NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.76 |
108.72 |
-2.04 |
-1.8% |
109.94 |
| High |
111.84 |
109.58 |
-2.26 |
-2.0% |
114.60 |
| Low |
107.47 |
107.38 |
-0.09 |
-0.1% |
109.15 |
| Close |
108.42 |
108.96 |
0.54 |
0.5% |
114.29 |
| Range |
4.37 |
2.20 |
-2.17 |
-49.7% |
5.45 |
| ATR |
2.29 |
2.28 |
-0.01 |
-0.3% |
0.00 |
| Volume |
21,718 |
25,290 |
3,572 |
16.4% |
77,881 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.24 |
114.30 |
110.17 |
|
| R3 |
113.04 |
112.10 |
109.57 |
|
| R2 |
110.84 |
110.84 |
109.36 |
|
| R1 |
109.90 |
109.90 |
109.16 |
110.37 |
| PP |
108.64 |
108.64 |
108.64 |
108.88 |
| S1 |
107.70 |
107.70 |
108.76 |
108.17 |
| S2 |
106.44 |
106.44 |
108.56 |
|
| S3 |
104.24 |
105.50 |
108.36 |
|
| S4 |
102.04 |
103.30 |
107.75 |
|
|
| 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 |
107.38 |
7.32 |
6.7% |
2.82 |
2.6% |
22% |
False |
True |
20,753 |
| 10 |
114.70 |
106.30 |
8.40 |
7.7% |
2.08 |
1.9% |
32% |
False |
False |
18,009 |
| 20 |
114.70 |
100.29 |
14.41 |
13.2% |
2.07 |
1.9% |
60% |
False |
False |
15,521 |
| 40 |
114.70 |
94.50 |
20.20 |
18.5% |
2.41 |
2.2% |
72% |
False |
False |
17,960 |
| 60 |
114.70 |
92.33 |
22.37 |
20.5% |
2.11 |
1.9% |
74% |
False |
False |
16,333 |
| 80 |
114.70 |
90.73 |
23.97 |
22.0% |
1.89 |
1.7% |
76% |
False |
False |
13,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.93 |
|
2.618 |
115.34 |
|
1.618 |
113.14 |
|
1.000 |
111.78 |
|
0.618 |
110.94 |
|
HIGH |
109.58 |
|
0.618 |
108.74 |
|
0.500 |
108.48 |
|
0.382 |
108.22 |
|
LOW |
107.38 |
|
0.618 |
106.02 |
|
1.000 |
105.18 |
|
1.618 |
103.82 |
|
2.618 |
101.62 |
|
4.250 |
98.03 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.80 |
111.04 |
| PP |
108.64 |
110.35 |
| S1 |
108.48 |
109.65 |
|