NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.20 |
109.93 |
0.73 |
0.7% |
114.70 |
| High |
110.02 |
111.59 |
1.57 |
1.4% |
114.70 |
| Low |
107.87 |
108.85 |
0.98 |
0.9% |
107.38 |
| Close |
109.67 |
111.12 |
1.45 |
1.3% |
111.12 |
| Range |
2.15 |
2.74 |
0.59 |
27.4% |
7.32 |
| ATR |
2.27 |
2.30 |
0.03 |
1.5% |
0.00 |
| Volume |
31,333 |
25,674 |
-5,659 |
-18.1% |
127,457 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.74 |
117.67 |
112.63 |
|
| R3 |
116.00 |
114.93 |
111.87 |
|
| R2 |
113.26 |
113.26 |
111.62 |
|
| R1 |
112.19 |
112.19 |
111.37 |
112.73 |
| PP |
110.52 |
110.52 |
110.52 |
110.79 |
| S1 |
109.45 |
109.45 |
110.87 |
109.99 |
| S2 |
107.78 |
107.78 |
110.62 |
|
| S3 |
105.04 |
106.71 |
110.37 |
|
| S4 |
102.30 |
103.97 |
109.61 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.03 |
129.39 |
115.15 |
|
| R3 |
125.71 |
122.07 |
113.13 |
|
| R2 |
118.39 |
118.39 |
112.46 |
|
| R1 |
114.75 |
114.75 |
111.79 |
112.91 |
| PP |
111.07 |
111.07 |
111.07 |
110.15 |
| S1 |
107.43 |
107.43 |
110.45 |
105.59 |
| S2 |
103.75 |
103.75 |
109.78 |
|
| S3 |
96.43 |
100.11 |
109.11 |
|
| S4 |
89.11 |
92.79 |
107.09 |
|
|
| 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 |
6.6% |
3.03 |
2.7% |
51% |
False |
False |
25,491 |
| 10 |
114.70 |
107.38 |
7.32 |
6.6% |
2.21 |
2.0% |
51% |
False |
False |
20,533 |
| 20 |
114.70 |
103.96 |
10.74 |
9.7% |
1.95 |
1.8% |
67% |
False |
False |
17,163 |
| 40 |
114.70 |
95.05 |
19.65 |
17.7% |
2.47 |
2.2% |
82% |
False |
False |
18,705 |
| 60 |
114.70 |
92.33 |
22.37 |
20.1% |
2.14 |
1.9% |
84% |
False |
False |
17,101 |
| 80 |
114.70 |
91.94 |
22.76 |
20.5% |
1.93 |
1.7% |
84% |
False |
False |
14,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.24 |
|
2.618 |
118.76 |
|
1.618 |
116.02 |
|
1.000 |
114.33 |
|
0.618 |
113.28 |
|
HIGH |
111.59 |
|
0.618 |
110.54 |
|
0.500 |
110.22 |
|
0.382 |
109.90 |
|
LOW |
108.85 |
|
0.618 |
107.16 |
|
1.000 |
106.11 |
|
1.618 |
104.42 |
|
2.618 |
101.68 |
|
4.250 |
97.21 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
110.82 |
110.58 |
| PP |
110.52 |
110.03 |
| S1 |
110.22 |
109.49 |
|