NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.51 |
108.36 |
-2.15 |
-1.9% |
109.79 |
| High |
111.91 |
109.63 |
-2.28 |
-2.0% |
114.60 |
| Low |
107.78 |
107.87 |
0.09 |
0.1% |
109.31 |
| Close |
108.60 |
109.17 |
0.57 |
0.5% |
114.35 |
| Range |
4.13 |
1.76 |
-2.37 |
-57.4% |
5.29 |
| ATR |
2.12 |
2.10 |
-0.03 |
-1.2% |
0.00 |
| Volume |
11,437 |
11,330 |
-107 |
-0.9% |
43,002 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.17 |
113.43 |
110.14 |
|
| R3 |
112.41 |
111.67 |
109.65 |
|
| R2 |
110.65 |
110.65 |
109.49 |
|
| R1 |
109.91 |
109.91 |
109.33 |
110.28 |
| PP |
108.89 |
108.89 |
108.89 |
109.08 |
| S1 |
108.15 |
108.15 |
109.01 |
108.52 |
| S2 |
107.13 |
107.13 |
108.85 |
|
| S3 |
105.37 |
106.39 |
108.69 |
|
| S4 |
103.61 |
104.63 |
108.20 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.62 |
126.78 |
117.26 |
|
| R3 |
123.33 |
121.49 |
115.80 |
|
| R2 |
118.04 |
118.04 |
115.32 |
|
| R1 |
116.20 |
116.20 |
114.83 |
117.12 |
| PP |
112.75 |
112.75 |
112.75 |
113.22 |
| S1 |
110.91 |
110.91 |
113.87 |
111.83 |
| S2 |
107.46 |
107.46 |
113.38 |
|
| S3 |
102.17 |
105.62 |
112.90 |
|
| S4 |
96.88 |
100.33 |
111.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.60 |
107.78 |
6.82 |
6.2% |
2.57 |
2.4% |
20% |
False |
False |
10,018 |
| 10 |
114.60 |
106.44 |
8.16 |
7.5% |
1.93 |
1.8% |
33% |
False |
False |
9,415 |
| 20 |
114.60 |
100.65 |
13.95 |
12.8% |
1.87 |
1.7% |
61% |
False |
False |
8,487 |
| 40 |
114.60 |
95.00 |
19.60 |
18.0% |
2.18 |
2.0% |
72% |
False |
False |
9,159 |
| 60 |
114.60 |
92.69 |
21.91 |
20.1% |
1.94 |
1.8% |
75% |
False |
False |
9,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.11 |
|
2.618 |
114.24 |
|
1.618 |
112.48 |
|
1.000 |
111.39 |
|
0.618 |
110.72 |
|
HIGH |
109.63 |
|
0.618 |
108.96 |
|
0.500 |
108.75 |
|
0.382 |
108.54 |
|
LOW |
107.87 |
|
0.618 |
106.78 |
|
1.000 |
106.11 |
|
1.618 |
105.02 |
|
2.618 |
103.26 |
|
4.250 |
100.39 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.03 |
111.11 |
| PP |
108.89 |
110.46 |
| S1 |
108.75 |
109.82 |
|