NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.79 |
111.24 |
1.45 |
1.3% |
109.32 |
| High |
111.48 |
114.23 |
2.75 |
2.5% |
114.23 |
| Low |
109.49 |
111.12 |
1.63 |
1.5% |
108.63 |
| Close |
111.37 |
113.86 |
2.49 |
2.2% |
113.86 |
| Range |
1.99 |
3.11 |
1.12 |
56.3% |
5.60 |
| ATR |
2.24 |
2.30 |
0.06 |
2.8% |
0.00 |
| Volume |
54,678 |
64,781 |
10,103 |
18.5% |
232,432 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
121.24 |
115.57 |
|
| R3 |
119.29 |
118.13 |
114.72 |
|
| R2 |
116.18 |
116.18 |
114.43 |
|
| R1 |
115.02 |
115.02 |
114.15 |
115.60 |
| PP |
113.07 |
113.07 |
113.07 |
113.36 |
| S1 |
111.91 |
111.91 |
113.57 |
112.49 |
| S2 |
109.96 |
109.96 |
113.29 |
|
| S3 |
106.85 |
108.80 |
113.00 |
|
| S4 |
103.74 |
105.69 |
112.15 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.04 |
127.05 |
116.94 |
|
| R3 |
123.44 |
121.45 |
115.40 |
|
| R2 |
117.84 |
117.84 |
114.89 |
|
| R1 |
115.85 |
115.85 |
114.37 |
116.85 |
| PP |
112.24 |
112.24 |
112.24 |
112.74 |
| S1 |
110.25 |
110.25 |
113.35 |
111.25 |
| S2 |
106.64 |
106.64 |
112.83 |
|
| S3 |
101.04 |
104.65 |
112.32 |
|
| S4 |
95.44 |
99.05 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.23 |
108.63 |
5.60 |
4.9% |
1.73 |
1.5% |
93% |
True |
False |
46,486 |
| 10 |
114.23 |
103.74 |
10.49 |
9.2% |
1.88 |
1.6% |
96% |
True |
False |
41,396 |
| 20 |
114.23 |
98.20 |
16.03 |
14.1% |
2.38 |
2.1% |
98% |
True |
False |
34,325 |
| 40 |
114.23 |
93.10 |
21.13 |
18.6% |
2.67 |
2.3% |
98% |
True |
False |
35,689 |
| 60 |
114.23 |
91.36 |
22.87 |
20.1% |
2.31 |
2.0% |
98% |
True |
False |
31,927 |
| 80 |
114.23 |
89.63 |
24.60 |
21.6% |
2.08 |
1.8% |
98% |
True |
False |
26,583 |
| 100 |
114.23 |
83.16 |
31.07 |
27.3% |
1.94 |
1.7% |
99% |
True |
False |
22,421 |
| 120 |
114.23 |
83.16 |
31.07 |
27.3% |
1.77 |
1.6% |
99% |
True |
False |
19,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.45 |
|
2.618 |
122.37 |
|
1.618 |
119.26 |
|
1.000 |
117.34 |
|
0.618 |
116.15 |
|
HIGH |
114.23 |
|
0.618 |
113.04 |
|
0.500 |
112.68 |
|
0.382 |
112.31 |
|
LOW |
111.12 |
|
0.618 |
109.20 |
|
1.000 |
108.01 |
|
1.618 |
106.09 |
|
2.618 |
102.98 |
|
4.250 |
97.90 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
113.47 |
113.11 |
| PP |
113.07 |
112.36 |
| S1 |
112.68 |
111.61 |
|