NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.52 |
114.44 |
1.92 |
1.7% |
109.79 |
| High |
114.60 |
114.44 |
-0.16 |
-0.1% |
114.60 |
| Low |
112.52 |
111.14 |
-1.38 |
-1.2% |
109.31 |
| Close |
114.35 |
111.88 |
-2.47 |
-2.2% |
114.35 |
| Range |
2.08 |
3.30 |
1.22 |
58.7% |
5.29 |
| ATR |
1.86 |
1.97 |
0.10 |
5.5% |
0.00 |
| Volume |
9,539 |
9,985 |
446 |
4.7% |
43,002 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.39 |
120.43 |
113.70 |
|
| R3 |
119.09 |
117.13 |
112.79 |
|
| R2 |
115.79 |
115.79 |
112.49 |
|
| R1 |
113.83 |
113.83 |
112.18 |
113.16 |
| PP |
112.49 |
112.49 |
112.49 |
112.15 |
| S1 |
110.53 |
110.53 |
111.58 |
109.86 |
| S2 |
109.19 |
109.19 |
111.28 |
|
| S3 |
105.89 |
107.23 |
110.97 |
|
| S4 |
102.59 |
103.93 |
110.07 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.62 |
126.78 |
117.26 |
|
| R3 |
123.33 |
121.49 |
115.80 |
|
| R2 |
118.04 |
118.04 |
115.32 |
|
| R1 |
116.20 |
116.20 |
114.83 |
117.12 |
| PP |
112.75 |
112.75 |
112.75 |
113.22 |
| S1 |
110.91 |
110.91 |
113.87 |
111.83 |
| S2 |
107.46 |
107.46 |
113.38 |
|
| S3 |
102.17 |
105.62 |
112.90 |
|
| S4 |
96.88 |
100.33 |
111.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.60 |
109.56 |
5.04 |
4.5% |
1.78 |
1.6% |
46% |
False |
False |
8,776 |
| 10 |
114.60 |
104.75 |
9.85 |
8.8% |
1.61 |
1.4% |
72% |
False |
False |
8,666 |
| 20 |
114.60 |
99.41 |
15.19 |
13.6% |
1.94 |
1.7% |
82% |
False |
False |
7,888 |
| 40 |
114.60 |
95.00 |
19.60 |
17.5% |
2.14 |
1.9% |
86% |
False |
False |
9,043 |
| 60 |
114.60 |
92.69 |
21.91 |
19.6% |
1.87 |
1.7% |
88% |
False |
False |
8,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.47 |
|
2.618 |
123.08 |
|
1.618 |
119.78 |
|
1.000 |
117.74 |
|
0.618 |
116.48 |
|
HIGH |
114.44 |
|
0.618 |
113.18 |
|
0.500 |
112.79 |
|
0.382 |
112.40 |
|
LOW |
111.14 |
|
0.618 |
109.10 |
|
1.000 |
107.84 |
|
1.618 |
105.80 |
|
2.618 |
102.50 |
|
4.250 |
97.12 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.79 |
112.47 |
| PP |
112.49 |
112.27 |
| S1 |
112.18 |
112.08 |
|