NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
109.32 |
109.38 |
0.06 |
0.1% |
106.41 |
High |
109.75 |
109.73 |
-0.02 |
0.0% |
109.18 |
Low |
108.63 |
108.65 |
0.02 |
0.0% |
103.74 |
Close |
109.53 |
109.56 |
0.03 |
0.0% |
108.94 |
Range |
1.12 |
1.08 |
-0.04 |
-3.6% |
5.44 |
ATR |
2.42 |
2.32 |
-0.10 |
-4.0% |
0.00 |
Volume |
40,587 |
31,543 |
-9,044 |
-22.3% |
181,528 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.55 |
112.14 |
110.15 |
|
R3 |
111.47 |
111.06 |
109.86 |
|
R2 |
110.39 |
110.39 |
109.76 |
|
R1 |
109.98 |
109.98 |
109.66 |
110.19 |
PP |
109.31 |
109.31 |
109.31 |
109.42 |
S1 |
108.90 |
108.90 |
109.46 |
109.11 |
S2 |
108.23 |
108.23 |
109.36 |
|
S3 |
107.15 |
107.82 |
109.26 |
|
S4 |
106.07 |
106.74 |
108.97 |
|
|
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 |
104.55 |
5.20 |
4.7% |
1.61 |
1.5% |
96% |
False |
False |
39,224 |
10 |
109.75 |
103.74 |
6.01 |
5.5% |
1.71 |
1.6% |
97% |
False |
False |
36,188 |
20 |
109.75 |
98.20 |
11.55 |
10.5% |
2.54 |
2.3% |
98% |
False |
False |
32,432 |
40 |
109.75 |
93.10 |
16.65 |
15.2% |
2.62 |
2.4% |
99% |
False |
False |
33,731 |
60 |
109.75 |
91.36 |
18.39 |
16.8% |
2.28 |
2.1% |
99% |
False |
False |
30,262 |
80 |
109.75 |
89.17 |
20.58 |
18.8% |
2.04 |
1.9% |
99% |
False |
False |
24,808 |
100 |
109.75 |
83.16 |
26.59 |
24.3% |
1.91 |
1.7% |
99% |
False |
False |
20,982 |
120 |
109.75 |
83.16 |
26.59 |
24.3% |
1.76 |
1.6% |
99% |
False |
False |
18,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.32 |
2.618 |
112.56 |
1.618 |
111.48 |
1.000 |
110.81 |
0.618 |
110.40 |
HIGH |
109.73 |
0.618 |
109.32 |
0.500 |
109.19 |
0.382 |
109.06 |
LOW |
108.65 |
0.618 |
107.98 |
1.000 |
107.57 |
1.618 |
106.90 |
2.618 |
105.82 |
4.250 |
104.06 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
109.44 |
109.22 |
PP |
109.31 |
108.88 |
S1 |
109.19 |
108.55 |
|