NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.94 |
109.80 |
-0.14 |
-0.1% |
106.98 |
| High |
110.15 |
110.27 |
0.12 |
0.1% |
109.47 |
| Low |
109.15 |
109.40 |
0.25 |
0.2% |
104.60 |
| Close |
110.03 |
110.15 |
0.12 |
0.1% |
109.31 |
| Range |
1.00 |
0.87 |
-0.13 |
-13.0% |
4.87 |
| ATR |
2.12 |
2.03 |
-0.09 |
-4.2% |
0.00 |
| Volume |
16,902 |
12,456 |
-4,446 |
-26.3% |
65,171 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.55 |
112.22 |
110.63 |
|
| R3 |
111.68 |
111.35 |
110.39 |
|
| R2 |
110.81 |
110.81 |
110.31 |
|
| R1 |
110.48 |
110.48 |
110.23 |
110.65 |
| PP |
109.94 |
109.94 |
109.94 |
110.02 |
| S1 |
109.61 |
109.61 |
110.07 |
109.78 |
| S2 |
109.07 |
109.07 |
109.99 |
|
| S3 |
108.20 |
108.74 |
109.91 |
|
| S4 |
107.33 |
107.87 |
109.67 |
|
|
| 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 |
110.27 |
105.17 |
5.10 |
4.6% |
1.36 |
1.2% |
98% |
True |
False |
14,934 |
| 10 |
110.27 |
104.60 |
5.67 |
5.1% |
1.46 |
1.3% |
98% |
True |
False |
14,615 |
| 20 |
110.27 |
99.72 |
10.55 |
9.6% |
2.15 |
2.0% |
99% |
True |
False |
14,697 |
| 40 |
110.27 |
94.50 |
15.77 |
14.3% |
2.26 |
2.1% |
99% |
True |
False |
16,918 |
| 60 |
110.27 |
92.33 |
17.94 |
16.3% |
1.97 |
1.8% |
99% |
True |
False |
15,135 |
| 80 |
110.27 |
89.83 |
20.44 |
18.6% |
1.76 |
1.6% |
99% |
True |
False |
12,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.97 |
|
2.618 |
112.55 |
|
1.618 |
111.68 |
|
1.000 |
111.14 |
|
0.618 |
110.81 |
|
HIGH |
110.27 |
|
0.618 |
109.94 |
|
0.500 |
109.84 |
|
0.382 |
109.73 |
|
LOW |
109.40 |
|
0.618 |
108.86 |
|
1.000 |
108.53 |
|
1.618 |
107.99 |
|
2.618 |
107.12 |
|
4.250 |
105.70 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.05 |
109.78 |
| PP |
109.94 |
109.41 |
| S1 |
109.84 |
109.04 |
|