NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.87 |
108.97 |
1.10 |
1.0% |
109.44 |
| High |
109.22 |
109.87 |
0.65 |
0.6% |
114.49 |
| Low |
107.06 |
107.43 |
0.37 |
0.3% |
108.89 |
| Close |
108.64 |
109.49 |
0.85 |
0.8% |
114.14 |
| Range |
2.16 |
2.44 |
0.28 |
13.0% |
5.60 |
| ATR |
2.44 |
2.44 |
0.00 |
0.0% |
0.00 |
| Volume |
33,317 |
45,350 |
12,033 |
36.1% |
98,929 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
115.31 |
110.83 |
|
| R3 |
113.81 |
112.87 |
110.16 |
|
| R2 |
111.37 |
111.37 |
109.94 |
|
| R1 |
110.43 |
110.43 |
109.71 |
110.90 |
| PP |
108.93 |
108.93 |
108.93 |
109.17 |
| S1 |
107.99 |
107.99 |
109.27 |
108.46 |
| S2 |
106.49 |
106.49 |
109.04 |
|
| S3 |
104.05 |
105.55 |
108.82 |
|
| S4 |
101.61 |
103.11 |
108.15 |
|
|
| 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 |
7.0% |
3.31 |
3.0% |
32% |
False |
False |
32,266 |
| 10 |
114.77 |
107.06 |
7.71 |
7.0% |
2.35 |
2.1% |
32% |
False |
False |
25,099 |
| 20 |
114.77 |
102.49 |
12.28 |
11.2% |
2.15 |
2.0% |
57% |
False |
False |
19,160 |
| 40 |
114.77 |
93.92 |
20.85 |
19.0% |
2.57 |
2.3% |
75% |
False |
False |
20,747 |
| 60 |
114.77 |
91.88 |
22.89 |
20.9% |
2.23 |
2.0% |
77% |
False |
False |
18,947 |
| 80 |
114.77 |
91.78 |
22.99 |
21.0% |
1.99 |
1.8% |
77% |
False |
False |
15,843 |
| 100 |
114.77 |
83.43 |
31.34 |
28.6% |
1.84 |
1.7% |
83% |
False |
False |
13,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.24 |
|
2.618 |
116.26 |
|
1.618 |
113.82 |
|
1.000 |
112.31 |
|
0.618 |
111.38 |
|
HIGH |
109.87 |
|
0.618 |
108.94 |
|
0.500 |
108.65 |
|
0.382 |
108.36 |
|
LOW |
107.43 |
|
0.618 |
105.92 |
|
1.000 |
104.99 |
|
1.618 |
103.48 |
|
2.618 |
101.04 |
|
4.250 |
97.06 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.21 |
109.47 |
| PP |
108.93 |
109.45 |
| S1 |
108.65 |
109.43 |
|