NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.70 |
110.76 |
-3.94 |
-3.4% |
109.94 |
| High |
114.70 |
111.84 |
-2.86 |
-2.5% |
114.60 |
| Low |
111.00 |
107.47 |
-3.53 |
-3.2% |
109.15 |
| Close |
111.77 |
108.42 |
-3.35 |
-3.0% |
114.29 |
| Range |
3.70 |
4.37 |
0.67 |
18.1% |
5.45 |
| ATR |
2.13 |
2.29 |
0.16 |
7.5% |
0.00 |
| Volume |
23,442 |
21,718 |
-1,724 |
-7.4% |
77,881 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.35 |
119.76 |
110.82 |
|
| R3 |
117.98 |
115.39 |
109.62 |
|
| R2 |
113.61 |
113.61 |
109.22 |
|
| R1 |
111.02 |
111.02 |
108.82 |
110.13 |
| PP |
109.24 |
109.24 |
109.24 |
108.80 |
| S1 |
106.65 |
106.65 |
108.02 |
105.76 |
| S2 |
104.87 |
104.87 |
107.62 |
|
| S3 |
100.50 |
102.28 |
107.22 |
|
| S4 |
96.13 |
97.91 |
106.02 |
|
|
| 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 |
107.47 |
7.23 |
6.7% |
2.62 |
2.4% |
13% |
False |
True |
18,736 |
| 10 |
114.70 |
105.17 |
9.53 |
8.8% |
1.99 |
1.8% |
34% |
False |
False |
16,835 |
| 20 |
114.70 |
99.97 |
14.73 |
13.6% |
2.08 |
1.9% |
57% |
False |
False |
15,176 |
| 40 |
114.70 |
94.50 |
20.20 |
18.6% |
2.42 |
2.2% |
69% |
False |
False |
17,642 |
| 60 |
114.70 |
92.33 |
22.37 |
20.6% |
2.09 |
1.9% |
72% |
False |
False |
16,009 |
| 80 |
114.70 |
90.73 |
23.97 |
22.1% |
1.87 |
1.7% |
74% |
False |
False |
13,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.41 |
|
2.618 |
123.28 |
|
1.618 |
118.91 |
|
1.000 |
116.21 |
|
0.618 |
114.54 |
|
HIGH |
111.84 |
|
0.618 |
110.17 |
|
0.500 |
109.66 |
|
0.382 |
109.14 |
|
LOW |
107.47 |
|
0.618 |
104.77 |
|
1.000 |
103.10 |
|
1.618 |
100.40 |
|
2.618 |
96.03 |
|
4.250 |
88.90 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.66 |
111.09 |
| PP |
109.24 |
110.20 |
| S1 |
108.83 |
109.31 |
|