NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.93 |
110.65 |
0.72 |
0.7% |
114.77 |
| High |
111.41 |
110.68 |
-0.73 |
-0.7% |
114.77 |
| Low |
108.56 |
107.85 |
-0.71 |
-0.7% |
107.06 |
| Close |
110.96 |
108.42 |
-2.54 |
-2.3% |
110.96 |
| Range |
2.85 |
2.83 |
-0.02 |
-0.7% |
7.71 |
| ATR |
2.47 |
2.51 |
0.05 |
1.9% |
0.00 |
| Volume |
29,583 |
19,412 |
-10,171 |
-34.4% |
163,357 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.47 |
115.78 |
109.98 |
|
| R3 |
114.64 |
112.95 |
109.20 |
|
| R2 |
111.81 |
111.81 |
108.94 |
|
| R1 |
110.12 |
110.12 |
108.68 |
109.55 |
| PP |
108.98 |
108.98 |
108.98 |
108.70 |
| S1 |
107.29 |
107.29 |
108.16 |
106.72 |
| S2 |
106.15 |
106.15 |
107.90 |
|
| S3 |
103.32 |
104.46 |
107.64 |
|
| S4 |
100.49 |
101.63 |
106.86 |
|
|
| 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 |
111.79 |
107.06 |
4.73 |
4.4% |
2.98 |
2.7% |
29% |
False |
False |
30,182 |
| 10 |
114.77 |
107.06 |
7.71 |
7.1% |
2.64 |
2.4% |
18% |
False |
False |
26,339 |
| 20 |
114.77 |
103.74 |
11.03 |
10.2% |
2.20 |
2.0% |
42% |
False |
False |
20,615 |
| 40 |
114.77 |
95.94 |
18.83 |
17.4% |
2.62 |
2.4% |
66% |
False |
False |
20,995 |
| 60 |
114.77 |
91.88 |
22.89 |
21.1% |
2.28 |
2.1% |
72% |
False |
False |
19,459 |
| 80 |
114.77 |
91.78 |
22.99 |
21.2% |
2.05 |
1.9% |
72% |
False |
False |
16,381 |
| 100 |
114.77 |
84.20 |
30.57 |
28.2% |
1.88 |
1.7% |
79% |
False |
False |
13,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.71 |
|
2.618 |
118.09 |
|
1.618 |
115.26 |
|
1.000 |
113.51 |
|
0.618 |
112.43 |
|
HIGH |
110.68 |
|
0.618 |
109.60 |
|
0.500 |
109.27 |
|
0.382 |
108.93 |
|
LOW |
107.85 |
|
0.618 |
106.10 |
|
1.000 |
105.02 |
|
1.618 |
103.27 |
|
2.618 |
100.44 |
|
4.250 |
95.82 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.27 |
109.42 |
| PP |
108.98 |
109.09 |
| S1 |
108.70 |
108.75 |
|