NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.93 |
110.55 |
0.62 |
0.6% |
114.70 |
| High |
111.59 |
110.61 |
-0.98 |
-0.9% |
114.70 |
| Low |
108.85 |
108.04 |
-0.81 |
-0.7% |
107.38 |
| Close |
111.12 |
108.56 |
-2.56 |
-2.3% |
111.12 |
| Range |
2.74 |
2.57 |
-0.17 |
-6.2% |
7.32 |
| ATR |
2.30 |
2.36 |
0.06 |
2.4% |
0.00 |
| Volume |
25,674 |
17,042 |
-8,632 |
-33.6% |
127,457 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.78 |
115.24 |
109.97 |
|
| R3 |
114.21 |
112.67 |
109.27 |
|
| R2 |
111.64 |
111.64 |
109.03 |
|
| R1 |
110.10 |
110.10 |
108.80 |
109.59 |
| PP |
109.07 |
109.07 |
109.07 |
108.81 |
| S1 |
107.53 |
107.53 |
108.32 |
107.02 |
| S2 |
106.50 |
106.50 |
108.09 |
|
| S3 |
103.93 |
104.96 |
107.85 |
|
| S4 |
101.36 |
102.39 |
107.15 |
|
|
| 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 |
111.84 |
107.38 |
4.46 |
4.1% |
2.81 |
2.6% |
26% |
False |
False |
24,211 |
| 10 |
114.70 |
107.38 |
7.32 |
6.7% |
2.36 |
2.2% |
16% |
False |
False |
20,547 |
| 20 |
114.70 |
103.96 |
10.74 |
9.9% |
2.01 |
1.8% |
43% |
False |
False |
17,404 |
| 40 |
114.70 |
96.58 |
18.12 |
16.7% |
2.49 |
2.3% |
66% |
False |
False |
18,653 |
| 60 |
114.70 |
92.33 |
22.37 |
20.6% |
2.17 |
2.0% |
73% |
False |
False |
17,211 |
| 80 |
114.70 |
91.94 |
22.76 |
21.0% |
1.96 |
1.8% |
73% |
False |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.53 |
|
2.618 |
117.34 |
|
1.618 |
114.77 |
|
1.000 |
113.18 |
|
0.618 |
112.20 |
|
HIGH |
110.61 |
|
0.618 |
109.63 |
|
0.500 |
109.33 |
|
0.382 |
109.02 |
|
LOW |
108.04 |
|
0.618 |
106.45 |
|
1.000 |
105.47 |
|
1.618 |
103.88 |
|
2.618 |
101.31 |
|
4.250 |
97.12 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.33 |
109.73 |
| PP |
109.07 |
109.34 |
| S1 |
108.82 |
108.95 |
|