NYMEX Light Sweet Crude Oil Future October 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 |
108.86 |
110.04 |
1.18 |
1.1% |
114.44 |
| High |
110.16 |
111.66 |
1.50 |
1.4% |
114.44 |
| Low |
107.96 |
108.94 |
0.98 |
0.9% |
107.78 |
| Close |
109.75 |
111.18 |
1.43 |
1.3% |
111.18 |
| Range |
2.20 |
2.72 |
0.52 |
23.6% |
6.66 |
| ATR |
2.10 |
2.15 |
0.04 |
2.1% |
0.00 |
| Volume |
10,527 |
11,678 |
1,151 |
10.9% |
54,957 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.75 |
117.69 |
112.68 |
|
| R3 |
116.03 |
114.97 |
111.93 |
|
| R2 |
113.31 |
113.31 |
111.68 |
|
| R1 |
112.25 |
112.25 |
111.43 |
112.78 |
| PP |
110.59 |
110.59 |
110.59 |
110.86 |
| S1 |
109.53 |
109.53 |
110.93 |
110.06 |
| S2 |
107.87 |
107.87 |
110.68 |
|
| S3 |
105.15 |
106.81 |
110.43 |
|
| S4 |
102.43 |
104.09 |
109.68 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.11 |
127.81 |
114.84 |
|
| R3 |
124.45 |
121.15 |
113.01 |
|
| R2 |
117.79 |
117.79 |
112.40 |
|
| R1 |
114.49 |
114.49 |
111.79 |
112.81 |
| PP |
111.13 |
111.13 |
111.13 |
110.30 |
| S1 |
107.83 |
107.83 |
110.57 |
106.15 |
| S2 |
104.47 |
104.47 |
109.96 |
|
| S3 |
97.81 |
101.17 |
109.35 |
|
| S4 |
91.15 |
94.51 |
107.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.44 |
107.78 |
6.66 |
6.0% |
2.82 |
2.5% |
51% |
False |
False |
10,991 |
| 10 |
114.60 |
107.78 |
6.82 |
6.1% |
2.07 |
1.9% |
50% |
False |
False |
9,795 |
| 20 |
114.60 |
104.52 |
10.08 |
9.1% |
1.77 |
1.6% |
66% |
False |
False |
9,066 |
| 40 |
114.60 |
95.63 |
18.97 |
17.1% |
2.26 |
2.0% |
82% |
False |
False |
9,378 |
| 60 |
114.60 |
92.69 |
21.91 |
19.7% |
1.97 |
1.8% |
84% |
False |
False |
9,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.22 |
|
2.618 |
118.78 |
|
1.618 |
116.06 |
|
1.000 |
114.38 |
|
0.618 |
113.34 |
|
HIGH |
111.66 |
|
0.618 |
110.62 |
|
0.500 |
110.30 |
|
0.382 |
109.98 |
|
LOW |
108.94 |
|
0.618 |
107.26 |
|
1.000 |
106.22 |
|
1.618 |
104.54 |
|
2.618 |
101.82 |
|
4.250 |
97.38 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.89 |
110.71 |
| PP |
110.59 |
110.24 |
| S1 |
110.30 |
109.77 |
|