NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.97 |
109.93 |
0.96 |
0.9% |
114.77 |
| High |
109.87 |
111.41 |
1.54 |
1.4% |
114.77 |
| Low |
107.43 |
108.56 |
1.13 |
1.1% |
107.06 |
| Close |
109.49 |
110.96 |
1.47 |
1.3% |
110.96 |
| Range |
2.44 |
2.85 |
0.41 |
16.8% |
7.71 |
| ATR |
2.44 |
2.47 |
0.03 |
1.2% |
0.00 |
| Volume |
45,350 |
29,583 |
-15,767 |
-34.8% |
163,357 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.86 |
117.76 |
112.53 |
|
| R3 |
116.01 |
114.91 |
111.74 |
|
| R2 |
113.16 |
113.16 |
111.48 |
|
| R1 |
112.06 |
112.06 |
111.22 |
112.61 |
| PP |
110.31 |
110.31 |
110.31 |
110.59 |
| S1 |
109.21 |
109.21 |
110.70 |
109.76 |
| S2 |
107.46 |
107.46 |
110.44 |
|
| S3 |
104.61 |
106.36 |
110.18 |
|
| S4 |
101.76 |
103.51 |
109.39 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.06 |
130.22 |
115.20 |
|
| R3 |
126.35 |
122.51 |
113.08 |
|
| R2 |
118.64 |
118.64 |
112.37 |
|
| R1 |
114.80 |
114.80 |
111.67 |
112.87 |
| PP |
110.93 |
110.93 |
110.93 |
109.96 |
| S1 |
107.09 |
107.09 |
110.25 |
105.16 |
| S2 |
103.22 |
103.22 |
109.55 |
|
| S3 |
95.51 |
99.38 |
108.84 |
|
| S4 |
87.80 |
91.67 |
106.72 |
|
|
| 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 |
6.9% |
3.25 |
2.9% |
51% |
False |
False |
32,671 |
| 10 |
114.77 |
107.06 |
7.71 |
6.9% |
2.46 |
2.2% |
51% |
False |
False |
26,228 |
| 20 |
114.77 |
103.74 |
11.03 |
9.9% |
2.13 |
1.9% |
65% |
False |
False |
20,122 |
| 40 |
114.77 |
94.21 |
20.56 |
18.5% |
2.60 |
2.3% |
81% |
False |
False |
21,046 |
| 60 |
114.77 |
91.88 |
22.89 |
20.6% |
2.24 |
2.0% |
83% |
False |
False |
19,335 |
| 80 |
114.77 |
91.78 |
22.99 |
20.7% |
2.02 |
1.8% |
83% |
False |
False |
16,171 |
| 100 |
114.77 |
83.43 |
31.34 |
28.2% |
1.86 |
1.7% |
88% |
False |
False |
13,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.52 |
|
2.618 |
118.87 |
|
1.618 |
116.02 |
|
1.000 |
114.26 |
|
0.618 |
113.17 |
|
HIGH |
111.41 |
|
0.618 |
110.32 |
|
0.500 |
109.99 |
|
0.382 |
109.65 |
|
LOW |
108.56 |
|
0.618 |
106.80 |
|
1.000 |
105.71 |
|
1.618 |
103.95 |
|
2.618 |
101.10 |
|
4.250 |
96.45 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.64 |
110.39 |
| PP |
110.31 |
109.81 |
| S1 |
109.99 |
109.24 |
|