NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.50 |
114.77 |
3.27 |
2.9% |
109.44 |
| High |
114.49 |
114.77 |
0.28 |
0.2% |
114.49 |
| Low |
111.35 |
110.56 |
-0.79 |
-0.7% |
108.89 |
| Close |
114.14 |
111.55 |
-2.59 |
-2.3% |
114.14 |
| Range |
3.14 |
4.21 |
1.07 |
34.1% |
5.60 |
| ATR |
2.15 |
2.29 |
0.15 |
6.9% |
0.00 |
| Volume |
27,557 |
31,859 |
4,302 |
15.6% |
98,929 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.92 |
122.45 |
113.87 |
|
| R3 |
120.71 |
118.24 |
112.71 |
|
| R2 |
116.50 |
116.50 |
112.32 |
|
| R1 |
114.03 |
114.03 |
111.94 |
113.16 |
| PP |
112.29 |
112.29 |
112.29 |
111.86 |
| S1 |
109.82 |
109.82 |
111.16 |
108.95 |
| S2 |
108.08 |
108.08 |
110.78 |
|
| S3 |
103.87 |
105.61 |
110.39 |
|
| S4 |
99.66 |
101.40 |
109.23 |
|
|
| 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 |
114.77 |
109.01 |
5.76 |
5.2% |
2.29 |
2.1% |
44% |
True |
False |
22,497 |
| 10 |
114.77 |
104.02 |
10.75 |
9.6% |
2.01 |
1.8% |
70% |
True |
False |
18,708 |
| 20 |
114.77 |
98.51 |
16.26 |
14.6% |
2.31 |
2.1% |
80% |
True |
False |
15,865 |
| 40 |
114.77 |
93.92 |
20.85 |
18.7% |
2.47 |
2.2% |
85% |
True |
False |
19,206 |
| 60 |
114.77 |
91.88 |
22.89 |
20.5% |
2.12 |
1.9% |
86% |
True |
False |
17,643 |
| 80 |
114.77 |
90.58 |
24.19 |
21.7% |
1.92 |
1.7% |
87% |
True |
False |
14,760 |
| 100 |
114.77 |
83.43 |
31.34 |
28.1% |
1.76 |
1.6% |
90% |
True |
False |
12,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.66 |
|
2.618 |
125.79 |
|
1.618 |
121.58 |
|
1.000 |
118.98 |
|
0.618 |
117.37 |
|
HIGH |
114.77 |
|
0.618 |
113.16 |
|
0.500 |
112.67 |
|
0.382 |
112.17 |
|
LOW |
110.56 |
|
0.618 |
107.96 |
|
1.000 |
106.35 |
|
1.618 |
103.75 |
|
2.618 |
99.54 |
|
4.250 |
92.67 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.67 |
112.30 |
| PP |
112.29 |
112.05 |
| S1 |
111.92 |
111.80 |
|