NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.64 |
114.58 |
2.94 |
2.6% |
109.65 |
| High |
114.45 |
114.90 |
0.45 |
0.4% |
114.45 |
| Low |
111.48 |
110.82 |
-0.66 |
-0.6% |
109.24 |
| Close |
114.18 |
111.83 |
-2.35 |
-2.1% |
114.18 |
| Range |
2.97 |
4.08 |
1.11 |
37.4% |
5.21 |
| ATR |
2.16 |
2.30 |
0.14 |
6.3% |
0.00 |
| Volume |
45,925 |
48,880 |
2,955 |
6.4% |
190,173 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.76 |
122.37 |
114.07 |
|
| R3 |
120.68 |
118.29 |
112.95 |
|
| R2 |
116.60 |
116.60 |
112.58 |
|
| R1 |
114.21 |
114.21 |
112.20 |
113.37 |
| PP |
112.52 |
112.52 |
112.52 |
112.09 |
| S1 |
110.13 |
110.13 |
111.46 |
109.29 |
| S2 |
108.44 |
108.44 |
111.08 |
|
| S3 |
104.36 |
106.05 |
110.71 |
|
| S4 |
100.28 |
101.97 |
109.59 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.25 |
126.43 |
117.05 |
|
| R3 |
123.04 |
121.22 |
115.61 |
|
| R2 |
117.83 |
117.83 |
115.14 |
|
| R1 |
116.01 |
116.01 |
114.66 |
116.92 |
| PP |
112.62 |
112.62 |
112.62 |
113.08 |
| S1 |
110.80 |
110.80 |
113.70 |
111.71 |
| S2 |
107.41 |
107.41 |
113.22 |
|
| S3 |
102.20 |
105.59 |
112.75 |
|
| S4 |
96.99 |
100.38 |
111.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.24 |
|
2.618 |
125.58 |
|
1.618 |
121.50 |
|
1.000 |
118.98 |
|
0.618 |
117.42 |
|
HIGH |
114.90 |
|
0.618 |
113.34 |
|
0.500 |
112.86 |
|
0.382 |
112.38 |
|
LOW |
110.82 |
|
0.618 |
108.30 |
|
1.000 |
106.74 |
|
1.618 |
104.22 |
|
2.618 |
100.14 |
|
4.250 |
93.48 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.86 |
112.56 |
| PP |
112.52 |
112.32 |
| S1 |
112.17 |
112.07 |
|