NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.58 |
109.12 |
0.54 |
0.5% |
114.70 |
| High |
109.73 |
112.40 |
2.67 |
2.4% |
114.70 |
| Low |
106.88 |
109.10 |
2.22 |
2.1% |
107.38 |
| Close |
109.11 |
112.28 |
3.17 |
2.9% |
111.12 |
| Range |
2.85 |
3.30 |
0.45 |
15.8% |
7.32 |
| ATR |
2.39 |
2.46 |
0.06 |
2.7% |
0.00 |
| Volume |
18,871 |
25,614 |
6,743 |
35.7% |
127,457 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.16 |
120.02 |
114.10 |
|
| R3 |
117.86 |
116.72 |
113.19 |
|
| R2 |
114.56 |
114.56 |
112.89 |
|
| R1 |
113.42 |
113.42 |
112.58 |
113.99 |
| PP |
111.26 |
111.26 |
111.26 |
111.55 |
| S1 |
110.12 |
110.12 |
111.98 |
110.69 |
| S2 |
107.96 |
107.96 |
111.68 |
|
| S3 |
104.66 |
106.82 |
111.37 |
|
| S4 |
101.36 |
103.52 |
110.47 |
|
|
| 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 |
112.40 |
106.88 |
5.52 |
4.9% |
2.72 |
2.4% |
98% |
True |
False |
23,706 |
| 10 |
114.70 |
106.88 |
7.82 |
7.0% |
2.77 |
2.5% |
69% |
False |
False |
22,230 |
| 20 |
114.70 |
104.60 |
10.10 |
9.0% |
2.09 |
1.9% |
76% |
False |
False |
18,518 |
| 40 |
114.70 |
99.45 |
15.25 |
13.6% |
2.42 |
2.2% |
84% |
False |
False |
18,720 |
| 60 |
114.70 |
92.65 |
22.05 |
19.6% |
2.24 |
2.0% |
89% |
False |
False |
17,550 |
| 80 |
114.70 |
91.94 |
22.76 |
20.3% |
2.01 |
1.8% |
89% |
False |
False |
14,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.43 |
|
2.618 |
121.04 |
|
1.618 |
117.74 |
|
1.000 |
115.70 |
|
0.618 |
114.44 |
|
HIGH |
112.40 |
|
0.618 |
111.14 |
|
0.500 |
110.75 |
|
0.382 |
110.36 |
|
LOW |
109.10 |
|
0.618 |
107.06 |
|
1.000 |
105.80 |
|
1.618 |
103.76 |
|
2.618 |
100.46 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
111.77 |
111.40 |
| PP |
111.26 |
110.52 |
| S1 |
110.75 |
109.64 |
|