NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.40 |
109.95 |
1.55 |
1.4% |
114.44 |
| High |
109.66 |
112.34 |
2.68 |
2.4% |
114.44 |
| Low |
107.30 |
109.89 |
2.59 |
2.4% |
107.78 |
| Close |
109.17 |
112.30 |
3.13 |
2.9% |
111.18 |
| Range |
2.36 |
2.45 |
0.09 |
3.8% |
6.66 |
| ATR |
2.22 |
2.29 |
0.07 |
3.1% |
0.00 |
| Volume |
8,378 |
10,306 |
1,928 |
23.0% |
54,957 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.86 |
118.03 |
113.65 |
|
| R3 |
116.41 |
115.58 |
112.97 |
|
| R2 |
113.96 |
113.96 |
112.75 |
|
| R1 |
113.13 |
113.13 |
112.52 |
113.55 |
| PP |
111.51 |
111.51 |
111.51 |
111.72 |
| S1 |
110.68 |
110.68 |
112.08 |
111.10 |
| S2 |
109.06 |
109.06 |
111.85 |
|
| S3 |
106.61 |
108.23 |
111.63 |
|
| S4 |
104.16 |
105.78 |
110.95 |
|
|
| 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 |
112.34 |
107.30 |
5.04 |
4.5% |
2.52 |
2.2% |
99% |
True |
False |
10,295 |
| 10 |
114.60 |
107.30 |
7.30 |
6.5% |
2.54 |
2.3% |
68% |
False |
False |
10,156 |
| 20 |
114.60 |
104.75 |
9.85 |
8.8% |
1.91 |
1.7% |
77% |
False |
False |
9,455 |
| 40 |
114.60 |
99.41 |
15.19 |
13.5% |
2.22 |
2.0% |
85% |
False |
False |
9,245 |
| 60 |
114.60 |
92.98 |
21.62 |
19.3% |
2.04 |
1.8% |
89% |
False |
False |
9,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.75 |
|
2.618 |
118.75 |
|
1.618 |
116.30 |
|
1.000 |
114.79 |
|
0.618 |
113.85 |
|
HIGH |
112.34 |
|
0.618 |
111.40 |
|
0.500 |
111.12 |
|
0.382 |
110.83 |
|
LOW |
109.89 |
|
0.618 |
108.38 |
|
1.000 |
107.44 |
|
1.618 |
105.93 |
|
2.618 |
103.48 |
|
4.250 |
99.48 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.91 |
111.47 |
| PP |
111.51 |
110.65 |
| S1 |
111.12 |
109.82 |
|