NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.49 |
109.65 |
1.16 |
1.1% |
114.25 |
| High |
109.59 |
111.13 |
1.54 |
1.4% |
114.50 |
| Low |
107.00 |
108.26 |
1.26 |
1.2% |
106.58 |
| Close |
109.19 |
110.68 |
1.49 |
1.4% |
110.68 |
| Range |
2.59 |
2.87 |
0.28 |
10.8% |
7.92 |
| ATR |
2.57 |
2.59 |
0.02 |
0.8% |
0.00 |
| Volume |
108,996 |
58,228 |
-50,768 |
-46.6% |
391,160 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.63 |
117.53 |
112.26 |
|
| R3 |
115.76 |
114.66 |
111.47 |
|
| R2 |
112.89 |
112.89 |
111.21 |
|
| R1 |
111.79 |
111.79 |
110.94 |
112.34 |
| PP |
110.02 |
110.02 |
110.02 |
110.30 |
| S1 |
108.92 |
108.92 |
110.42 |
109.47 |
| S2 |
107.15 |
107.15 |
110.15 |
|
| S3 |
104.28 |
106.05 |
109.89 |
|
| S4 |
101.41 |
103.18 |
109.10 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.35 |
130.43 |
115.04 |
|
| R3 |
126.43 |
122.51 |
112.86 |
|
| R2 |
118.51 |
118.51 |
112.13 |
|
| R1 |
114.59 |
114.59 |
111.41 |
112.59 |
| PP |
110.59 |
110.59 |
110.59 |
109.59 |
| S1 |
106.67 |
106.67 |
109.95 |
104.67 |
| S2 |
102.67 |
102.67 |
109.23 |
|
| S3 |
94.75 |
98.75 |
108.50 |
|
| S4 |
86.83 |
90.83 |
106.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.50 |
106.58 |
7.92 |
7.2% |
3.32 |
3.0% |
52% |
False |
False |
78,232 |
| 10 |
114.50 |
106.58 |
7.92 |
7.2% |
2.53 |
2.3% |
52% |
False |
False |
62,359 |
| 20 |
114.50 |
103.29 |
11.21 |
10.1% |
2.23 |
2.0% |
66% |
False |
False |
47,531 |
| 40 |
114.50 |
93.64 |
20.86 |
18.8% |
2.87 |
2.6% |
82% |
False |
False |
41,972 |
| 60 |
114.50 |
91.36 |
23.14 |
20.9% |
2.47 |
2.2% |
83% |
False |
False |
37,126 |
| 80 |
114.50 |
91.28 |
23.22 |
21.0% |
2.22 |
2.0% |
84% |
False |
False |
31,027 |
| 100 |
114.50 |
83.16 |
31.34 |
28.3% |
2.04 |
1.8% |
88% |
False |
False |
26,119 |
| 120 |
114.50 |
83.16 |
31.34 |
28.3% |
1.86 |
1.7% |
88% |
False |
False |
22,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.33 |
|
2.618 |
118.64 |
|
1.618 |
115.77 |
|
1.000 |
114.00 |
|
0.618 |
112.90 |
|
HIGH |
111.13 |
|
0.618 |
110.03 |
|
0.500 |
109.70 |
|
0.382 |
109.36 |
|
LOW |
108.26 |
|
0.618 |
106.49 |
|
1.000 |
105.39 |
|
1.618 |
103.62 |
|
2.618 |
100.75 |
|
4.250 |
96.06 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.35 |
110.07 |
| PP |
110.02 |
109.46 |
| S1 |
109.70 |
108.86 |
|