NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
104.82 |
107.08 |
2.26 |
2.2% |
106.03 |
| High |
107.35 |
108.99 |
1.64 |
1.5% |
108.99 |
| Low |
104.70 |
106.84 |
2.14 |
2.0% |
103.22 |
| Close |
107.24 |
108.50 |
1.26 |
1.2% |
108.50 |
| Range |
2.65 |
2.15 |
-0.50 |
-18.9% |
5.77 |
| ATR |
2.72 |
2.68 |
-0.04 |
-1.5% |
0.00 |
| Volume |
87,186 |
90,747 |
3,561 |
4.1% |
394,534 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.56 |
113.68 |
109.68 |
|
| R3 |
112.41 |
111.53 |
109.09 |
|
| R2 |
110.26 |
110.26 |
108.89 |
|
| R1 |
109.38 |
109.38 |
108.70 |
109.82 |
| PP |
108.11 |
108.11 |
108.11 |
108.33 |
| S1 |
107.23 |
107.23 |
108.30 |
107.67 |
| S2 |
105.96 |
105.96 |
108.11 |
|
| S3 |
103.81 |
105.08 |
107.91 |
|
| S4 |
101.66 |
102.93 |
107.32 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.13 |
111.67 |
|
| R3 |
118.44 |
116.36 |
110.09 |
|
| R2 |
112.67 |
112.67 |
109.56 |
|
| R1 |
110.59 |
110.59 |
109.03 |
111.63 |
| PP |
106.90 |
106.90 |
106.90 |
107.43 |
| S1 |
104.82 |
104.82 |
107.97 |
105.86 |
| S2 |
101.13 |
101.13 |
107.44 |
|
| S3 |
95.36 |
99.05 |
106.91 |
|
| S4 |
89.59 |
93.28 |
105.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.99 |
103.22 |
5.77 |
5.3% |
2.17 |
2.0% |
92% |
True |
False |
78,906 |
| 10 |
108.99 |
102.74 |
6.25 |
5.8% |
2.06 |
1.9% |
92% |
True |
False |
76,005 |
| 20 |
108.99 |
97.61 |
11.38 |
10.5% |
2.80 |
2.6% |
96% |
True |
False |
78,451 |
| 40 |
108.99 |
91.97 |
17.02 |
15.7% |
2.84 |
2.6% |
97% |
True |
False |
81,125 |
| 60 |
108.99 |
90.50 |
18.49 |
17.0% |
2.49 |
2.3% |
97% |
True |
False |
79,077 |
| 80 |
108.99 |
88.86 |
20.13 |
18.6% |
2.24 |
2.1% |
98% |
True |
False |
66,401 |
| 100 |
108.99 |
82.46 |
26.53 |
24.5% |
2.17 |
2.0% |
98% |
True |
False |
58,542 |
| 120 |
108.99 |
82.46 |
26.53 |
24.5% |
2.09 |
1.9% |
98% |
True |
False |
51,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.13 |
|
2.618 |
114.62 |
|
1.618 |
112.47 |
|
1.000 |
111.14 |
|
0.618 |
110.32 |
|
HIGH |
108.99 |
|
0.618 |
108.17 |
|
0.500 |
107.92 |
|
0.382 |
107.66 |
|
LOW |
106.84 |
|
0.618 |
105.51 |
|
1.000 |
104.69 |
|
1.618 |
103.36 |
|
2.618 |
101.21 |
|
4.250 |
97.70 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.31 |
107.84 |
| PP |
108.11 |
107.17 |
| S1 |
107.92 |
106.51 |
|