NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
114.28 |
110.08 |
-4.20 |
-3.7% |
109.49 |
| High |
114.65 |
111.47 |
-3.18 |
-2.8% |
114.32 |
| Low |
111.30 |
107.77 |
-3.53 |
-3.2% |
109.38 |
| Close |
111.88 |
108.67 |
-3.21 |
-2.9% |
114.29 |
| Range |
3.35 |
3.70 |
0.35 |
10.4% |
4.94 |
| ATR |
1.90 |
2.06 |
0.16 |
8.3% |
0.00 |
| Volume |
9,002 |
9,574 |
572 |
6.4% |
31,343 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.40 |
118.24 |
110.71 |
|
| R3 |
116.70 |
114.54 |
109.69 |
|
| R2 |
113.00 |
113.00 |
109.35 |
|
| R1 |
110.84 |
110.84 |
109.01 |
110.07 |
| PP |
109.30 |
109.30 |
109.30 |
108.92 |
| S1 |
107.14 |
107.14 |
108.33 |
106.37 |
| S2 |
105.60 |
105.60 |
107.99 |
|
| S3 |
101.90 |
103.44 |
107.65 |
|
| S4 |
98.20 |
99.74 |
106.64 |
|
|
| 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 |
127.20 |
|
2.618 |
121.16 |
|
1.618 |
117.46 |
|
1.000 |
115.17 |
|
0.618 |
113.76 |
|
HIGH |
111.47 |
|
0.618 |
110.06 |
|
0.500 |
109.62 |
|
0.382 |
109.18 |
|
LOW |
107.77 |
|
0.618 |
105.48 |
|
1.000 |
104.07 |
|
1.618 |
101.78 |
|
2.618 |
98.08 |
|
4.250 |
92.05 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
109.62 |
111.21 |
| PP |
109.30 |
110.36 |
| S1 |
108.99 |
109.52 |
|