
116.42 |
110.65 |
|
| R2 |
112.91 |
112.91 |
110.16 |
|
| R1 |
111.04 |
111.04 |
109.66 |
111.98 |
| PP |
107.53 |
107.53 |
107.53 |
108.00 |
| S1 |
105.66 |
105.66 |
108.68 |
106.60 |
| S2 |
102.15 |
102.15 |
108.18 |
|
| S3 |
96.77 |
100.28 |
107.69 |
|
| S4 |
91.39 |
94.90 |
106.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.40 |
104.02 |
5.38 |
4.9% |
1.91 |
1.8% |
96% |
True |
False |
13,287 |
| 10 |
109.40 |
103.74 |
5.66 |
5.2% |
1.80 |
1.6% |
96% |
True |
False |
14,016 |
| 20 |
109.40 |
98.51 |
10.89 |
10.0% |
2.44 |
2.2% |
98% |
True |
False |
16,797 |
| 40 |
109.40 |
93.92 |
15.48 |
14.2% |
2.38 |
2.2% |
99% |
True |
False |
18,130 |
| 60 |
109.40 |
91.78 |
17.62 |
16.1% |
2.05 |
1.9% |
99% |
True |
False |
16,509 |
| 80 |
109.40 |
89.40 |
20.00 |
18.3% |
1.85 |
1.7% |
99% |
True |
False |
13,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.97 |
|
2.618 |
114.06 |
|
1.618 |
112.28 |
|
1.000 |
111.18 |
|
0.618 |
110.50 |
|
HIGH |
109.40 |
|
0.618 |
108.72 |
|
0.500 |
108.51 |
|
0.382 |
108.30 |
|
LOW |
107.62 |
|
0.618 |
106.52 |
|
1.000 |
105.84 |
|
1.618 |
104.74 |
|
2.618 |
102.96 |
|
4.250 |
100.06 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.95 |
108.50 |
| PP |
108.73 |
107.82 |
| S1 |
108.51 |
107.15 |
|