NYMEX Light Sweet Crude Oil Future June 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 |
107.08 |
108.79 |
1.71 |
1.6% |
106.03 |
| High |
108.99 |
109.34 |
0.35 |
0.3% |
108.99 |
| Low |
106.84 |
108.15 |
1.31 |
1.2% |
103.22 |
| Close |
108.50 |
109.05 |
0.55 |
0.5% |
108.50 |
| Range |
2.15 |
1.19 |
-0.96 |
-44.7% |
5.77 |
| ATR |
2.68 |
2.57 |
-0.11 |
-4.0% |
0.00 |
| Volume |
90,747 |
74,461 |
-16,286 |
-17.9% |
394,534 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.42 |
111.92 |
109.70 |
|
| R3 |
111.23 |
110.73 |
109.38 |
|
| R2 |
110.04 |
110.04 |
109.27 |
|
| R1 |
109.54 |
109.54 |
109.16 |
109.79 |
| PP |
108.85 |
108.85 |
108.85 |
108.97 |
| S1 |
108.35 |
108.35 |
108.94 |
108.60 |
| S2 |
107.66 |
107.66 |
108.83 |
|
| S3 |
106.47 |
107.16 |
108.72 |
|
| S4 |
105.28 |
105.97 |
108.40 |
|
|
| 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 |
109.34 |
103.22 |
6.12 |
5.6% |
1.98 |
1.8% |
95% |
True |
False |
82,964 |
| 10 |
109.34 |
102.74 |
6.60 |
6.1% |
2.02 |
1.8% |
96% |
True |
False |
78,150 |
| 20 |
109.34 |
97.61 |
11.73 |
10.8% |
2.72 |
2.5% |
98% |
True |
False |
77,393 |
| 40 |
109.34 |
91.97 |
17.37 |
15.9% |
2.81 |
2.6% |
98% |
True |
False |
81,617 |
| 60 |
109.34 |
90.50 |
18.84 |
17.3% |
2.47 |
2.3% |
98% |
True |
False |
79,210 |
| 80 |
109.34 |
88.86 |
20.48 |
18.8% |
2.24 |
2.1% |
99% |
True |
False |
66,695 |
| 100 |
109.34 |
82.46 |
26.88 |
24.6% |
2.16 |
2.0% |
99% |
True |
False |
59,093 |
| 120 |
109.34 |
82.46 |
26.88 |
24.6% |
2.09 |
1.9% |
99% |
True |
False |
52,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.40 |
|
2.618 |
112.46 |
|
1.618 |
111.27 |
|
1.000 |
110.53 |
|
0.618 |
110.08 |
|
HIGH |
109.34 |
|
0.618 |
108.89 |
|
0.500 |
108.75 |
|
0.382 |
108.60 |
|
LOW |
108.15 |
|
0.618 |
107.41 |
|
1.000 |
106.96 |
|
1.618 |
106.22 |
|
2.618 |
105.03 |
|
4.250 |
103.09 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.95 |
108.37 |
| PP |
108.85 |
107.70 |
| S1 |
108.75 |
107.02 |
|