NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.55 |
108.58 |
-1.97 |
-1.8% |
114.70 |
| High |
110.61 |
109.73 |
-0.88 |
-0.8% |
114.70 |
| Low |
108.04 |
106.88 |
-1.16 |
-1.1% |
107.38 |
| Close |
108.56 |
109.11 |
0.55 |
0.5% |
111.12 |
| Range |
2.57 |
2.85 |
0.28 |
10.9% |
7.32 |
| ATR |
2.36 |
2.39 |
0.04 |
1.5% |
0.00 |
| Volume |
17,042 |
18,871 |
1,829 |
10.7% |
127,457 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.12 |
115.97 |
110.68 |
|
| R3 |
114.27 |
113.12 |
109.89 |
|
| R2 |
111.42 |
111.42 |
109.63 |
|
| R1 |
110.27 |
110.27 |
109.37 |
110.85 |
| PP |
108.57 |
108.57 |
108.57 |
108.86 |
| S1 |
107.42 |
107.42 |
108.85 |
108.00 |
| S2 |
105.72 |
105.72 |
108.59 |
|
| S3 |
102.87 |
104.57 |
108.33 |
|
| S4 |
100.02 |
101.72 |
107.54 |
|
|
| 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 |
111.59 |
106.88 |
4.71 |
4.3% |
2.50 |
2.3% |
47% |
False |
True |
23,642 |
| 10 |
114.70 |
106.88 |
7.82 |
7.2% |
2.56 |
2.3% |
29% |
False |
True |
21,189 |
| 20 |
114.70 |
104.60 |
10.10 |
9.3% |
2.01 |
1.8% |
45% |
False |
False |
17,902 |
| 40 |
114.70 |
98.90 |
15.80 |
14.5% |
2.43 |
2.2% |
65% |
False |
False |
18,798 |
| 60 |
114.70 |
92.33 |
22.37 |
20.5% |
2.20 |
2.0% |
75% |
False |
False |
17,352 |
| 80 |
114.70 |
91.94 |
22.76 |
20.9% |
1.98 |
1.8% |
75% |
False |
False |
14,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.84 |
|
2.618 |
117.19 |
|
1.618 |
114.34 |
|
1.000 |
112.58 |
|
0.618 |
111.49 |
|
HIGH |
109.73 |
|
0.618 |
108.64 |
|
0.500 |
108.31 |
|
0.382 |
107.97 |
|
LOW |
106.88 |
|
0.618 |
105.12 |
|
1.000 |
104.03 |
|
1.618 |
102.27 |
|
2.618 |
99.42 |
|
4.250 |
94.77 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.84 |
109.24 |
| PP |
108.57 |
109.19 |
| S1 |
108.31 |
109.15 |
|