NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.05 |
108.06 |
-1.99 |
-1.8% |
113.74 |
| High |
110.06 |
109.10 |
-0.96 |
-0.9% |
114.05 |
| Low |
107.10 |
106.01 |
-1.09 |
-1.0% |
105.98 |
| Close |
107.69 |
108.28 |
0.59 |
0.5% |
110.22 |
| Range |
2.96 |
3.09 |
0.13 |
4.4% |
8.07 |
| ATR |
2.75 |
2.77 |
0.02 |
0.9% |
0.00 |
| Volume |
277,662 |
308,934 |
31,272 |
11.3% |
977,233 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.07 |
115.76 |
109.98 |
|
| R3 |
113.98 |
112.67 |
109.13 |
|
| R2 |
110.89 |
110.89 |
108.85 |
|
| R1 |
109.58 |
109.58 |
108.56 |
110.24 |
| PP |
107.80 |
107.80 |
107.80 |
108.12 |
| S1 |
106.49 |
106.49 |
108.00 |
107.15 |
| S2 |
104.71 |
104.71 |
107.71 |
|
| S3 |
101.62 |
103.40 |
107.43 |
|
| S4 |
98.53 |
100.31 |
106.58 |
|
|
| 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 |
110.67 |
105.98 |
4.69 |
4.3% |
2.76 |
2.6% |
49% |
False |
False |
242,439 |
| 10 |
114.05 |
105.98 |
8.07 |
7.5% |
3.00 |
2.8% |
29% |
False |
False |
192,805 |
| 20 |
114.05 |
103.22 |
10.83 |
10.0% |
2.41 |
2.2% |
47% |
False |
False |
136,769 |
| 40 |
114.05 |
97.24 |
16.81 |
15.5% |
2.99 |
2.8% |
66% |
False |
False |
110,793 |
| 60 |
114.05 |
90.50 |
23.55 |
21.7% |
2.69 |
2.5% |
75% |
False |
False |
101,560 |
| 80 |
114.05 |
90.50 |
23.55 |
21.7% |
2.45 |
2.3% |
75% |
False |
False |
87,896 |
| 100 |
114.05 |
84.81 |
29.24 |
27.0% |
2.27 |
2.1% |
80% |
False |
False |
76,719 |
| 120 |
114.05 |
82.46 |
31.59 |
29.2% |
2.17 |
2.0% |
82% |
False |
False |
67,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.23 |
|
2.618 |
117.19 |
|
1.618 |
114.10 |
|
1.000 |
112.19 |
|
0.618 |
111.01 |
|
HIGH |
109.10 |
|
0.618 |
107.92 |
|
0.500 |
107.56 |
|
0.382 |
107.19 |
|
LOW |
106.01 |
|
0.618 |
104.10 |
|
1.000 |
102.92 |
|
1.618 |
101.01 |
|
2.618 |
97.92 |
|
4.250 |
92.88 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.04 |
108.34 |
| PP |
107.80 |
108.32 |
| S1 |
107.56 |
108.30 |
|