NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.44 |
109.70 |
0.26 |
0.2% |
106.77 |
| High |
109.97 |
110.05 |
0.08 |
0.1% |
109.40 |
| Low |
108.89 |
109.01 |
0.12 |
0.1% |
104.02 |
| Close |
109.83 |
109.91 |
0.08 |
0.1% |
109.17 |
| Range |
1.08 |
1.04 |
-0.04 |
-3.7% |
5.38 |
| ATR |
2.24 |
2.15 |
-0.09 |
-3.8% |
0.00 |
| Volume |
18,301 |
12,909 |
-5,392 |
-29.5% |
66,436 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.78 |
112.38 |
110.48 |
|
| R3 |
111.74 |
111.34 |
110.20 |
|
| R2 |
110.70 |
110.70 |
110.10 |
|
| R1 |
110.30 |
110.30 |
110.01 |
110.50 |
| PP |
109.66 |
109.66 |
109.66 |
109.76 |
| S1 |
109.26 |
109.26 |
109.81 |
109.46 |
| S2 |
108.62 |
108.62 |
109.72 |
|
| S3 |
107.58 |
108.22 |
109.62 |
|
| S4 |
106.54 |
107.18 |
109.34 |
|
|
| 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 |
110.05 |
104.89 |
5.16 |
4.7% |
1.52 |
1.4% |
97% |
True |
False |
15,966 |
| 10 |
110.05 |
104.02 |
6.03 |
5.5% |
1.60 |
1.5% |
98% |
True |
False |
15,322 |
| 20 |
110.05 |
98.51 |
11.54 |
10.5% |
2.33 |
2.1% |
99% |
True |
False |
15,329 |
| 40 |
110.05 |
93.92 |
16.13 |
14.7% |
2.34 |
2.1% |
99% |
True |
False |
18,204 |
| 60 |
110.05 |
91.88 |
18.17 |
16.5% |
2.03 |
1.9% |
99% |
True |
False |
16,666 |
| 80 |
110.05 |
89.48 |
20.57 |
18.7% |
1.85 |
1.7% |
99% |
True |
False |
13,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.47 |
|
2.618 |
112.77 |
|
1.618 |
111.73 |
|
1.000 |
111.09 |
|
0.618 |
110.69 |
|
HIGH |
110.05 |
|
0.618 |
109.65 |
|
0.500 |
109.53 |
|
0.382 |
109.41 |
|
LOW |
109.01 |
|
0.618 |
108.37 |
|
1.000 |
107.97 |
|
1.618 |
107.33 |
|
2.618 |
106.29 |
|
4.250 |
104.59 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.78 |
109.55 |
| PP |
109.66 |
109.19 |
| S1 |
109.53 |
108.84 |
|