NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.72 |
109.20 |
0.48 |
0.4% |
109.94 |
| High |
109.58 |
110.02 |
0.44 |
0.4% |
114.60 |
| Low |
107.38 |
107.87 |
0.49 |
0.5% |
109.15 |
| Close |
108.96 |
109.67 |
0.71 |
0.7% |
114.29 |
| Range |
2.20 |
2.15 |
-0.05 |
-2.3% |
5.45 |
| ATR |
2.28 |
2.27 |
-0.01 |
-0.4% |
0.00 |
| Volume |
25,290 |
31,333 |
6,043 |
23.9% |
77,881 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.64 |
114.80 |
110.85 |
|
| R3 |
113.49 |
112.65 |
110.26 |
|
| R2 |
111.34 |
111.34 |
110.06 |
|
| R1 |
110.50 |
110.50 |
109.87 |
110.92 |
| PP |
109.19 |
109.19 |
109.19 |
109.40 |
| S1 |
108.35 |
108.35 |
109.47 |
108.77 |
| S2 |
107.04 |
107.04 |
109.28 |
|
| S3 |
104.89 |
106.20 |
109.08 |
|
| S4 |
102.74 |
104.05 |
108.49 |
|
|
| 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% |
2.91 |
2.7% |
31% |
False |
False |
24,478 |
| 10 |
114.70 |
107.38 |
7.32 |
6.7% |
2.10 |
1.9% |
31% |
False |
False |
19,450 |
| 20 |
114.70 |
102.70 |
12.00 |
10.9% |
1.97 |
1.8% |
58% |
False |
False |
16,357 |
| 40 |
114.70 |
94.50 |
20.20 |
18.4% |
2.44 |
2.2% |
75% |
False |
False |
18,403 |
| 60 |
114.70 |
92.33 |
22.37 |
20.4% |
2.13 |
1.9% |
78% |
False |
False |
16,750 |
| 80 |
114.70 |
91.94 |
22.76 |
20.8% |
1.90 |
1.7% |
78% |
False |
False |
13,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.16 |
|
2.618 |
115.65 |
|
1.618 |
113.50 |
|
1.000 |
112.17 |
|
0.618 |
111.35 |
|
HIGH |
110.02 |
|
0.618 |
109.20 |
|
0.500 |
108.95 |
|
0.382 |
108.69 |
|
LOW |
107.87 |
|
0.618 |
106.54 |
|
1.000 |
105.72 |
|
1.618 |
104.39 |
|
2.618 |
102.24 |
|
4.250 |
98.73 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.43 |
109.65 |
| PP |
109.19 |
109.63 |
| S1 |
108.95 |
109.61 |
|