NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
106.62 |
107.94 |
1.32 |
1.2% |
108.79 |
| High |
108.14 |
109.14 |
1.00 |
0.9% |
113.79 |
| Low |
105.98 |
106.43 |
0.45 |
0.4% |
108.08 |
| Close |
107.71 |
108.70 |
0.99 |
0.9% |
113.37 |
| Range |
2.16 |
2.71 |
0.55 |
25.5% |
5.71 |
| ATR |
2.71 |
2.71 |
0.00 |
0.0% |
0.00 |
| Volume |
248,998 |
194,559 |
-54,439 |
-21.9% |
534,526 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.22 |
115.17 |
110.19 |
|
| R3 |
113.51 |
112.46 |
109.45 |
|
| R2 |
110.80 |
110.80 |
109.20 |
|
| R1 |
109.75 |
109.75 |
108.95 |
110.28 |
| PP |
108.09 |
108.09 |
108.09 |
108.35 |
| S1 |
107.04 |
107.04 |
108.45 |
107.57 |
| S2 |
105.38 |
105.38 |
108.20 |
|
| S3 |
102.67 |
104.33 |
107.95 |
|
| S4 |
99.96 |
101.62 |
107.21 |
|
|
| 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 |
7.4% |
3.49 |
3.2% |
34% |
False |
False |
187,330 |
| 10 |
114.05 |
105.98 |
8.07 |
7.4% |
2.55 |
2.3% |
34% |
False |
False |
142,046 |
| 20 |
114.05 |
101.60 |
12.45 |
11.5% |
2.37 |
2.2% |
57% |
False |
False |
107,792 |
| 40 |
114.05 |
91.97 |
22.08 |
20.3% |
3.02 |
2.8% |
76% |
False |
False |
96,865 |
| 60 |
114.05 |
90.50 |
23.55 |
21.7% |
2.63 |
2.4% |
77% |
False |
False |
91,967 |
| 80 |
114.05 |
90.50 |
23.55 |
21.7% |
2.38 |
2.2% |
77% |
False |
False |
79,174 |
| 100 |
114.05 |
82.46 |
31.59 |
29.1% |
2.25 |
2.1% |
83% |
False |
False |
69,662 |
| 120 |
114.05 |
82.46 |
31.59 |
29.1% |
2.13 |
2.0% |
83% |
False |
False |
61,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.66 |
|
2.618 |
116.23 |
|
1.618 |
113.52 |
|
1.000 |
111.85 |
|
0.618 |
110.81 |
|
HIGH |
109.14 |
|
0.618 |
108.10 |
|
0.500 |
107.79 |
|
0.382 |
107.47 |
|
LOW |
106.43 |
|
0.618 |
104.76 |
|
1.000 |
103.72 |
|
1.618 |
102.05 |
|
2.618 |
99.34 |
|
4.250 |
94.91 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.40 |
108.61 |
| PP |
108.09 |
108.51 |
| S1 |
107.79 |
108.42 |
|