NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.49 |
106.62 |
-2.87 |
-2.6% |
108.79 |
| High |
110.86 |
108.14 |
-2.72 |
-2.5% |
113.79 |
| Low |
106.14 |
105.98 |
-0.16 |
-0.2% |
108.08 |
| Close |
106.97 |
107.71 |
0.74 |
0.7% |
113.37 |
| Range |
4.72 |
2.16 |
-2.56 |
-54.2% |
5.71 |
| ATR |
2.75 |
2.71 |
-0.04 |
-1.5% |
0.00 |
| Volume |
205,204 |
248,998 |
43,794 |
21.3% |
534,526 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.76 |
112.89 |
108.90 |
|
| R3 |
111.60 |
110.73 |
108.30 |
|
| R2 |
109.44 |
109.44 |
108.11 |
|
| R1 |
108.57 |
108.57 |
107.91 |
109.01 |
| PP |
107.28 |
107.28 |
107.28 |
107.49 |
| S1 |
106.41 |
106.41 |
107.51 |
106.85 |
| S2 |
105.12 |
105.12 |
107.31 |
|
| S3 |
102.96 |
104.25 |
107.12 |
|
| S4 |
100.80 |
102.09 |
106.52 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.88 |
126.83 |
116.51 |
|
| R3 |
123.17 |
121.12 |
114.94 |
|
| R2 |
117.46 |
117.46 |
114.42 |
|
| R1 |
115.41 |
115.41 |
113.89 |
116.44 |
| PP |
111.75 |
111.75 |
111.75 |
112.26 |
| S1 |
109.70 |
109.70 |
112.85 |
110.73 |
| S2 |
106.04 |
106.04 |
112.32 |
|
| S3 |
100.33 |
103.99 |
111.80 |
|
| S4 |
94.62 |
98.28 |
110.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.05 |
105.98 |
8.07 |
7.5% |
3.38 |
3.1% |
21% |
False |
True |
174,569 |
| 10 |
114.05 |
104.70 |
9.35 |
8.7% |
2.54 |
2.4% |
32% |
False |
False |
131,308 |
| 20 |
114.05 |
98.30 |
15.75 |
14.6% |
2.50 |
2.3% |
60% |
False |
False |
100,827 |
| 40 |
114.05 |
91.97 |
22.08 |
20.5% |
2.99 |
2.8% |
71% |
False |
False |
94,202 |
| 60 |
114.05 |
90.50 |
23.55 |
21.9% |
2.61 |
2.4% |
73% |
False |
False |
89,405 |
| 80 |
114.05 |
90.07 |
23.98 |
22.3% |
2.36 |
2.2% |
74% |
False |
False |
77,156 |
| 100 |
114.05 |
82.46 |
31.59 |
29.3% |
2.24 |
2.1% |
80% |
False |
False |
67,921 |
| 120 |
114.05 |
82.46 |
31.59 |
29.3% |
2.12 |
2.0% |
80% |
False |
False |
59,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.32 |
|
2.618 |
113.79 |
|
1.618 |
111.63 |
|
1.000 |
110.30 |
|
0.618 |
109.47 |
|
HIGH |
108.14 |
|
0.618 |
107.31 |
|
0.500 |
107.06 |
|
0.382 |
106.81 |
|
LOW |
105.98 |
|
0.618 |
104.65 |
|
1.000 |
103.82 |
|
1.618 |
102.49 |
|
2.618 |
100.33 |
|
4.250 |
96.80 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.49 |
110.02 |
| PP |
107.28 |
109.25 |
| S1 |
107.06 |
108.48 |
|