NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.24 |
114.25 |
3.01 |
2.7% |
109.32 |
| High |
114.23 |
114.50 |
0.27 |
0.2% |
114.23 |
| Low |
111.12 |
110.14 |
-0.98 |
-0.9% |
108.63 |
| Close |
113.86 |
111.17 |
-2.69 |
-2.4% |
113.86 |
| Range |
3.11 |
4.36 |
1.25 |
40.2% |
5.60 |
| ATR |
2.30 |
2.45 |
0.15 |
6.4% |
0.00 |
| Volume |
64,781 |
65,747 |
966 |
1.5% |
232,432 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.02 |
122.45 |
113.57 |
|
| R3 |
120.66 |
118.09 |
112.37 |
|
| R2 |
116.30 |
116.30 |
111.97 |
|
| R1 |
113.73 |
113.73 |
111.57 |
112.84 |
| PP |
111.94 |
111.94 |
111.94 |
111.49 |
| S1 |
109.37 |
109.37 |
110.77 |
108.48 |
| S2 |
107.58 |
107.58 |
110.37 |
|
| S3 |
103.22 |
105.01 |
109.97 |
|
| S4 |
98.86 |
100.65 |
108.77 |
|
|
| 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 |
114.50 |
108.65 |
5.85 |
5.3% |
2.38 |
2.1% |
43% |
True |
False |
51,518 |
| 10 |
114.50 |
103.74 |
10.76 |
9.7% |
2.11 |
1.9% |
69% |
True |
False |
44,797 |
| 20 |
114.50 |
98.20 |
16.30 |
14.7% |
2.47 |
2.2% |
80% |
True |
False |
36,061 |
| 40 |
114.50 |
93.10 |
21.40 |
19.2% |
2.74 |
2.5% |
84% |
True |
False |
36,531 |
| 60 |
114.50 |
91.36 |
23.14 |
20.8% |
2.36 |
2.1% |
86% |
True |
False |
32,703 |
| 80 |
114.50 |
90.36 |
24.14 |
21.7% |
2.11 |
1.9% |
86% |
True |
False |
27,334 |
| 100 |
114.50 |
83.16 |
31.34 |
28.2% |
1.96 |
1.8% |
89% |
True |
False |
23,065 |
| 120 |
114.50 |
83.16 |
31.34 |
28.2% |
1.79 |
1.6% |
89% |
True |
False |
19,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.03 |
|
2.618 |
125.91 |
|
1.618 |
121.55 |
|
1.000 |
118.86 |
|
0.618 |
117.19 |
|
HIGH |
114.50 |
|
0.618 |
112.83 |
|
0.500 |
112.32 |
|
0.382 |
111.81 |
|
LOW |
110.14 |
|
0.618 |
107.45 |
|
1.000 |
105.78 |
|
1.618 |
103.09 |
|
2.618 |
98.73 |
|
4.250 |
91.61 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.32 |
112.00 |
| PP |
111.94 |
111.72 |
| S1 |
111.55 |
111.45 |
|