NYMEX Light Sweet Crude Oil Future December 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 |
108.78 |
109.19 |
0.41 |
0.4% |
114.58 |
| High |
109.89 |
112.34 |
2.45 |
2.2% |
114.90 |
| Low |
106.96 |
109.10 |
2.14 |
2.0% |
107.70 |
| Close |
109.22 |
112.25 |
3.03 |
2.8% |
111.14 |
| Range |
2.93 |
3.24 |
0.31 |
10.6% |
7.20 |
| ATR |
2.51 |
2.56 |
0.05 |
2.1% |
0.00 |
| Volume |
33,337 |
35,628 |
2,291 |
6.9% |
271,184 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.95 |
119.84 |
114.03 |
|
| R3 |
117.71 |
116.60 |
113.14 |
|
| R2 |
114.47 |
114.47 |
112.84 |
|
| R1 |
113.36 |
113.36 |
112.55 |
113.92 |
| PP |
111.23 |
111.23 |
111.23 |
111.51 |
| S1 |
110.12 |
110.12 |
111.95 |
110.68 |
| S2 |
107.99 |
107.99 |
111.66 |
|
| S3 |
104.75 |
106.88 |
111.36 |
|
| S4 |
101.51 |
103.64 |
110.47 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.85 |
129.19 |
115.10 |
|
| R3 |
125.65 |
121.99 |
113.12 |
|
| R2 |
118.45 |
118.45 |
112.46 |
|
| R1 |
114.79 |
114.79 |
111.80 |
113.02 |
| PP |
111.25 |
111.25 |
111.25 |
110.36 |
| S1 |
107.59 |
107.59 |
110.48 |
105.82 |
| S2 |
104.05 |
104.05 |
109.82 |
|
| S3 |
96.85 |
100.39 |
109.16 |
|
| S4 |
89.65 |
93.19 |
107.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.34 |
106.96 |
5.38 |
4.8% |
2.74 |
2.4% |
98% |
True |
False |
43,139 |
| 10 |
114.90 |
106.96 |
7.94 |
7.1% |
2.93 |
2.6% |
67% |
False |
False |
45,410 |
| 20 |
114.90 |
104.54 |
10.36 |
9.2% |
2.23 |
2.0% |
74% |
False |
False |
41,695 |
| 40 |
114.90 |
99.07 |
15.83 |
14.1% |
2.60 |
2.3% |
83% |
False |
False |
50,080 |
| 60 |
114.90 |
93.64 |
21.26 |
18.9% |
2.42 |
2.2% |
88% |
False |
False |
51,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.11 |
|
2.618 |
120.82 |
|
1.618 |
117.58 |
|
1.000 |
115.58 |
|
0.618 |
114.34 |
|
HIGH |
112.34 |
|
0.618 |
111.10 |
|
0.500 |
110.72 |
|
0.382 |
110.34 |
|
LOW |
109.10 |
|
0.618 |
107.10 |
|
1.000 |
105.86 |
|
1.618 |
103.86 |
|
2.618 |
100.62 |
|
4.250 |
95.33 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.74 |
111.38 |
| PP |
111.23 |
110.52 |
| S1 |
110.72 |
109.65 |
|