NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.99 |
108.67 |
0.68 |
0.6% |
105.43 |
| High |
109.15 |
110.44 |
1.29 |
1.2% |
108.46 |
| Low |
107.72 |
108.23 |
0.51 |
0.5% |
102.70 |
| Close |
108.83 |
110.30 |
1.47 |
1.4% |
107.94 |
| Range |
1.43 |
2.21 |
0.78 |
54.5% |
5.76 |
| ATR |
2.45 |
2.43 |
-0.02 |
-0.7% |
0.00 |
| Volume |
237,865 |
309,208 |
71,343 |
30.0% |
1,198,532 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.29 |
115.50 |
111.52 |
|
| R3 |
114.08 |
113.29 |
110.91 |
|
| R2 |
111.87 |
111.87 |
110.71 |
|
| R1 |
111.08 |
111.08 |
110.50 |
111.48 |
| PP |
109.66 |
109.66 |
109.66 |
109.85 |
| S1 |
108.87 |
108.87 |
110.10 |
109.27 |
| S2 |
107.45 |
107.45 |
109.89 |
|
| S3 |
105.24 |
106.66 |
109.69 |
|
| S4 |
103.03 |
104.45 |
109.08 |
|
|
| 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 |
110.44 |
106.30 |
4.14 |
3.8% |
1.62 |
1.5% |
97% |
True |
False |
249,310 |
| 10 |
110.44 |
102.70 |
7.74 |
7.0% |
1.84 |
1.7% |
98% |
True |
False |
240,046 |
| 20 |
110.44 |
97.02 |
13.42 |
12.2% |
2.58 |
2.3% |
99% |
True |
False |
221,803 |
| 40 |
110.44 |
90.27 |
20.17 |
18.3% |
2.89 |
2.6% |
99% |
True |
False |
173,557 |
| 60 |
110.44 |
89.40 |
21.04 |
19.1% |
2.54 |
2.3% |
99% |
True |
False |
142,731 |
| 80 |
110.44 |
89.00 |
21.44 |
19.4% |
2.30 |
2.1% |
99% |
True |
False |
114,101 |
| 100 |
110.44 |
82.22 |
28.22 |
25.6% |
2.18 |
2.0% |
100% |
True |
False |
93,766 |
| 120 |
110.44 |
82.22 |
28.22 |
25.6% |
2.05 |
1.9% |
100% |
True |
False |
79,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.83 |
|
2.618 |
116.23 |
|
1.618 |
114.02 |
|
1.000 |
112.65 |
|
0.618 |
111.81 |
|
HIGH |
110.44 |
|
0.618 |
109.60 |
|
0.500 |
109.34 |
|
0.382 |
109.07 |
|
LOW |
108.23 |
|
0.618 |
106.86 |
|
1.000 |
106.02 |
|
1.618 |
104.65 |
|
2.618 |
102.44 |
|
4.250 |
98.84 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.98 |
109.86 |
| PP |
109.66 |
109.41 |
| S1 |
109.34 |
108.97 |
|