NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
112.46 |
114.70 |
2.24 |
2.0% |
109.94 |
| High |
114.60 |
114.70 |
0.10 |
0.1% |
114.60 |
| Low |
112.45 |
111.00 |
-1.45 |
-1.3% |
109.15 |
| Close |
114.29 |
111.77 |
-2.52 |
-2.2% |
114.29 |
| Range |
2.15 |
3.70 |
1.55 |
72.1% |
5.45 |
| ATR |
2.00 |
2.13 |
0.12 |
6.0% |
0.00 |
| Volume |
20,607 |
23,442 |
2,835 |
13.8% |
77,881 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.59 |
121.38 |
113.81 |
|
| R3 |
119.89 |
117.68 |
112.79 |
|
| R2 |
116.19 |
116.19 |
112.45 |
|
| R1 |
113.98 |
113.98 |
112.11 |
113.24 |
| PP |
112.49 |
112.49 |
112.49 |
112.12 |
| S1 |
110.28 |
110.28 |
111.43 |
109.54 |
| S2 |
108.79 |
108.79 |
111.09 |
|
| S3 |
105.09 |
106.58 |
110.75 |
|
| S4 |
101.39 |
102.88 |
109.74 |
|
|
| 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 |
114.70 |
109.40 |
5.30 |
4.7% |
1.92 |
1.7% |
45% |
True |
False |
16,884 |
| 10 |
114.70 |
104.60 |
10.10 |
9.0% |
1.73 |
1.6% |
71% |
True |
False |
15,536 |
| 20 |
114.70 |
99.72 |
14.98 |
13.4% |
2.08 |
1.9% |
80% |
True |
False |
14,573 |
| 40 |
114.70 |
94.50 |
20.20 |
18.1% |
2.35 |
2.1% |
85% |
True |
False |
17,379 |
| 60 |
114.70 |
92.33 |
22.37 |
20.0% |
2.03 |
1.8% |
87% |
True |
False |
15,789 |
| 80 |
114.70 |
90.73 |
23.97 |
21.4% |
1.82 |
1.6% |
88% |
True |
False |
13,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.43 |
|
2.618 |
124.39 |
|
1.618 |
120.69 |
|
1.000 |
118.40 |
|
0.618 |
116.99 |
|
HIGH |
114.70 |
|
0.618 |
113.29 |
|
0.500 |
112.85 |
|
0.382 |
112.41 |
|
LOW |
111.00 |
|
0.618 |
108.71 |
|
1.000 |
107.30 |
|
1.618 |
105.01 |
|
2.618 |
101.31 |
|
4.250 |
95.28 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.85 |
112.43 |
| PP |
112.49 |
112.21 |
| S1 |
112.13 |
111.99 |
|