NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.94 |
109.09 |
1.15 |
1.1% |
113.74 |
| High |
109.14 |
110.67 |
1.53 |
1.4% |
114.05 |
| Low |
106.43 |
107.77 |
1.34 |
1.3% |
105.98 |
| Close |
108.70 |
110.22 |
1.52 |
1.4% |
110.22 |
| Range |
2.71 |
2.90 |
0.19 |
7.0% |
8.07 |
| ATR |
2.71 |
2.72 |
0.01 |
0.5% |
0.00 |
| Volume |
194,559 |
182,045 |
-12,514 |
-6.4% |
977,233 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.25 |
117.14 |
111.82 |
|
| R3 |
115.35 |
114.24 |
111.02 |
|
| R2 |
112.45 |
112.45 |
110.75 |
|
| R1 |
111.34 |
111.34 |
110.49 |
111.90 |
| PP |
109.55 |
109.55 |
109.55 |
109.83 |
| S1 |
108.44 |
108.44 |
109.95 |
109.00 |
| S2 |
106.65 |
106.65 |
109.69 |
|
| S3 |
103.75 |
105.54 |
109.42 |
|
| S4 |
100.85 |
102.64 |
108.63 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.29 |
130.33 |
114.66 |
|
| R3 |
126.22 |
122.26 |
112.44 |
|
| R2 |
118.15 |
118.15 |
111.70 |
|
| R1 |
114.19 |
114.19 |
110.96 |
112.14 |
| PP |
110.08 |
110.08 |
110.08 |
109.06 |
| S1 |
106.12 |
106.12 |
109.48 |
104.07 |
| S2 |
102.01 |
102.01 |
108.74 |
|
| S3 |
93.94 |
98.05 |
108.00 |
|
| S4 |
85.87 |
89.98 |
105.78 |
|
|
| 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 |
7.3% |
3.44 |
3.1% |
53% |
False |
False |
195,446 |
| 10 |
114.05 |
105.98 |
8.07 |
7.3% |
2.63 |
2.4% |
53% |
False |
False |
151,175 |
| 20 |
114.05 |
102.74 |
11.31 |
10.3% |
2.34 |
2.1% |
66% |
False |
False |
113,590 |
| 40 |
114.05 |
92.44 |
21.61 |
19.6% |
3.06 |
2.8% |
82% |
False |
False |
99,096 |
| 60 |
114.05 |
90.50 |
23.55 |
21.4% |
2.64 |
2.4% |
84% |
False |
False |
94,284 |
| 80 |
114.05 |
90.50 |
23.55 |
21.4% |
2.40 |
2.2% |
84% |
False |
False |
81,163 |
| 100 |
114.05 |
82.46 |
31.59 |
28.7% |
2.26 |
2.0% |
88% |
False |
False |
71,280 |
| 120 |
114.05 |
82.46 |
31.59 |
28.7% |
2.14 |
1.9% |
88% |
False |
False |
62,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.00 |
|
2.618 |
118.26 |
|
1.618 |
115.36 |
|
1.000 |
113.57 |
|
0.618 |
112.46 |
|
HIGH |
110.67 |
|
0.618 |
109.56 |
|
0.500 |
109.22 |
|
0.382 |
108.88 |
|
LOW |
107.77 |
|
0.618 |
105.98 |
|
1.000 |
104.87 |
|
1.618 |
103.08 |
|
2.618 |
100.18 |
|
4.250 |
95.45 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.89 |
109.59 |
| PP |
109.55 |
108.96 |
| S1 |
109.22 |
108.33 |
|