NYMEX Light Sweet Crude Oil Future June 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 |
108.79 |
108.86 |
0.07 |
0.1% |
106.03 |
| High |
109.34 |
109.22 |
-0.12 |
-0.1% |
108.99 |
| Low |
108.15 |
108.08 |
-0.07 |
-0.1% |
103.22 |
| Close |
109.05 |
108.99 |
-0.06 |
-0.1% |
108.50 |
| Range |
1.19 |
1.14 |
-0.05 |
-4.2% |
5.77 |
| ATR |
2.57 |
2.47 |
-0.10 |
-4.0% |
0.00 |
| Volume |
74,461 |
95,839 |
21,378 |
28.7% |
394,534 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
111.73 |
109.62 |
|
| R3 |
111.04 |
110.59 |
109.30 |
|
| R2 |
109.90 |
109.90 |
109.20 |
|
| R1 |
109.45 |
109.45 |
109.09 |
109.68 |
| PP |
108.76 |
108.76 |
108.76 |
108.88 |
| S1 |
108.31 |
108.31 |
108.89 |
108.54 |
| S2 |
107.62 |
107.62 |
108.78 |
|
| S3 |
106.48 |
107.17 |
108.68 |
|
| S4 |
105.34 |
106.03 |
108.36 |
|
|
| 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 |
104.02 |
5.32 |
4.9% |
1.75 |
1.6% |
93% |
False |
False |
89,133 |
| 10 |
109.34 |
103.22 |
6.12 |
5.6% |
1.83 |
1.7% |
94% |
False |
False |
80,732 |
| 20 |
109.34 |
97.61 |
11.73 |
10.8% |
2.66 |
2.4% |
97% |
False |
False |
76,823 |
| 40 |
109.34 |
91.97 |
17.37 |
15.9% |
2.80 |
2.6% |
98% |
False |
False |
82,533 |
| 60 |
109.34 |
90.50 |
18.84 |
17.3% |
2.46 |
2.3% |
98% |
False |
False |
79,416 |
| 80 |
109.34 |
88.86 |
20.48 |
18.8% |
2.23 |
2.0% |
98% |
False |
False |
67,345 |
| 100 |
109.34 |
82.46 |
26.88 |
24.7% |
2.16 |
2.0% |
99% |
False |
False |
59,816 |
| 120 |
109.34 |
82.46 |
26.88 |
24.7% |
2.09 |
1.9% |
99% |
False |
False |
52,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.07 |
|
2.618 |
112.20 |
|
1.618 |
111.06 |
|
1.000 |
110.36 |
|
0.618 |
109.92 |
|
HIGH |
109.22 |
|
0.618 |
108.78 |
|
0.500 |
108.65 |
|
0.382 |
108.52 |
|
LOW |
108.08 |
|
0.618 |
107.38 |
|
1.000 |
106.94 |
|
1.618 |
106.24 |
|
2.618 |
105.10 |
|
4.250 |
103.24 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.88 |
108.69 |
| PP |
108.76 |
108.39 |
| S1 |
108.65 |
108.09 |
|