NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.01 |
109.44 |
1.43 |
1.3% |
106.77 |
| High |
109.40 |
109.97 |
0.57 |
0.5% |
109.40 |
| Low |
107.62 |
108.89 |
1.27 |
1.2% |
104.02 |
| Close |
109.17 |
109.83 |
0.66 |
0.6% |
109.17 |
| Range |
1.78 |
1.08 |
-0.70 |
-39.3% |
5.38 |
| ATR |
2.33 |
2.24 |
-0.09 |
-3.8% |
0.00 |
| Volume |
18,287 |
18,301 |
14 |
0.1% |
66,436 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.80 |
112.40 |
110.42 |
|
| R3 |
111.72 |
111.32 |
110.13 |
|
| R2 |
110.64 |
110.64 |
110.03 |
|
| R1 |
110.24 |
110.24 |
109.93 |
110.44 |
| PP |
109.56 |
109.56 |
109.56 |
109.67 |
| S1 |
109.16 |
109.16 |
109.73 |
109.36 |
| S2 |
108.48 |
108.48 |
109.63 |
|
| S3 |
107.40 |
108.08 |
109.53 |
|
| S4 |
106.32 |
107.00 |
109.24 |
|
|
| 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 |
109.97 |
104.02 |
5.95 |
5.4% |
1.73 |
1.6% |
98% |
True |
False |
14,919 |
| 10 |
109.97 |
103.74 |
6.23 |
5.7% |
1.76 |
1.6% |
98% |
True |
False |
14,891 |
| 20 |
109.97 |
98.51 |
11.46 |
10.4% |
2.38 |
2.2% |
99% |
True |
False |
16,065 |
| 40 |
109.97 |
93.92 |
16.05 |
14.6% |
2.34 |
2.1% |
99% |
True |
False |
18,292 |
| 60 |
109.97 |
91.78 |
18.19 |
16.6% |
2.04 |
1.9% |
99% |
True |
False |
16,651 |
| 80 |
109.97 |
89.48 |
20.49 |
18.7% |
1.85 |
1.7% |
99% |
True |
False |
13,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.56 |
|
2.618 |
112.80 |
|
1.618 |
111.72 |
|
1.000 |
111.05 |
|
0.618 |
110.64 |
|
HIGH |
109.97 |
|
0.618 |
109.56 |
|
0.500 |
109.43 |
|
0.382 |
109.30 |
|
LOW |
108.89 |
|
0.618 |
108.22 |
|
1.000 |
107.81 |
|
1.618 |
107.14 |
|
2.618 |
106.06 |
|
4.250 |
104.30 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.70 |
109.20 |
| PP |
109.56 |
108.57 |
| S1 |
109.43 |
107.94 |
|