NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.32 |
112.46 |
2.14 |
1.9% |
109.94 |
| High |
111.85 |
114.60 |
2.75 |
2.5% |
114.60 |
| Low |
110.15 |
112.45 |
2.30 |
2.1% |
109.15 |
| Close |
111.85 |
114.29 |
2.44 |
2.2% |
114.29 |
| Range |
1.70 |
2.15 |
0.45 |
26.5% |
5.45 |
| ATR |
1.95 |
2.00 |
0.06 |
2.9% |
0.00 |
| Volume |
12,711 |
20,607 |
7,896 |
62.1% |
77,881 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.23 |
119.41 |
115.47 |
|
| R3 |
118.08 |
117.26 |
114.88 |
|
| R2 |
115.93 |
115.93 |
114.68 |
|
| R1 |
115.11 |
115.11 |
114.49 |
115.52 |
| PP |
113.78 |
113.78 |
113.78 |
113.99 |
| S1 |
112.96 |
112.96 |
114.09 |
113.37 |
| S2 |
111.63 |
111.63 |
113.90 |
|
| S3 |
109.48 |
110.81 |
113.70 |
|
| S4 |
107.33 |
108.66 |
113.11 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.03 |
127.11 |
117.29 |
|
| R3 |
123.58 |
121.66 |
115.79 |
|
| R2 |
118.13 |
118.13 |
115.29 |
|
| R1 |
116.21 |
116.21 |
114.79 |
117.17 |
| PP |
112.68 |
112.68 |
112.68 |
113.16 |
| S1 |
110.76 |
110.76 |
113.79 |
111.72 |
| S2 |
107.23 |
107.23 |
113.29 |
|
| S3 |
101.78 |
105.31 |
112.79 |
|
| S4 |
96.33 |
99.86 |
111.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.60 |
109.15 |
5.45 |
4.8% |
1.38 |
1.2% |
94% |
True |
False |
15,576 |
| 10 |
114.60 |
104.60 |
10.00 |
8.7% |
1.55 |
1.4% |
97% |
True |
False |
14,305 |
| 20 |
114.60 |
99.72 |
14.88 |
13.0% |
2.01 |
1.8% |
98% |
True |
False |
14,206 |
| 40 |
114.60 |
94.50 |
20.10 |
17.6% |
2.29 |
2.0% |
98% |
True |
False |
17,268 |
| 60 |
114.60 |
92.33 |
22.27 |
19.5% |
1.98 |
1.7% |
99% |
True |
False |
15,550 |
| 80 |
114.60 |
89.83 |
24.77 |
21.7% |
1.80 |
1.6% |
99% |
True |
False |
12,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.74 |
|
2.618 |
120.23 |
|
1.618 |
118.08 |
|
1.000 |
116.75 |
|
0.618 |
115.93 |
|
HIGH |
114.60 |
|
0.618 |
113.78 |
|
0.500 |
113.53 |
|
0.382 |
113.27 |
|
LOW |
112.45 |
|
0.618 |
111.12 |
|
1.000 |
110.30 |
|
1.618 |
108.97 |
|
2.618 |
106.82 |
|
4.250 |
103.31 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
114.04 |
113.58 |
| PP |
113.78 |
112.87 |
| S1 |
113.53 |
112.17 |
|