NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.06 |
108.45 |
0.39 |
0.4% |
113.74 |
| High |
109.10 |
111.66 |
2.56 |
2.3% |
114.05 |
| Low |
106.01 |
107.96 |
1.95 |
1.8% |
105.98 |
| Close |
108.28 |
111.45 |
3.17 |
2.9% |
110.22 |
| Range |
3.09 |
3.70 |
0.61 |
19.7% |
8.07 |
| ATR |
2.77 |
2.84 |
0.07 |
2.4% |
0.00 |
| Volume |
308,934 |
271,888 |
-37,046 |
-12.0% |
977,233 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
120.15 |
113.49 |
|
| R3 |
117.76 |
116.45 |
112.47 |
|
| R2 |
114.06 |
114.06 |
112.13 |
|
| R1 |
112.75 |
112.75 |
111.79 |
113.41 |
| PP |
110.36 |
110.36 |
110.36 |
110.68 |
| S1 |
109.05 |
109.05 |
111.11 |
109.71 |
| S2 |
106.66 |
106.66 |
110.77 |
|
| S3 |
102.96 |
105.35 |
110.43 |
|
| S4 |
99.26 |
101.65 |
109.42 |
|
|
| 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 |
111.66 |
106.01 |
5.65 |
5.1% |
3.07 |
2.8% |
96% |
True |
False |
247,017 |
| 10 |
114.05 |
105.98 |
8.07 |
7.2% |
3.23 |
2.9% |
68% |
False |
False |
210,793 |
| 20 |
114.05 |
103.22 |
10.83 |
9.7% |
2.50 |
2.2% |
76% |
False |
False |
145,802 |
| 40 |
114.05 |
97.61 |
16.44 |
14.8% |
2.96 |
2.7% |
84% |
False |
False |
114,205 |
| 60 |
114.05 |
90.69 |
23.36 |
21.0% |
2.72 |
2.4% |
89% |
False |
False |
104,594 |
| 80 |
114.05 |
90.50 |
23.55 |
21.1% |
2.48 |
2.2% |
89% |
False |
False |
91,104 |
| 100 |
114.05 |
85.31 |
28.74 |
25.8% |
2.29 |
2.1% |
91% |
False |
False |
79,240 |
| 120 |
114.05 |
82.46 |
31.59 |
28.3% |
2.20 |
2.0% |
92% |
False |
False |
69,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.39 |
|
2.618 |
121.35 |
|
1.618 |
117.65 |
|
1.000 |
115.36 |
|
0.618 |
113.95 |
|
HIGH |
111.66 |
|
0.618 |
110.25 |
|
0.500 |
109.81 |
|
0.382 |
109.37 |
|
LOW |
107.96 |
|
0.618 |
105.67 |
|
1.000 |
104.26 |
|
1.618 |
101.97 |
|
2.618 |
98.27 |
|
4.250 |
92.24 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.90 |
110.58 |
| PP |
110.36 |
109.71 |
| S1 |
109.81 |
108.84 |
|