NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
106.30 |
108.27 |
1.97 |
1.9% |
106.98 |
| High |
108.26 |
109.47 |
1.21 |
1.1% |
109.47 |
| Low |
106.30 |
107.80 |
1.50 |
1.4% |
104.60 |
| Close |
108.18 |
109.31 |
1.13 |
1.0% |
109.31 |
| Range |
1.96 |
1.67 |
-0.29 |
-14.8% |
4.87 |
| ATR |
2.24 |
2.20 |
-0.04 |
-1.8% |
0.00 |
| Volume |
16,923 |
14,841 |
-2,082 |
-12.3% |
65,171 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.87 |
113.26 |
110.23 |
|
| R3 |
112.20 |
111.59 |
109.77 |
|
| R2 |
110.53 |
110.53 |
109.62 |
|
| R1 |
109.92 |
109.92 |
109.46 |
110.23 |
| PP |
108.86 |
108.86 |
108.86 |
109.01 |
| S1 |
108.25 |
108.25 |
109.16 |
108.56 |
| S2 |
107.19 |
107.19 |
109.00 |
|
| S3 |
105.52 |
106.58 |
108.85 |
|
| S4 |
103.85 |
104.91 |
108.39 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
120.73 |
111.99 |
|
| R3 |
117.53 |
115.86 |
110.65 |
|
| R2 |
112.66 |
112.66 |
110.20 |
|
| R1 |
110.99 |
110.99 |
109.76 |
111.83 |
| PP |
107.79 |
107.79 |
107.79 |
108.21 |
| S1 |
106.12 |
106.12 |
108.86 |
106.96 |
| S2 |
102.92 |
102.92 |
108.42 |
|
| S3 |
98.05 |
101.25 |
107.97 |
|
| S4 |
93.18 |
96.38 |
106.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.47 |
104.60 |
4.87 |
4.5% |
1.72 |
1.6% |
97% |
True |
False |
13,034 |
| 10 |
109.47 |
103.96 |
5.51 |
5.0% |
1.69 |
1.5% |
97% |
True |
False |
13,793 |
| 20 |
109.47 |
99.72 |
9.75 |
8.9% |
2.28 |
2.1% |
98% |
True |
False |
16,110 |
| 40 |
109.47 |
94.50 |
14.97 |
13.7% |
2.29 |
2.1% |
99% |
True |
False |
16,868 |
| 60 |
109.47 |
91.94 |
17.53 |
16.0% |
1.99 |
1.8% |
99% |
True |
False |
14,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.57 |
|
2.618 |
113.84 |
|
1.618 |
112.17 |
|
1.000 |
111.14 |
|
0.618 |
110.50 |
|
HIGH |
109.47 |
|
0.618 |
108.83 |
|
0.500 |
108.64 |
|
0.382 |
108.44 |
|
LOW |
107.80 |
|
0.618 |
106.77 |
|
1.000 |
106.13 |
|
1.618 |
105.10 |
|
2.618 |
103.43 |
|
4.250 |
100.70 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.09 |
108.65 |
| PP |
108.86 |
107.98 |
| S1 |
108.64 |
107.32 |
|