NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.05 |
108.40 |
-2.65 |
-2.4% |
114.44 |
| High |
111.05 |
109.66 |
-1.39 |
-1.3% |
114.44 |
| Low |
108.18 |
107.30 |
-0.88 |
-0.8% |
107.78 |
| Close |
108.63 |
109.17 |
0.54 |
0.5% |
111.18 |
| Range |
2.87 |
2.36 |
-0.51 |
-17.8% |
6.66 |
| ATR |
2.21 |
2.22 |
0.01 |
0.5% |
0.00 |
| Volume |
10,589 |
8,378 |
-2,211 |
-20.9% |
54,957 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.79 |
114.84 |
110.47 |
|
| R3 |
113.43 |
112.48 |
109.82 |
|
| R2 |
111.07 |
111.07 |
109.60 |
|
| R1 |
110.12 |
110.12 |
109.39 |
110.60 |
| PP |
108.71 |
108.71 |
108.71 |
108.95 |
| S1 |
107.76 |
107.76 |
108.95 |
108.24 |
| S2 |
106.35 |
106.35 |
108.74 |
|
| S3 |
103.99 |
105.40 |
108.52 |
|
| S4 |
101.63 |
103.04 |
107.87 |
|
|
| 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 |
111.66 |
107.30 |
4.36 |
4.0% |
2.38 |
2.2% |
43% |
False |
True |
10,500 |
| 10 |
114.60 |
107.30 |
7.30 |
6.7% |
2.40 |
2.2% |
26% |
False |
True |
10,001 |
| 20 |
114.60 |
104.75 |
9.85 |
9.0% |
1.86 |
1.7% |
45% |
False |
False |
9,177 |
| 40 |
114.60 |
99.41 |
15.19 |
13.9% |
2.23 |
2.0% |
64% |
False |
False |
9,364 |
| 60 |
114.60 |
92.69 |
21.91 |
20.1% |
2.02 |
1.9% |
75% |
False |
False |
9,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.69 |
|
2.618 |
115.84 |
|
1.618 |
113.48 |
|
1.000 |
112.02 |
|
0.618 |
111.12 |
|
HIGH |
109.66 |
|
0.618 |
108.76 |
|
0.500 |
108.48 |
|
0.382 |
108.20 |
|
LOW |
107.30 |
|
0.618 |
105.84 |
|
1.000 |
104.94 |
|
1.618 |
103.48 |
|
2.618 |
101.12 |
|
4.250 |
97.27 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.94 |
109.48 |
| PP |
108.71 |
109.38 |
| S1 |
108.48 |
109.27 |
|