NYMEX Light Sweet Crude Oil Future August 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 |
108.65 |
112.30 |
3.65 |
3.4% |
114.77 |
| High |
112.30 |
113.21 |
0.91 |
0.8% |
114.77 |
| Low |
108.65 |
111.71 |
3.06 |
2.8% |
107.06 |
| Close |
112.17 |
113.02 |
0.85 |
0.8% |
110.96 |
| Range |
3.65 |
1.50 |
-2.15 |
-58.9% |
7.71 |
| ATR |
2.62 |
2.54 |
-0.08 |
-3.1% |
0.00 |
| Volume |
29,350 |
28,013 |
-1,337 |
-4.6% |
163,357 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
116.58 |
113.85 |
|
| R3 |
115.65 |
115.08 |
113.43 |
|
| R2 |
114.15 |
114.15 |
113.30 |
|
| R1 |
113.58 |
113.58 |
113.16 |
113.87 |
| PP |
112.65 |
112.65 |
112.65 |
112.79 |
| S1 |
112.08 |
112.08 |
112.88 |
112.37 |
| S2 |
111.15 |
111.15 |
112.75 |
|
| S3 |
109.65 |
110.58 |
112.61 |
|
| S4 |
108.15 |
109.08 |
112.20 |
|
|
| 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 |
113.21 |
106.74 |
6.47 |
5.7% |
2.75 |
2.4% |
97% |
True |
False |
25,312 |
| 10 |
114.77 |
106.74 |
8.03 |
7.1% |
3.03 |
2.7% |
78% |
False |
False |
28,789 |
| 20 |
114.77 |
104.02 |
10.75 |
9.5% |
2.32 |
2.0% |
84% |
False |
False |
22,498 |
| 40 |
114.77 |
98.51 |
16.26 |
14.4% |
2.44 |
2.2% |
89% |
False |
False |
20,464 |
| 60 |
114.77 |
93.40 |
21.37 |
18.9% |
2.33 |
2.1% |
92% |
False |
False |
20,099 |
| 80 |
114.77 |
91.78 |
22.99 |
20.3% |
2.12 |
1.9% |
92% |
False |
False |
17,235 |
| 100 |
114.77 |
86.20 |
28.57 |
25.3% |
1.91 |
1.7% |
94% |
False |
False |
14,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.59 |
|
2.618 |
117.14 |
|
1.618 |
115.64 |
|
1.000 |
114.71 |
|
0.618 |
114.14 |
|
HIGH |
113.21 |
|
0.618 |
112.64 |
|
0.500 |
112.46 |
|
0.382 |
112.28 |
|
LOW |
111.71 |
|
0.618 |
110.78 |
|
1.000 |
110.21 |
|
1.618 |
109.28 |
|
2.618 |
107.78 |
|
4.250 |
105.34 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.83 |
112.01 |
| PP |
112.65 |
110.99 |
| S1 |
112.46 |
109.98 |
|