NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
110.04 |
111.05 |
1.01 |
0.9% |
114.44 |
| High |
111.66 |
111.05 |
-0.61 |
-0.5% |
114.44 |
| Low |
108.94 |
108.18 |
-0.76 |
-0.7% |
107.78 |
| Close |
111.18 |
108.63 |
-2.55 |
-2.3% |
111.18 |
| Range |
2.72 |
2.87 |
0.15 |
5.5% |
6.66 |
| ATR |
2.15 |
2.21 |
0.06 |
2.8% |
0.00 |
| Volume |
11,678 |
10,589 |
-1,089 |
-9.3% |
54,957 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.90 |
116.13 |
110.21 |
|
| R3 |
115.03 |
113.26 |
109.42 |
|
| R2 |
112.16 |
112.16 |
109.16 |
|
| R1 |
110.39 |
110.39 |
108.89 |
109.84 |
| PP |
109.29 |
109.29 |
109.29 |
109.01 |
| S1 |
107.52 |
107.52 |
108.37 |
106.97 |
| S2 |
106.42 |
106.42 |
108.10 |
|
| S3 |
103.55 |
104.65 |
107.84 |
|
| S4 |
100.68 |
101.78 |
107.05 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.11 |
127.81 |
114.84 |
|
| R3 |
124.45 |
121.15 |
113.01 |
|
| R2 |
117.79 |
117.79 |
112.40 |
|
| R1 |
114.49 |
114.49 |
111.79 |
112.81 |
| PP |
111.13 |
111.13 |
111.13 |
110.30 |
| S1 |
107.83 |
107.83 |
110.57 |
106.15 |
| S2 |
104.47 |
104.47 |
109.96 |
|
| S3 |
97.81 |
101.17 |
109.35 |
|
| S4 |
91.15 |
94.51 |
107.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.91 |
107.78 |
4.13 |
3.8% |
2.74 |
2.5% |
21% |
False |
False |
11,112 |
| 10 |
114.60 |
107.78 |
6.82 |
6.3% |
2.26 |
2.1% |
12% |
False |
False |
9,944 |
| 20 |
114.60 |
104.52 |
10.08 |
9.3% |
1.85 |
1.7% |
41% |
False |
False |
9,044 |
| 40 |
114.60 |
97.14 |
17.46 |
16.1% |
2.30 |
2.1% |
66% |
False |
False |
9,371 |
| 60 |
114.60 |
92.69 |
21.91 |
20.2% |
2.01 |
1.9% |
73% |
False |
False |
9,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.25 |
|
2.618 |
118.56 |
|
1.618 |
115.69 |
|
1.000 |
113.92 |
|
0.618 |
112.82 |
|
HIGH |
111.05 |
|
0.618 |
109.95 |
|
0.500 |
109.62 |
|
0.382 |
109.28 |
|
LOW |
108.18 |
|
0.618 |
106.41 |
|
1.000 |
105.31 |
|
1.618 |
103.54 |
|
2.618 |
100.67 |
|
4.250 |
95.98 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.62 |
109.81 |
| PP |
109.29 |
109.42 |
| S1 |
108.96 |
109.02 |
|