NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
109.12 |
112.57 |
3.45 |
3.2% |
114.70 |
| High |
112.40 |
113.22 |
0.82 |
0.7% |
114.70 |
| Low |
109.10 |
111.86 |
2.76 |
2.5% |
107.38 |
| Close |
112.28 |
113.13 |
0.85 |
0.8% |
111.12 |
| Range |
3.30 |
1.36 |
-1.94 |
-58.8% |
7.32 |
| ATR |
2.46 |
2.38 |
-0.08 |
-3.2% |
0.00 |
| Volume |
25,614 |
22,583 |
-3,031 |
-11.8% |
127,457 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.82 |
116.33 |
113.88 |
|
| R3 |
115.46 |
114.97 |
113.50 |
|
| R2 |
114.10 |
114.10 |
113.38 |
|
| R1 |
113.61 |
113.61 |
113.25 |
113.86 |
| PP |
112.74 |
112.74 |
112.74 |
112.86 |
| S1 |
112.25 |
112.25 |
113.01 |
112.50 |
| S2 |
111.38 |
111.38 |
112.88 |
|
| S3 |
110.02 |
110.89 |
112.76 |
|
| S4 |
108.66 |
109.53 |
112.38 |
|
|
| 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 |
113.22 |
106.88 |
6.34 |
5.6% |
2.56 |
2.3% |
99% |
True |
False |
21,956 |
| 10 |
114.70 |
106.88 |
7.82 |
6.9% |
2.74 |
2.4% |
80% |
False |
False |
23,217 |
| 20 |
114.70 |
104.60 |
10.10 |
8.9% |
2.09 |
1.9% |
84% |
False |
False |
18,842 |
| 40 |
114.70 |
99.72 |
14.98 |
13.2% |
2.29 |
2.0% |
90% |
False |
False |
18,344 |
| 60 |
114.70 |
93.84 |
20.86 |
18.4% |
2.22 |
2.0% |
92% |
False |
False |
17,793 |
| 80 |
114.70 |
91.94 |
22.76 |
20.1% |
2.03 |
1.8% |
93% |
False |
False |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.00 |
|
2.618 |
116.78 |
|
1.618 |
115.42 |
|
1.000 |
114.58 |
|
0.618 |
114.06 |
|
HIGH |
113.22 |
|
0.618 |
112.70 |
|
0.500 |
112.54 |
|
0.382 |
112.38 |
|
LOW |
111.86 |
|
0.618 |
111.02 |
|
1.000 |
110.50 |
|
1.618 |
109.66 |
|
2.618 |
108.30 |
|
4.250 |
106.08 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.93 |
112.10 |
| PP |
112.74 |
111.08 |
| S1 |
112.54 |
110.05 |
|