NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.93 |
110.32 |
0.39 |
0.4% |
106.98 |
| High |
110.90 |
111.85 |
0.95 |
0.9% |
109.47 |
| Low |
109.73 |
110.15 |
0.42 |
0.4% |
104.60 |
| Close |
110.61 |
111.85 |
1.24 |
1.1% |
109.31 |
| Range |
1.17 |
1.70 |
0.53 |
45.3% |
4.87 |
| ATR |
1.97 |
1.95 |
-0.02 |
-1.0% |
0.00 |
| Volume |
15,205 |
12,711 |
-2,494 |
-16.4% |
65,171 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.38 |
115.82 |
112.79 |
|
| R3 |
114.68 |
114.12 |
112.32 |
|
| R2 |
112.98 |
112.98 |
112.16 |
|
| R1 |
112.42 |
112.42 |
112.01 |
112.70 |
| PP |
111.28 |
111.28 |
111.28 |
111.43 |
| S1 |
110.72 |
110.72 |
111.69 |
111.00 |
| S2 |
109.58 |
109.58 |
111.54 |
|
| S3 |
107.88 |
109.02 |
111.38 |
|
| S4 |
106.18 |
107.32 |
110.92 |
|
|
| 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 |
111.85 |
107.80 |
4.05 |
3.6% |
1.28 |
1.1% |
100% |
True |
False |
14,423 |
| 10 |
111.85 |
104.60 |
7.25 |
6.5% |
1.45 |
1.3% |
100% |
True |
False |
14,467 |
| 20 |
111.85 |
99.72 |
12.13 |
10.8% |
2.05 |
1.8% |
100% |
True |
False |
14,006 |
| 40 |
111.85 |
94.50 |
17.35 |
15.5% |
2.26 |
2.0% |
100% |
True |
False |
17,036 |
| 60 |
111.85 |
92.33 |
19.52 |
17.5% |
1.96 |
1.8% |
100% |
True |
False |
15,322 |
| 80 |
111.85 |
89.83 |
22.02 |
19.7% |
1.78 |
1.6% |
100% |
True |
False |
12,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.08 |
|
2.618 |
116.30 |
|
1.618 |
114.60 |
|
1.000 |
113.55 |
|
0.618 |
112.90 |
|
HIGH |
111.85 |
|
0.618 |
111.20 |
|
0.500 |
111.00 |
|
0.382 |
110.80 |
|
LOW |
110.15 |
|
0.618 |
109.10 |
|
1.000 |
108.45 |
|
1.618 |
107.40 |
|
2.618 |
105.70 |
|
4.250 |
102.93 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.57 |
111.44 |
| PP |
111.28 |
111.03 |
| S1 |
111.00 |
110.63 |
|