NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.27 |
109.94 |
1.67 |
1.5% |
106.98 |
| High |
109.47 |
110.15 |
0.68 |
0.6% |
109.47 |
| Low |
107.80 |
109.15 |
1.35 |
1.3% |
104.60 |
| Close |
109.31 |
110.03 |
0.72 |
0.7% |
109.31 |
| Range |
1.67 |
1.00 |
-0.67 |
-40.1% |
4.87 |
| ATR |
2.20 |
2.12 |
-0.09 |
-3.9% |
0.00 |
| Volume |
14,841 |
16,902 |
2,061 |
13.9% |
65,171 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.78 |
112.40 |
110.58 |
|
| R3 |
111.78 |
111.40 |
110.31 |
|
| R2 |
110.78 |
110.78 |
110.21 |
|
| R1 |
110.40 |
110.40 |
110.12 |
110.59 |
| PP |
109.78 |
109.78 |
109.78 |
109.87 |
| S1 |
109.40 |
109.40 |
109.94 |
109.59 |
| S2 |
108.78 |
108.78 |
109.85 |
|
| S3 |
107.78 |
108.40 |
109.76 |
|
| S4 |
106.78 |
107.40 |
109.48 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
120.73 |
111.99 |
|
| R3 |
117.53 |
115.86 |
110.65 |
|
| R2 |
112.66 |
112.66 |
110.20 |
|
| R1 |
110.99 |
110.99 |
109.76 |
111.83 |
| PP |
107.79 |
107.79 |
107.79 |
108.21 |
| S1 |
106.12 |
106.12 |
108.86 |
106.96 |
| S2 |
102.92 |
102.92 |
108.42 |
|
| S3 |
98.05 |
101.25 |
107.97 |
|
| S4 |
93.18 |
96.38 |
106.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.15 |
104.60 |
5.55 |
5.0% |
1.55 |
1.4% |
98% |
True |
False |
14,188 |
| 10 |
110.15 |
103.96 |
6.19 |
5.6% |
1.65 |
1.5% |
98% |
True |
False |
14,260 |
| 20 |
110.15 |
99.72 |
10.43 |
9.5% |
2.22 |
2.0% |
99% |
True |
False |
15,608 |
| 40 |
110.15 |
94.50 |
15.65 |
14.2% |
2.26 |
2.1% |
99% |
True |
False |
17,011 |
| 60 |
110.15 |
91.94 |
18.21 |
16.6% |
1.99 |
1.8% |
99% |
True |
False |
15,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.40 |
|
2.618 |
112.77 |
|
1.618 |
111.77 |
|
1.000 |
111.15 |
|
0.618 |
110.77 |
|
HIGH |
110.15 |
|
0.618 |
109.77 |
|
0.500 |
109.65 |
|
0.382 |
109.53 |
|
LOW |
109.15 |
|
0.618 |
108.53 |
|
1.000 |
108.15 |
|
1.618 |
107.53 |
|
2.618 |
106.53 |
|
4.250 |
104.90 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.90 |
109.43 |
| PP |
109.78 |
108.83 |
| S1 |
109.65 |
108.23 |
|