NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
111.87 |
114.28 |
2.41 |
2.2% |
109.49 |
| High |
114.32 |
114.65 |
0.33 |
0.3% |
114.32 |
| Low |
111.87 |
111.30 |
-0.57 |
-0.5% |
109.38 |
| Close |
114.29 |
111.88 |
-2.41 |
-2.1% |
114.29 |
| Range |
2.45 |
3.35 |
0.90 |
36.7% |
4.94 |
| ATR |
1.79 |
1.90 |
0.11 |
6.2% |
0.00 |
| Volume |
9,527 |
9,002 |
-525 |
-5.5% |
31,343 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.66 |
120.62 |
113.72 |
|
| R3 |
119.31 |
117.27 |
112.80 |
|
| R2 |
115.96 |
115.96 |
112.49 |
|
| R1 |
113.92 |
113.92 |
112.19 |
113.27 |
| PP |
112.61 |
112.61 |
112.61 |
112.28 |
| S1 |
110.57 |
110.57 |
111.57 |
109.92 |
| S2 |
109.26 |
109.26 |
111.27 |
|
| S3 |
105.91 |
107.22 |
110.96 |
|
| S4 |
102.56 |
103.87 |
110.04 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.48 |
125.83 |
117.01 |
|
| R3 |
122.54 |
120.89 |
115.65 |
|
| R2 |
117.60 |
117.60 |
115.20 |
|
| R1 |
115.95 |
115.95 |
114.74 |
116.78 |
| PP |
112.66 |
112.66 |
112.66 |
113.08 |
| S1 |
111.01 |
111.01 |
113.84 |
111.84 |
| S2 |
107.72 |
107.72 |
113.38 |
|
| S3 |
102.78 |
106.07 |
112.93 |
|
| S4 |
97.84 |
101.13 |
111.57 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.89 |
|
2.618 |
123.42 |
|
1.618 |
120.07 |
|
1.000 |
118.00 |
|
0.618 |
116.72 |
|
HIGH |
114.65 |
|
0.618 |
113.37 |
|
0.500 |
112.98 |
|
0.382 |
112.58 |
|
LOW |
111.30 |
|
0.618 |
109.23 |
|
1.000 |
107.95 |
|
1.618 |
105.88 |
|
2.618 |
102.53 |
|
4.250 |
97.06 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
112.98 |
112.49 |
| PP |
112.61 |
112.28 |
| S1 |
112.25 |
112.08 |
|