NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.07 |
111.50 |
1.43 |
1.3% |
109.44 |
| High |
111.74 |
114.49 |
2.75 |
2.5% |
114.49 |
| Low |
109.83 |
111.35 |
1.52 |
1.4% |
108.89 |
| Close |
111.66 |
114.14 |
2.48 |
2.2% |
114.14 |
| Range |
1.91 |
3.14 |
1.23 |
64.4% |
5.60 |
| ATR |
2.07 |
2.15 |
0.08 |
3.7% |
0.00 |
| Volume |
20,177 |
27,557 |
7,380 |
36.6% |
98,929 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.75 |
121.58 |
115.87 |
|
| R3 |
119.61 |
118.44 |
115.00 |
|
| R2 |
116.47 |
116.47 |
114.72 |
|
| R1 |
115.30 |
115.30 |
114.43 |
115.89 |
| PP |
113.33 |
113.33 |
113.33 |
113.62 |
| S1 |
112.16 |
112.16 |
113.85 |
112.75 |
| S2 |
110.19 |
110.19 |
113.56 |
|
| S3 |
107.05 |
109.02 |
113.28 |
|
| S4 |
103.91 |
105.88 |
112.41 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.31 |
127.32 |
117.22 |
|
| R3 |
123.71 |
121.72 |
115.68 |
|
| R2 |
118.11 |
118.11 |
115.17 |
|
| R1 |
116.12 |
116.12 |
114.65 |
117.12 |
| PP |
112.51 |
112.51 |
112.51 |
113.00 |
| S1 |
110.52 |
110.52 |
113.63 |
111.52 |
| S2 |
106.91 |
106.91 |
113.11 |
|
| S3 |
101.31 |
104.92 |
112.60 |
|
| S4 |
95.71 |
99.32 |
111.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.49 |
108.89 |
5.60 |
4.9% |
1.67 |
1.5% |
94% |
True |
False |
19,785 |
| 10 |
114.49 |
104.02 |
10.47 |
9.2% |
1.79 |
1.6% |
97% |
True |
False |
16,536 |
| 20 |
114.49 |
98.51 |
15.98 |
14.0% |
2.22 |
1.9% |
98% |
True |
False |
15,175 |
| 40 |
114.49 |
93.92 |
20.57 |
18.0% |
2.40 |
2.1% |
98% |
True |
False |
18,792 |
| 60 |
114.49 |
91.88 |
22.61 |
19.8% |
2.07 |
1.8% |
98% |
True |
False |
17,288 |
| 80 |
114.49 |
89.80 |
24.69 |
21.6% |
1.88 |
1.7% |
99% |
True |
False |
14,399 |
| 100 |
114.49 |
83.43 |
31.06 |
27.2% |
1.73 |
1.5% |
99% |
True |
False |
12,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.84 |
|
2.618 |
122.71 |
|
1.618 |
119.57 |
|
1.000 |
117.63 |
|
0.618 |
116.43 |
|
HIGH |
114.49 |
|
0.618 |
113.29 |
|
0.500 |
112.92 |
|
0.382 |
112.55 |
|
LOW |
111.35 |
|
0.618 |
109.41 |
|
1.000 |
108.21 |
|
1.618 |
106.27 |
|
2.618 |
103.13 |
|
4.250 |
98.01 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.73 |
113.43 |
| PP |
113.33 |
112.71 |
| S1 |
112.92 |
112.00 |
|