NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
107.59 |
109.32 |
1.73 |
1.6% |
106.41 |
| High |
109.18 |
109.75 |
0.57 |
0.5% |
109.18 |
| Low |
107.34 |
108.63 |
1.29 |
1.2% |
103.74 |
| Close |
108.94 |
109.53 |
0.59 |
0.5% |
108.94 |
| Range |
1.84 |
1.12 |
-0.72 |
-39.1% |
5.44 |
| ATR |
2.52 |
2.42 |
-0.10 |
-4.0% |
0.00 |
| Volume |
45,451 |
40,587 |
-4,864 |
-10.7% |
181,528 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.66 |
112.22 |
110.15 |
|
| R3 |
111.54 |
111.10 |
109.84 |
|
| R2 |
110.42 |
110.42 |
109.74 |
|
| R1 |
109.98 |
109.98 |
109.63 |
110.20 |
| PP |
109.30 |
109.30 |
109.30 |
109.42 |
| S1 |
108.86 |
108.86 |
109.43 |
109.08 |
| S2 |
108.18 |
108.18 |
109.32 |
|
| S3 |
107.06 |
107.74 |
109.22 |
|
| S4 |
105.94 |
106.62 |
108.91 |
|
|
| 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 |
109.75 |
103.74 |
6.01 |
5.5% |
1.84 |
1.7% |
96% |
True |
False |
38,075 |
| 10 |
109.75 |
103.29 |
6.46 |
5.9% |
1.89 |
1.7% |
97% |
True |
False |
34,727 |
| 20 |
109.75 |
98.20 |
11.55 |
10.5% |
2.60 |
2.4% |
98% |
True |
False |
32,597 |
| 40 |
109.75 |
93.10 |
16.65 |
15.2% |
2.63 |
2.4% |
99% |
True |
False |
33,455 |
| 60 |
109.75 |
91.28 |
18.47 |
16.9% |
2.29 |
2.1% |
99% |
True |
False |
30,157 |
| 80 |
109.75 |
89.17 |
20.58 |
18.8% |
2.04 |
1.9% |
99% |
True |
False |
24,528 |
| 100 |
109.75 |
83.16 |
26.59 |
24.3% |
1.90 |
1.7% |
99% |
True |
False |
20,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.51 |
|
2.618 |
112.68 |
|
1.618 |
111.56 |
|
1.000 |
110.87 |
|
0.618 |
110.44 |
|
HIGH |
109.75 |
|
0.618 |
109.32 |
|
0.500 |
109.19 |
|
0.382 |
109.06 |
|
LOW |
108.63 |
|
0.618 |
107.94 |
|
1.000 |
107.51 |
|
1.618 |
106.82 |
|
2.618 |
105.70 |
|
4.250 |
103.87 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.42 |
108.87 |
| PP |
109.30 |
108.21 |
| S1 |
109.19 |
107.55 |
|