NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.55 |
108.65 |
0.10 |
0.1% |
114.77 |
| High |
109.67 |
112.30 |
2.63 |
2.4% |
114.77 |
| Low |
106.74 |
108.65 |
1.91 |
1.8% |
107.06 |
| Close |
108.99 |
112.17 |
3.18 |
2.9% |
110.96 |
| Range |
2.93 |
3.65 |
0.72 |
24.6% |
7.71 |
| ATR |
2.54 |
2.62 |
0.08 |
3.1% |
0.00 |
| Volume |
20,204 |
29,350 |
9,146 |
45.3% |
163,357 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.99 |
120.73 |
114.18 |
|
| R3 |
118.34 |
117.08 |
113.17 |
|
| R2 |
114.69 |
114.69 |
112.84 |
|
| R1 |
113.43 |
113.43 |
112.50 |
114.06 |
| PP |
111.04 |
111.04 |
111.04 |
111.36 |
| S1 |
109.78 |
109.78 |
111.84 |
110.41 |
| S2 |
107.39 |
107.39 |
111.50 |
|
| S3 |
103.74 |
106.13 |
111.17 |
|
| S4 |
100.09 |
102.48 |
110.16 |
|
|
| 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 |
112.30 |
106.74 |
5.56 |
5.0% |
2.94 |
2.6% |
98% |
True |
False |
28,779 |
| 10 |
114.77 |
106.74 |
8.03 |
7.2% |
3.07 |
2.7% |
68% |
False |
False |
28,005 |
| 20 |
114.77 |
104.02 |
10.75 |
9.6% |
2.31 |
2.1% |
76% |
False |
False |
21,928 |
| 40 |
114.77 |
98.51 |
16.26 |
14.5% |
2.54 |
2.3% |
84% |
False |
False |
20,877 |
| 60 |
114.77 |
92.09 |
22.68 |
20.2% |
2.34 |
2.1% |
89% |
False |
False |
19,824 |
| 80 |
114.77 |
91.78 |
22.99 |
20.5% |
2.11 |
1.9% |
89% |
False |
False |
16,912 |
| 100 |
114.77 |
86.20 |
28.57 |
25.5% |
1.91 |
1.7% |
91% |
False |
False |
14,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.81 |
|
2.618 |
121.86 |
|
1.618 |
118.21 |
|
1.000 |
115.95 |
|
0.618 |
114.56 |
|
HIGH |
112.30 |
|
0.618 |
110.91 |
|
0.500 |
110.48 |
|
0.382 |
110.04 |
|
LOW |
108.65 |
|
0.618 |
106.39 |
|
1.000 |
105.00 |
|
1.618 |
102.74 |
|
2.618 |
99.09 |
|
4.250 |
93.14 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.61 |
111.29 |
| PP |
111.04 |
110.40 |
| S1 |
110.48 |
109.52 |
|