NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.65 |
110.46 |
0.81 |
0.7% |
114.25 |
| High |
111.13 |
110.48 |
-0.65 |
-0.6% |
114.50 |
| Low |
108.26 |
107.57 |
-0.69 |
-0.6% |
106.58 |
| Close |
110.68 |
108.15 |
-2.53 |
-2.3% |
110.68 |
| Range |
2.87 |
2.91 |
0.04 |
1.4% |
7.92 |
| ATR |
2.59 |
2.63 |
0.04 |
1.4% |
0.00 |
| Volume |
58,228 |
46,822 |
-11,406 |
-19.6% |
391,160 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.46 |
115.72 |
109.75 |
|
| R3 |
114.55 |
112.81 |
108.95 |
|
| R2 |
111.64 |
111.64 |
108.68 |
|
| R1 |
109.90 |
109.90 |
108.42 |
109.32 |
| PP |
108.73 |
108.73 |
108.73 |
108.44 |
| S1 |
106.99 |
106.99 |
107.88 |
106.41 |
| S2 |
105.82 |
105.82 |
107.62 |
|
| S3 |
102.91 |
104.08 |
107.35 |
|
| S4 |
100.00 |
101.17 |
106.55 |
|
|
| 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 |
111.42 |
106.58 |
4.84 |
4.5% |
3.03 |
2.8% |
32% |
False |
False |
74,447 |
| 10 |
114.50 |
106.58 |
7.92 |
7.3% |
2.71 |
2.5% |
20% |
False |
False |
62,982 |
| 20 |
114.50 |
103.29 |
11.21 |
10.4% |
2.30 |
2.1% |
43% |
False |
False |
48,855 |
| 40 |
114.50 |
94.90 |
19.60 |
18.1% |
2.90 |
2.7% |
68% |
False |
False |
42,077 |
| 60 |
114.50 |
91.36 |
23.14 |
21.4% |
2.50 |
2.3% |
73% |
False |
False |
37,564 |
| 80 |
114.50 |
91.28 |
23.22 |
21.5% |
2.25 |
2.1% |
73% |
False |
False |
31,564 |
| 100 |
114.50 |
83.95 |
30.55 |
28.2% |
2.06 |
1.9% |
79% |
False |
False |
26,553 |
| 120 |
114.50 |
83.16 |
31.34 |
29.0% |
1.88 |
1.7% |
80% |
False |
False |
22,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.85 |
|
2.618 |
118.10 |
|
1.618 |
115.19 |
|
1.000 |
113.39 |
|
0.618 |
112.28 |
|
HIGH |
110.48 |
|
0.618 |
109.37 |
|
0.500 |
109.03 |
|
0.382 |
108.68 |
|
LOW |
107.57 |
|
0.618 |
105.77 |
|
1.000 |
104.66 |
|
1.618 |
102.86 |
|
2.618 |
99.95 |
|
4.250 |
95.20 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.03 |
109.07 |
| PP |
108.73 |
108.76 |
| S1 |
108.44 |
108.46 |
|