NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.21 |
110.25 |
1.04 |
1.0% |
114.28 |
| High |
111.26 |
110.26 |
-1.00 |
-0.9% |
114.65 |
| Low |
108.89 |
108.34 |
-0.55 |
-0.5% |
107.77 |
| Close |
111.18 |
108.67 |
-2.51 |
-2.3% |
111.18 |
| Range |
2.37 |
1.92 |
-0.45 |
-19.0% |
6.88 |
| ATR |
1.99 |
2.05 |
0.06 |
3.1% |
0.00 |
| Volume |
11,146 |
6,448 |
-4,698 |
-42.1% |
49,773 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.85 |
113.68 |
109.73 |
|
| R3 |
112.93 |
111.76 |
109.20 |
|
| R2 |
111.01 |
111.01 |
109.02 |
|
| R1 |
109.84 |
109.84 |
108.85 |
109.47 |
| PP |
109.09 |
109.09 |
109.09 |
108.90 |
| S1 |
107.92 |
107.92 |
108.49 |
107.55 |
| S2 |
107.17 |
107.17 |
108.32 |
|
| S3 |
105.25 |
106.00 |
108.14 |
|
| S4 |
103.33 |
104.08 |
107.61 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.84 |
128.39 |
114.96 |
|
| R3 |
124.96 |
121.51 |
113.07 |
|
| R2 |
118.08 |
118.08 |
112.44 |
|
| R1 |
114.63 |
114.63 |
111.81 |
112.92 |
| PP |
111.20 |
111.20 |
111.20 |
110.34 |
| S1 |
107.75 |
107.75 |
110.55 |
106.04 |
| S2 |
104.32 |
104.32 |
109.92 |
|
| S3 |
97.44 |
100.87 |
109.29 |
|
| S4 |
90.56 |
93.99 |
107.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.42 |
|
2.618 |
115.29 |
|
1.618 |
113.37 |
|
1.000 |
112.18 |
|
0.618 |
111.45 |
|
HIGH |
110.26 |
|
0.618 |
109.53 |
|
0.500 |
109.30 |
|
0.382 |
109.07 |
|
LOW |
108.34 |
|
0.618 |
107.15 |
|
1.000 |
106.42 |
|
1.618 |
105.23 |
|
2.618 |
103.31 |
|
4.250 |
100.18 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.30 |
109.80 |
| PP |
109.09 |
109.42 |
| S1 |
108.88 |
109.05 |
|