NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.95 |
112.84 |
2.89 |
2.6% |
114.44 |
| High |
112.34 |
113.15 |
0.81 |
0.7% |
114.44 |
| Low |
109.89 |
111.90 |
2.01 |
1.8% |
107.78 |
| Close |
112.30 |
113.14 |
0.84 |
0.7% |
111.18 |
| Range |
2.45 |
1.25 |
-1.20 |
-49.0% |
6.66 |
| ATR |
2.29 |
2.21 |
-0.07 |
-3.2% |
0.00 |
| Volume |
10,306 |
8,509 |
-1,797 |
-17.4% |
54,957 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.48 |
116.06 |
113.83 |
|
| R3 |
115.23 |
114.81 |
113.48 |
|
| R2 |
113.98 |
113.98 |
113.37 |
|
| R1 |
113.56 |
113.56 |
113.25 |
113.77 |
| PP |
112.73 |
112.73 |
112.73 |
112.84 |
| S1 |
112.31 |
112.31 |
113.03 |
112.52 |
| S2 |
111.48 |
111.48 |
112.91 |
|
| S3 |
110.23 |
111.06 |
112.80 |
|
| S4 |
108.98 |
109.81 |
112.45 |
|
|
| 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 |
113.15 |
107.30 |
5.85 |
5.2% |
2.33 |
2.1% |
100% |
True |
False |
9,892 |
| 10 |
114.60 |
107.30 |
7.30 |
6.5% |
2.51 |
2.2% |
80% |
False |
False |
10,227 |
| 20 |
114.60 |
104.75 |
9.85 |
8.7% |
1.92 |
1.7% |
85% |
False |
False |
9,437 |
| 40 |
114.60 |
99.41 |
15.19 |
13.4% |
2.10 |
1.9% |
90% |
False |
False |
8,976 |
| 60 |
114.60 |
94.22 |
20.38 |
18.0% |
2.03 |
1.8% |
93% |
False |
False |
9,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.46 |
|
2.618 |
116.42 |
|
1.618 |
115.17 |
|
1.000 |
114.40 |
|
0.618 |
113.92 |
|
HIGH |
113.15 |
|
0.618 |
112.67 |
|
0.500 |
112.53 |
|
0.382 |
112.38 |
|
LOW |
111.90 |
|
0.618 |
111.13 |
|
1.000 |
110.65 |
|
1.618 |
109.88 |
|
2.618 |
108.63 |
|
4.250 |
106.59 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.94 |
112.17 |
| PP |
112.73 |
111.20 |
| S1 |
112.53 |
110.23 |
|