NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.29 |
108.20 |
-0.09 |
-0.1% |
105.43 |
| High |
108.78 |
108.60 |
-0.18 |
-0.2% |
108.46 |
| Low |
107.58 |
107.50 |
-0.08 |
-0.1% |
102.70 |
| Close |
108.47 |
108.34 |
-0.13 |
-0.1% |
107.94 |
| Range |
1.20 |
1.10 |
-0.10 |
-8.3% |
5.76 |
| ATR |
2.64 |
2.53 |
-0.11 |
-4.2% |
0.00 |
| Volume |
208,347 |
226,736 |
18,389 |
8.8% |
1,198,532 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.45 |
110.99 |
108.95 |
|
| R3 |
110.35 |
109.89 |
108.64 |
|
| R2 |
109.25 |
109.25 |
108.54 |
|
| R1 |
108.79 |
108.79 |
108.44 |
109.02 |
| PP |
108.15 |
108.15 |
108.15 |
108.26 |
| S1 |
107.69 |
107.69 |
108.24 |
107.92 |
| S2 |
107.05 |
107.05 |
108.14 |
|
| S3 |
105.95 |
106.59 |
108.04 |
|
| S4 |
104.85 |
105.49 |
107.74 |
|
|
| 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 |
103.44 |
5.34 |
4.9% |
1.78 |
1.6% |
92% |
False |
False |
237,381 |
| 10 |
108.78 |
102.70 |
6.08 |
5.6% |
1.87 |
1.7% |
93% |
False |
False |
233,860 |
| 20 |
108.78 |
97.02 |
11.76 |
10.9% |
2.71 |
2.5% |
96% |
False |
False |
210,626 |
| 40 |
108.78 |
90.27 |
18.51 |
17.1% |
2.88 |
2.7% |
98% |
False |
False |
164,911 |
| 60 |
108.78 |
89.40 |
19.38 |
17.9% |
2.54 |
2.3% |
98% |
False |
False |
135,648 |
| 80 |
108.78 |
88.68 |
20.10 |
18.6% |
2.30 |
2.1% |
98% |
False |
False |
107,611 |
| 100 |
108.78 |
82.22 |
26.56 |
24.5% |
2.17 |
2.0% |
98% |
False |
False |
88,566 |
| 120 |
108.78 |
82.22 |
26.56 |
24.5% |
2.04 |
1.9% |
98% |
False |
False |
75,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.28 |
|
2.618 |
111.48 |
|
1.618 |
110.38 |
|
1.000 |
109.70 |
|
0.618 |
109.28 |
|
HIGH |
108.60 |
|
0.618 |
108.18 |
|
0.500 |
108.05 |
|
0.382 |
107.92 |
|
LOW |
107.50 |
|
0.618 |
106.82 |
|
1.000 |
106.40 |
|
1.618 |
105.72 |
|
2.618 |
104.62 |
|
4.250 |
102.83 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.24 |
108.07 |
| PP |
108.15 |
107.81 |
| S1 |
108.05 |
107.54 |
|