NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
105.35 |
107.59 |
2.24 |
2.1% |
106.41 |
| High |
107.80 |
109.18 |
1.38 |
1.3% |
109.18 |
| Low |
105.35 |
107.34 |
1.99 |
1.9% |
103.74 |
| Close |
107.71 |
108.94 |
1.23 |
1.1% |
108.94 |
| Range |
2.45 |
1.84 |
-0.61 |
-24.9% |
5.44 |
| ATR |
2.57 |
2.52 |
-0.05 |
-2.0% |
0.00 |
| Volume |
49,823 |
45,451 |
-4,372 |
-8.8% |
181,528 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.01 |
113.31 |
109.95 |
|
| R3 |
112.17 |
111.47 |
109.45 |
|
| R2 |
110.33 |
110.33 |
109.28 |
|
| R1 |
109.63 |
109.63 |
109.11 |
109.98 |
| PP |
108.49 |
108.49 |
108.49 |
108.66 |
| S1 |
107.79 |
107.79 |
108.77 |
108.14 |
| S2 |
106.65 |
106.65 |
108.60 |
|
| S3 |
104.81 |
105.95 |
108.43 |
|
| S4 |
102.97 |
104.11 |
107.93 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.61 |
121.71 |
111.93 |
|
| R3 |
118.17 |
116.27 |
110.44 |
|
| R2 |
112.73 |
112.73 |
109.94 |
|
| R1 |
110.83 |
110.83 |
109.44 |
111.78 |
| PP |
107.29 |
107.29 |
107.29 |
107.76 |
| S1 |
105.39 |
105.39 |
108.44 |
106.34 |
| S2 |
101.85 |
101.85 |
107.94 |
|
| S3 |
96.41 |
99.95 |
107.44 |
|
| S4 |
90.97 |
94.51 |
105.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.18 |
103.74 |
5.44 |
5.0% |
2.03 |
1.9% |
96% |
True |
False |
36,305 |
| 10 |
109.18 |
103.29 |
5.89 |
5.4% |
1.93 |
1.8% |
96% |
True |
False |
32,703 |
| 20 |
109.18 |
98.20 |
10.98 |
10.1% |
2.68 |
2.5% |
98% |
True |
False |
32,785 |
| 40 |
109.18 |
93.10 |
16.08 |
14.8% |
2.66 |
2.4% |
99% |
True |
False |
32,857 |
| 60 |
109.18 |
91.28 |
17.90 |
16.4% |
2.30 |
2.1% |
99% |
True |
False |
29,809 |
| 80 |
109.18 |
89.17 |
20.01 |
18.4% |
2.05 |
1.9% |
99% |
True |
False |
24,162 |
| 100 |
109.18 |
83.16 |
26.02 |
23.9% |
1.91 |
1.7% |
99% |
True |
False |
20,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.00 |
|
2.618 |
114.00 |
|
1.618 |
112.16 |
|
1.000 |
111.02 |
|
0.618 |
110.32 |
|
HIGH |
109.18 |
|
0.618 |
108.48 |
|
0.500 |
108.26 |
|
0.382 |
108.04 |
|
LOW |
107.34 |
|
0.618 |
106.20 |
|
1.000 |
105.50 |
|
1.618 |
104.36 |
|
2.618 |
102.52 |
|
4.250 |
99.52 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.71 |
108.25 |
| PP |
108.49 |
107.56 |
| S1 |
108.26 |
106.87 |
|