NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.65 |
108.55 |
-2.10 |
-1.9% |
114.77 |
| High |
110.68 |
109.67 |
-1.01 |
-0.9% |
114.77 |
| Low |
107.85 |
106.74 |
-1.11 |
-1.0% |
107.06 |
| Close |
108.42 |
108.99 |
0.57 |
0.5% |
110.96 |
| Range |
2.83 |
2.93 |
0.10 |
3.5% |
7.71 |
| ATR |
2.51 |
2.54 |
0.03 |
1.2% |
0.00 |
| Volume |
19,412 |
20,204 |
792 |
4.1% |
163,357 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.26 |
116.05 |
110.60 |
|
| R3 |
114.33 |
113.12 |
109.80 |
|
| R2 |
111.40 |
111.40 |
109.53 |
|
| R1 |
110.19 |
110.19 |
109.26 |
110.80 |
| PP |
108.47 |
108.47 |
108.47 |
108.77 |
| S1 |
107.26 |
107.26 |
108.72 |
107.87 |
| S2 |
105.54 |
105.54 |
108.45 |
|
| S3 |
102.61 |
104.33 |
108.18 |
|
| S4 |
99.68 |
101.40 |
107.38 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.06 |
130.22 |
115.20 |
|
| R3 |
126.35 |
122.51 |
113.08 |
|
| R2 |
118.64 |
118.64 |
112.37 |
|
| R1 |
114.80 |
114.80 |
111.67 |
112.87 |
| PP |
110.93 |
110.93 |
110.93 |
109.96 |
| S1 |
107.09 |
107.09 |
110.25 |
105.16 |
| S2 |
103.22 |
103.22 |
109.55 |
|
| S3 |
95.51 |
99.38 |
108.84 |
|
| S4 |
87.80 |
91.67 |
106.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.41 |
106.74 |
4.67 |
4.3% |
2.64 |
2.4% |
48% |
False |
True |
29,573 |
| 10 |
114.77 |
106.74 |
8.03 |
7.4% |
2.82 |
2.6% |
28% |
False |
True |
27,069 |
| 20 |
114.77 |
104.02 |
10.75 |
9.9% |
2.21 |
2.0% |
46% |
False |
False |
21,195 |
| 40 |
114.77 |
98.36 |
16.41 |
15.1% |
2.55 |
2.3% |
65% |
False |
False |
21,027 |
| 60 |
114.77 |
91.88 |
22.89 |
21.0% |
2.30 |
2.1% |
75% |
False |
False |
19,600 |
| 80 |
114.77 |
91.78 |
22.99 |
21.1% |
2.07 |
1.9% |
75% |
False |
False |
16,589 |
| 100 |
114.77 |
85.65 |
29.12 |
26.7% |
1.89 |
1.7% |
80% |
False |
False |
14,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.12 |
|
2.618 |
117.34 |
|
1.618 |
114.41 |
|
1.000 |
112.60 |
|
0.618 |
111.48 |
|
HIGH |
109.67 |
|
0.618 |
108.55 |
|
0.500 |
108.21 |
|
0.382 |
107.86 |
|
LOW |
106.74 |
|
0.618 |
104.93 |
|
1.000 |
103.81 |
|
1.618 |
102.00 |
|
2.618 |
99.07 |
|
4.250 |
94.29 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.73 |
109.08 |
| PP |
108.47 |
109.05 |
| S1 |
108.21 |
109.02 |
|