NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.41 |
107.87 |
-2.54 |
-2.3% |
109.44 |
| High |
111.79 |
109.22 |
-2.57 |
-2.3% |
114.49 |
| Low |
107.19 |
107.06 |
-0.13 |
-0.1% |
108.89 |
| Close |
108.10 |
108.64 |
0.54 |
0.5% |
114.14 |
| Range |
4.60 |
2.16 |
-2.44 |
-53.0% |
5.60 |
| ATR |
2.46 |
2.44 |
-0.02 |
-0.9% |
0.00 |
| Volume |
23,248 |
33,317 |
10,069 |
43.3% |
98,929 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.79 |
113.87 |
109.83 |
|
| R3 |
112.63 |
111.71 |
109.23 |
|
| R2 |
110.47 |
110.47 |
109.04 |
|
| R1 |
109.55 |
109.55 |
108.84 |
110.01 |
| PP |
108.31 |
108.31 |
108.31 |
108.54 |
| S1 |
107.39 |
107.39 |
108.44 |
107.85 |
| S2 |
106.15 |
106.15 |
108.24 |
|
| S3 |
103.99 |
105.23 |
108.05 |
|
| S4 |
101.83 |
103.07 |
107.45 |
|
|
| 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 |
107.06 |
7.71 |
7.1% |
3.20 |
2.9% |
20% |
False |
True |
27,231 |
| 10 |
114.77 |
105.90 |
8.87 |
8.2% |
2.33 |
2.1% |
31% |
False |
False |
22,388 |
| 20 |
114.77 |
99.94 |
14.83 |
13.7% |
2.26 |
2.1% |
59% |
False |
False |
17,494 |
| 40 |
114.77 |
93.92 |
20.85 |
19.2% |
2.53 |
2.3% |
71% |
False |
False |
19,939 |
| 60 |
114.77 |
91.88 |
22.89 |
21.1% |
2.20 |
2.0% |
73% |
False |
False |
18,275 |
| 80 |
114.77 |
90.58 |
24.19 |
22.3% |
1.98 |
1.8% |
75% |
False |
False |
15,344 |
| 100 |
114.77 |
83.43 |
31.34 |
28.8% |
1.82 |
1.7% |
80% |
False |
False |
13,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.40 |
|
2.618 |
114.87 |
|
1.618 |
112.71 |
|
1.000 |
111.38 |
|
0.618 |
110.55 |
|
HIGH |
109.22 |
|
0.618 |
108.39 |
|
0.500 |
108.14 |
|
0.382 |
107.89 |
|
LOW |
107.06 |
|
0.618 |
105.73 |
|
1.000 |
104.90 |
|
1.618 |
103.57 |
|
2.618 |
101.41 |
|
4.250 |
97.88 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.47 |
110.92 |
| PP |
108.31 |
110.16 |
| S1 |
108.14 |
109.40 |
|