NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.45 |
109.43 |
0.98 |
0.9% |
113.28 |
| High |
110.10 |
109.44 |
-0.66 |
-0.6% |
113.46 |
| Low |
107.21 |
106.54 |
-0.67 |
-0.6% |
105.31 |
| Close |
109.66 |
107.12 |
-2.54 |
-2.3% |
109.66 |
| Range |
2.89 |
2.90 |
0.01 |
0.3% |
8.15 |
| ATR |
2.75 |
2.77 |
0.03 |
1.0% |
0.00 |
| Volume |
207,553 |
97,252 |
-110,301 |
-53.1% |
1,783,677 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.40 |
114.66 |
108.72 |
|
| R3 |
113.50 |
111.76 |
107.92 |
|
| R2 |
110.60 |
110.60 |
107.65 |
|
| R1 |
108.86 |
108.86 |
107.39 |
108.28 |
| PP |
107.70 |
107.70 |
107.70 |
107.41 |
| S1 |
105.96 |
105.96 |
106.85 |
105.38 |
| S2 |
104.80 |
104.80 |
106.59 |
|
| S3 |
101.90 |
103.06 |
106.32 |
|
| S4 |
99.00 |
100.16 |
105.53 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.93 |
129.94 |
114.14 |
|
| R3 |
125.78 |
121.79 |
111.90 |
|
| R2 |
117.63 |
117.63 |
111.15 |
|
| R1 |
113.64 |
113.64 |
110.41 |
111.56 |
| PP |
109.48 |
109.48 |
109.48 |
108.44 |
| S1 |
105.49 |
105.49 |
108.91 |
103.41 |
| S2 |
101.33 |
101.33 |
108.17 |
|
| S3 |
93.18 |
97.34 |
107.42 |
|
| S4 |
85.03 |
89.19 |
105.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.24 |
105.31 |
4.93 |
4.6% |
3.09 |
2.9% |
37% |
False |
False |
310,648 |
| 10 |
113.46 |
105.31 |
8.15 |
7.6% |
2.79 |
2.6% |
22% |
False |
False |
294,223 |
| 20 |
113.46 |
102.10 |
11.36 |
10.6% |
2.43 |
2.3% |
44% |
False |
False |
267,345 |
| 40 |
113.46 |
92.29 |
21.17 |
19.8% |
3.15 |
2.9% |
70% |
False |
False |
204,668 |
| 60 |
113.46 |
89.40 |
24.06 |
22.5% |
2.74 |
2.6% |
74% |
False |
False |
172,040 |
| 80 |
113.46 |
89.40 |
24.06 |
22.5% |
2.49 |
2.3% |
74% |
False |
False |
139,552 |
| 100 |
113.46 |
83.21 |
30.25 |
28.2% |
2.30 |
2.1% |
79% |
False |
False |
114,881 |
| 120 |
113.46 |
82.22 |
31.24 |
29.2% |
2.14 |
2.0% |
80% |
False |
False |
97,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.77 |
|
2.618 |
117.03 |
|
1.618 |
114.13 |
|
1.000 |
112.34 |
|
0.618 |
111.23 |
|
HIGH |
109.44 |
|
0.618 |
108.33 |
|
0.500 |
107.99 |
|
0.382 |
107.65 |
|
LOW |
106.54 |
|
0.618 |
104.75 |
|
1.000 |
103.64 |
|
1.618 |
101.85 |
|
2.618 |
98.95 |
|
4.250 |
94.22 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.99 |
107.94 |
| PP |
107.70 |
107.66 |
| S1 |
107.41 |
107.39 |
|