NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.80 |
109.93 |
0.13 |
0.1% |
106.98 |
| High |
110.27 |
110.90 |
0.63 |
0.6% |
109.47 |
| Low |
109.40 |
109.73 |
0.33 |
0.3% |
104.60 |
| Close |
110.15 |
110.61 |
0.46 |
0.4% |
109.31 |
| Range |
0.87 |
1.17 |
0.30 |
34.5% |
4.87 |
| ATR |
2.03 |
1.97 |
-0.06 |
-3.0% |
0.00 |
| Volume |
12,456 |
15,205 |
2,749 |
22.1% |
65,171 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.92 |
113.44 |
111.25 |
|
| R3 |
112.75 |
112.27 |
110.93 |
|
| R2 |
111.58 |
111.58 |
110.82 |
|
| R1 |
111.10 |
111.10 |
110.72 |
111.34 |
| PP |
110.41 |
110.41 |
110.41 |
110.54 |
| S1 |
109.93 |
109.93 |
110.50 |
110.17 |
| S2 |
109.24 |
109.24 |
110.40 |
|
| S3 |
108.07 |
108.76 |
110.29 |
|
| S4 |
106.90 |
107.59 |
109.97 |
|
|
| 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 |
110.90 |
106.30 |
4.60 |
4.2% |
1.33 |
1.2% |
94% |
True |
False |
15,265 |
| 10 |
110.90 |
104.60 |
6.30 |
5.7% |
1.41 |
1.3% |
95% |
True |
False |
14,807 |
| 20 |
110.90 |
99.72 |
11.18 |
10.1% |
2.14 |
1.9% |
97% |
True |
False |
14,316 |
| 40 |
110.90 |
94.50 |
16.40 |
14.8% |
2.24 |
2.0% |
98% |
True |
False |
17,100 |
| 60 |
110.90 |
92.33 |
18.57 |
16.8% |
1.97 |
1.8% |
98% |
True |
False |
15,267 |
| 80 |
110.90 |
89.83 |
21.07 |
19.0% |
1.77 |
1.6% |
99% |
True |
False |
12,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.87 |
|
2.618 |
113.96 |
|
1.618 |
112.79 |
|
1.000 |
112.07 |
|
0.618 |
111.62 |
|
HIGH |
110.90 |
|
0.618 |
110.45 |
|
0.500 |
110.32 |
|
0.382 |
110.18 |
|
LOW |
109.73 |
|
0.618 |
109.01 |
|
1.000 |
108.56 |
|
1.618 |
107.84 |
|
2.618 |
106.67 |
|
4.250 |
104.76 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.51 |
110.42 |
| PP |
110.41 |
110.22 |
| S1 |
110.32 |
110.03 |
|