NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.51 |
110.07 |
0.56 |
0.5% |
106.77 |
| High |
110.67 |
111.74 |
1.07 |
1.0% |
109.40 |
| Low |
109.50 |
109.83 |
0.33 |
0.3% |
104.02 |
| Close |
110.39 |
111.66 |
1.27 |
1.2% |
109.17 |
| Range |
1.17 |
1.91 |
0.74 |
63.2% |
5.38 |
| ATR |
2.08 |
2.07 |
-0.01 |
-0.6% |
0.00 |
| Volume |
19,985 |
20,177 |
192 |
1.0% |
66,436 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.81 |
116.14 |
112.71 |
|
| R3 |
114.90 |
114.23 |
112.19 |
|
| R2 |
112.99 |
112.99 |
112.01 |
|
| R1 |
112.32 |
112.32 |
111.84 |
112.66 |
| PP |
111.08 |
111.08 |
111.08 |
111.24 |
| S1 |
110.41 |
110.41 |
111.48 |
110.75 |
| S2 |
109.17 |
109.17 |
111.31 |
|
| S3 |
107.26 |
108.50 |
111.13 |
|
| S4 |
105.35 |
106.59 |
110.61 |
|
|
| 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 |
111.74 |
107.62 |
4.12 |
3.7% |
1.40 |
1.3% |
98% |
True |
False |
17,931 |
| 10 |
111.74 |
104.02 |
7.72 |
6.9% |
1.60 |
1.4% |
99% |
True |
False |
16,208 |
| 20 |
111.74 |
98.51 |
13.23 |
11.8% |
2.20 |
2.0% |
99% |
True |
False |
15,071 |
| 40 |
111.74 |
93.92 |
17.82 |
16.0% |
2.35 |
2.1% |
100% |
True |
False |
18,491 |
| 60 |
111.74 |
91.88 |
19.86 |
17.8% |
2.04 |
1.8% |
100% |
True |
False |
16,926 |
| 80 |
111.74 |
89.80 |
21.94 |
19.6% |
1.85 |
1.7% |
100% |
True |
False |
14,175 |
| 100 |
111.74 |
83.43 |
28.31 |
25.4% |
1.70 |
1.5% |
100% |
True |
False |
12,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.86 |
|
2.618 |
116.74 |
|
1.618 |
114.83 |
|
1.000 |
113.65 |
|
0.618 |
112.92 |
|
HIGH |
111.74 |
|
0.618 |
111.01 |
|
0.500 |
110.79 |
|
0.382 |
110.56 |
|
LOW |
109.83 |
|
0.618 |
108.65 |
|
1.000 |
107.92 |
|
1.618 |
106.74 |
|
2.618 |
104.83 |
|
4.250 |
101.71 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.37 |
111.23 |
| PP |
111.08 |
110.80 |
| S1 |
110.79 |
110.38 |
|