NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.33 |
109.62 |
1.29 |
1.2% |
109.65 |
| High |
110.00 |
110.21 |
0.21 |
0.2% |
114.45 |
| Low |
107.72 |
108.14 |
0.42 |
0.4% |
109.24 |
| Close |
109.35 |
109.76 |
0.41 |
0.4% |
114.18 |
| Range |
2.28 |
2.07 |
-0.21 |
-9.2% |
5.21 |
| ATR |
2.44 |
2.42 |
-0.03 |
-1.1% |
0.00 |
| Volume |
71,627 |
53,549 |
-18,078 |
-25.2% |
190,173 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.58 |
114.74 |
110.90 |
|
| R3 |
113.51 |
112.67 |
110.33 |
|
| R2 |
111.44 |
111.44 |
110.14 |
|
| R1 |
110.60 |
110.60 |
109.95 |
111.02 |
| PP |
109.37 |
109.37 |
109.37 |
109.58 |
| S1 |
108.53 |
108.53 |
109.57 |
108.95 |
| S2 |
107.30 |
107.30 |
109.38 |
|
| S3 |
105.23 |
106.46 |
109.19 |
|
| S4 |
103.16 |
104.39 |
108.62 |
|
|
| 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 |
119.01 |
|
2.618 |
115.63 |
|
1.618 |
113.56 |
|
1.000 |
112.28 |
|
0.618 |
111.49 |
|
HIGH |
110.21 |
|
0.618 |
109.42 |
|
0.500 |
109.18 |
|
0.382 |
108.93 |
|
LOW |
108.14 |
|
0.618 |
106.86 |
|
1.000 |
106.07 |
|
1.618 |
104.79 |
|
2.618 |
102.72 |
|
4.250 |
99.34 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.57 |
109.95 |
| PP |
109.37 |
109.89 |
| S1 |
109.18 |
109.82 |
|