NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.77 |
110.41 |
-4.36 |
-3.8% |
109.44 |
| High |
114.77 |
111.79 |
-2.98 |
-2.6% |
114.49 |
| Low |
110.56 |
107.19 |
-3.37 |
-3.0% |
108.89 |
| Close |
111.55 |
108.10 |
-3.45 |
-3.1% |
114.14 |
| Range |
4.21 |
4.60 |
0.39 |
9.3% |
5.60 |
| ATR |
2.29 |
2.46 |
0.16 |
7.2% |
0.00 |
| Volume |
31,859 |
23,248 |
-8,611 |
-27.0% |
98,929 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.83 |
120.06 |
110.63 |
|
| R3 |
118.23 |
115.46 |
109.37 |
|
| R2 |
113.63 |
113.63 |
108.94 |
|
| R1 |
110.86 |
110.86 |
108.52 |
109.95 |
| PP |
109.03 |
109.03 |
109.03 |
108.57 |
| S1 |
106.26 |
106.26 |
107.68 |
105.35 |
| S2 |
104.43 |
104.43 |
107.26 |
|
| S3 |
99.83 |
101.66 |
106.84 |
|
| S4 |
95.23 |
97.06 |
105.57 |
|
|
| 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 |
107.19 |
7.58 |
7.0% |
3.01 |
2.8% |
12% |
False |
True |
24,565 |
| 10 |
114.77 |
104.89 |
9.88 |
9.1% |
2.27 |
2.1% |
32% |
False |
False |
20,266 |
| 20 |
114.77 |
98.51 |
16.26 |
15.0% |
2.32 |
2.1% |
59% |
False |
False |
16,553 |
| 40 |
114.77 |
93.92 |
20.85 |
19.3% |
2.54 |
2.4% |
68% |
False |
False |
19,431 |
| 60 |
114.77 |
91.88 |
22.89 |
21.2% |
2.19 |
2.0% |
71% |
False |
False |
17,862 |
| 80 |
114.77 |
90.58 |
24.19 |
22.4% |
1.97 |
1.8% |
72% |
False |
False |
14,995 |
| 100 |
114.77 |
83.43 |
31.34 |
29.0% |
1.80 |
1.7% |
79% |
False |
False |
12,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.34 |
|
2.618 |
123.83 |
|
1.618 |
119.23 |
|
1.000 |
116.39 |
|
0.618 |
114.63 |
|
HIGH |
111.79 |
|
0.618 |
110.03 |
|
0.500 |
109.49 |
|
0.382 |
108.95 |
|
LOW |
107.19 |
|
0.618 |
104.35 |
|
1.000 |
102.59 |
|
1.618 |
99.75 |
|
2.618 |
95.15 |
|
4.250 |
87.64 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.49 |
110.98 |
| PP |
109.03 |
110.02 |
| S1 |
108.56 |
109.06 |
|