NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.44 |
110.51 |
-3.93 |
-3.4% |
109.79 |
| High |
114.44 |
111.91 |
-2.53 |
-2.2% |
114.60 |
| Low |
111.14 |
107.78 |
-3.36 |
-3.0% |
109.31 |
| Close |
111.88 |
108.60 |
-3.28 |
-2.9% |
114.35 |
| Range |
3.30 |
4.13 |
0.83 |
25.2% |
5.29 |
| ATR |
1.97 |
2.12 |
0.15 |
7.9% |
0.00 |
| Volume |
9,985 |
11,437 |
1,452 |
14.5% |
43,002 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.82 |
119.34 |
110.87 |
|
| R3 |
117.69 |
115.21 |
109.74 |
|
| R2 |
113.56 |
113.56 |
109.36 |
|
| R1 |
111.08 |
111.08 |
108.98 |
110.26 |
| PP |
109.43 |
109.43 |
109.43 |
109.02 |
| S1 |
106.95 |
106.95 |
108.22 |
106.13 |
| S2 |
105.30 |
105.30 |
107.84 |
|
| S3 |
101.17 |
102.82 |
107.46 |
|
| S4 |
97.04 |
98.69 |
106.33 |
|
|
| 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 |
107.78 |
6.82 |
6.3% |
2.42 |
2.2% |
12% |
False |
True |
9,503 |
| 10 |
114.60 |
105.59 |
9.01 |
8.3% |
1.84 |
1.7% |
33% |
False |
False |
9,101 |
| 20 |
114.60 |
99.41 |
15.19 |
14.0% |
1.92 |
1.8% |
61% |
False |
False |
8,316 |
| 40 |
114.60 |
95.00 |
19.60 |
18.0% |
2.20 |
2.0% |
69% |
False |
False |
9,072 |
| 60 |
114.60 |
92.69 |
21.91 |
20.2% |
1.92 |
1.8% |
73% |
False |
False |
8,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.46 |
|
2.618 |
122.72 |
|
1.618 |
118.59 |
|
1.000 |
116.04 |
|
0.618 |
114.46 |
|
HIGH |
111.91 |
|
0.618 |
110.33 |
|
0.500 |
109.85 |
|
0.382 |
109.36 |
|
LOW |
107.78 |
|
0.618 |
105.23 |
|
1.000 |
103.65 |
|
1.618 |
101.10 |
|
2.618 |
96.97 |
|
4.250 |
90.23 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.85 |
111.19 |
| PP |
109.43 |
110.33 |
| S1 |
109.02 |
109.46 |
|