NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.70 |
109.51 |
-0.19 |
-0.2% |
106.77 |
| High |
110.05 |
110.67 |
0.62 |
0.6% |
109.40 |
| Low |
109.01 |
109.50 |
0.49 |
0.4% |
104.02 |
| Close |
109.91 |
110.39 |
0.48 |
0.4% |
109.17 |
| Range |
1.04 |
1.17 |
0.13 |
12.5% |
5.38 |
| ATR |
2.15 |
2.08 |
-0.07 |
-3.3% |
0.00 |
| Volume |
12,909 |
19,985 |
7,076 |
54.8% |
66,436 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
113.21 |
111.03 |
|
| R3 |
112.53 |
112.04 |
110.71 |
|
| R2 |
111.36 |
111.36 |
110.60 |
|
| R1 |
110.87 |
110.87 |
110.50 |
111.12 |
| PP |
110.19 |
110.19 |
110.19 |
110.31 |
| S1 |
109.70 |
109.70 |
110.28 |
109.95 |
| S2 |
109.02 |
109.02 |
110.18 |
|
| S3 |
107.85 |
108.53 |
110.07 |
|
| S4 |
106.68 |
107.36 |
109.75 |
|
|
| 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 |
110.67 |
105.90 |
4.77 |
4.3% |
1.45 |
1.3% |
94% |
True |
False |
17,544 |
| 10 |
110.67 |
104.02 |
6.65 |
6.0% |
1.55 |
1.4% |
96% |
True |
False |
15,850 |
| 20 |
110.67 |
98.51 |
12.16 |
11.0% |
2.32 |
2.1% |
98% |
True |
False |
15,048 |
| 40 |
110.67 |
93.92 |
16.75 |
15.2% |
2.32 |
2.1% |
98% |
True |
False |
18,413 |
| 60 |
110.67 |
91.88 |
18.79 |
17.0% |
2.04 |
1.8% |
99% |
True |
False |
16,790 |
| 80 |
110.67 |
89.80 |
20.87 |
18.9% |
1.85 |
1.7% |
99% |
True |
False |
13,943 |
| 100 |
110.67 |
83.43 |
27.24 |
24.7% |
1.68 |
1.5% |
99% |
True |
False |
11,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.64 |
|
2.618 |
113.73 |
|
1.618 |
112.56 |
|
1.000 |
111.84 |
|
0.618 |
111.39 |
|
HIGH |
110.67 |
|
0.618 |
110.22 |
|
0.500 |
110.09 |
|
0.382 |
109.95 |
|
LOW |
109.50 |
|
0.618 |
108.78 |
|
1.000 |
108.33 |
|
1.618 |
107.61 |
|
2.618 |
106.44 |
|
4.250 |
104.53 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.29 |
110.19 |
| PP |
110.19 |
109.98 |
| S1 |
110.09 |
109.78 |
|