NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
106.62 |
108.29 |
1.67 |
1.6% |
105.43 |
| High |
108.46 |
108.78 |
0.32 |
0.3% |
108.46 |
| Low |
106.30 |
107.58 |
1.28 |
1.2% |
102.70 |
| Close |
107.94 |
108.47 |
0.53 |
0.5% |
107.94 |
| Range |
2.16 |
1.20 |
-0.96 |
-44.4% |
5.76 |
| ATR |
2.75 |
2.64 |
-0.11 |
-4.0% |
0.00 |
| Volume |
264,394 |
208,347 |
-56,047 |
-21.2% |
1,198,532 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.88 |
111.37 |
109.13 |
|
| R3 |
110.68 |
110.17 |
108.80 |
|
| R2 |
109.48 |
109.48 |
108.69 |
|
| R1 |
108.97 |
108.97 |
108.58 |
109.23 |
| PP |
108.28 |
108.28 |
108.28 |
108.40 |
| S1 |
107.77 |
107.77 |
108.36 |
108.03 |
| S2 |
107.08 |
107.08 |
108.25 |
|
| S3 |
105.88 |
106.57 |
108.14 |
|
| S4 |
104.68 |
105.37 |
107.81 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.65 |
121.55 |
111.11 |
|
| R3 |
117.89 |
115.79 |
109.52 |
|
| R2 |
112.13 |
112.13 |
109.00 |
|
| R1 |
110.03 |
110.03 |
108.47 |
111.08 |
| PP |
106.37 |
106.37 |
106.37 |
106.89 |
| S1 |
104.27 |
104.27 |
107.41 |
105.32 |
| S2 |
100.61 |
100.61 |
106.88 |
|
| S3 |
94.85 |
98.51 |
106.36 |
|
| S4 |
89.09 |
92.75 |
104.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.78 |
102.70 |
6.08 |
5.6% |
2.02 |
1.9% |
95% |
True |
False |
239,064 |
| 10 |
108.78 |
102.10 |
6.68 |
6.2% |
2.07 |
1.9% |
95% |
True |
False |
240,467 |
| 20 |
108.78 |
97.02 |
11.76 |
10.8% |
2.77 |
2.6% |
97% |
True |
False |
207,528 |
| 40 |
108.78 |
90.27 |
18.51 |
17.1% |
2.89 |
2.7% |
98% |
True |
False |
161,034 |
| 60 |
108.78 |
89.40 |
19.38 |
17.9% |
2.55 |
2.4% |
98% |
True |
False |
133,233 |
| 80 |
108.78 |
88.68 |
20.10 |
18.5% |
2.30 |
2.1% |
98% |
True |
False |
105,021 |
| 100 |
108.78 |
82.22 |
26.56 |
24.5% |
2.17 |
2.0% |
99% |
True |
False |
86,393 |
| 120 |
108.78 |
82.22 |
26.56 |
24.5% |
2.04 |
1.9% |
99% |
True |
False |
73,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.88 |
|
2.618 |
111.92 |
|
1.618 |
110.72 |
|
1.000 |
109.98 |
|
0.618 |
109.52 |
|
HIGH |
108.78 |
|
0.618 |
108.32 |
|
0.500 |
108.18 |
|
0.382 |
108.04 |
|
LOW |
107.58 |
|
0.618 |
106.84 |
|
1.000 |
106.38 |
|
1.618 |
105.64 |
|
2.618 |
104.44 |
|
4.250 |
102.48 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.37 |
107.80 |
| PP |
108.28 |
107.12 |
| S1 |
108.18 |
106.45 |
|