NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.88 |
111.89 |
3.01 |
2.8% |
114.25 |
| High |
112.09 |
112.95 |
0.86 |
0.8% |
114.50 |
| Low |
108.38 |
111.44 |
3.06 |
2.8% |
106.58 |
| Close |
111.91 |
112.75 |
0.84 |
0.8% |
110.68 |
| Range |
3.71 |
1.51 |
-2.20 |
-59.3% |
7.92 |
| ATR |
2.73 |
2.65 |
-0.09 |
-3.2% |
0.00 |
| Volume |
56,749 |
65,500 |
8,751 |
15.4% |
391,160 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.91 |
116.34 |
113.58 |
|
| R3 |
115.40 |
114.83 |
113.17 |
|
| R2 |
113.89 |
113.89 |
113.03 |
|
| R1 |
113.32 |
113.32 |
112.89 |
113.61 |
| PP |
112.38 |
112.38 |
112.38 |
112.52 |
| S1 |
111.81 |
111.81 |
112.61 |
112.10 |
| S2 |
110.87 |
110.87 |
112.47 |
|
| S3 |
109.36 |
110.30 |
112.33 |
|
| S4 |
107.85 |
108.79 |
111.92 |
|
|
| 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 |
112.95 |
106.44 |
6.51 |
5.8% |
2.81 |
2.5% |
97% |
True |
False |
53,527 |
| 10 |
114.50 |
106.44 |
8.06 |
7.1% |
3.09 |
2.7% |
78% |
False |
False |
66,535 |
| 20 |
114.50 |
103.74 |
10.76 |
9.5% |
2.40 |
2.1% |
84% |
False |
False |
52,770 |
| 40 |
114.50 |
98.20 |
16.30 |
14.5% |
2.66 |
2.4% |
89% |
False |
False |
42,219 |
| 60 |
114.50 |
92.70 |
21.80 |
19.3% |
2.55 |
2.3% |
92% |
False |
False |
39,122 |
| 80 |
114.50 |
91.28 |
23.22 |
20.6% |
2.32 |
2.1% |
92% |
False |
False |
33,432 |
| 100 |
114.50 |
85.92 |
28.58 |
25.3% |
2.09 |
1.9% |
94% |
False |
False |
28,089 |
| 120 |
114.50 |
83.16 |
31.34 |
27.8% |
1.94 |
1.7% |
94% |
False |
False |
24,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.37 |
|
2.618 |
116.90 |
|
1.618 |
115.39 |
|
1.000 |
114.46 |
|
0.618 |
113.88 |
|
HIGH |
112.95 |
|
0.618 |
112.37 |
|
0.500 |
112.20 |
|
0.382 |
112.02 |
|
LOW |
111.44 |
|
0.618 |
110.51 |
|
1.000 |
109.93 |
|
1.618 |
109.00 |
|
2.618 |
107.49 |
|
4.250 |
105.02 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.57 |
111.73 |
| PP |
112.38 |
110.71 |
| S1 |
112.20 |
109.70 |
|