NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
108.36 |
108.86 |
0.50 |
0.5% |
109.79 |
| High |
109.63 |
110.16 |
0.53 |
0.5% |
114.60 |
| Low |
107.87 |
107.96 |
0.09 |
0.1% |
109.31 |
| Close |
109.17 |
109.75 |
0.58 |
0.5% |
114.35 |
| Range |
1.76 |
2.20 |
0.44 |
25.0% |
5.29 |
| ATR |
2.10 |
2.10 |
0.01 |
0.4% |
0.00 |
| Volume |
11,330 |
10,527 |
-803 |
-7.1% |
43,002 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.89 |
115.02 |
110.96 |
|
| R3 |
113.69 |
112.82 |
110.36 |
|
| R2 |
111.49 |
111.49 |
110.15 |
|
| R1 |
110.62 |
110.62 |
109.95 |
111.06 |
| PP |
109.29 |
109.29 |
109.29 |
109.51 |
| S1 |
108.42 |
108.42 |
109.55 |
108.86 |
| S2 |
107.09 |
107.09 |
109.35 |
|
| S3 |
104.89 |
106.22 |
109.15 |
|
| S4 |
102.69 |
104.02 |
108.54 |
|
|
| 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% |
2.69 |
2.5% |
29% |
False |
False |
10,563 |
| 10 |
114.60 |
107.78 |
6.82 |
6.2% |
1.96 |
1.8% |
29% |
False |
False |
9,504 |
| 20 |
114.60 |
102.86 |
11.74 |
10.7% |
1.78 |
1.6% |
59% |
False |
False |
8,689 |
| 40 |
114.60 |
95.00 |
19.60 |
17.9% |
2.23 |
2.0% |
75% |
False |
False |
9,295 |
| 60 |
114.60 |
92.69 |
21.91 |
20.0% |
1.96 |
1.8% |
78% |
False |
False |
9,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.51 |
|
2.618 |
115.92 |
|
1.618 |
113.72 |
|
1.000 |
112.36 |
|
0.618 |
111.52 |
|
HIGH |
110.16 |
|
0.618 |
109.32 |
|
0.500 |
109.06 |
|
0.382 |
108.80 |
|
LOW |
107.96 |
|
0.618 |
106.60 |
|
1.000 |
105.76 |
|
1.618 |
104.40 |
|
2.618 |
102.20 |
|
4.250 |
98.61 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.52 |
109.85 |
| PP |
109.29 |
109.81 |
| S1 |
109.06 |
109.78 |
|